2022

Xu, X., Wang, W., Shin, Y. and Zheng, C. (2022) Dynamic network quantile regression model. Journal of Business and Economic Statistics. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2022.2093882

Chen, J., Shin, Y. and Zheng, C. (2022) Estimation and inference in heterogeneous spatial panels with a multifactor error structure. Journal of Econometrics, 229 (1). pp. 55-79. ISSN 0304-4076 doi: https://doi.org/10.1016/j.jeconom.2021.05.003

2018

Li, H. and Zheng, C. (2018) Unit root quantile autoregression testing with smooth structural changes. Finance Research Letters, 25. pp. 83-89. ISSN 1544-6123 doi: https://doi.org/10.1016/j.frl.2017.10.008

2016

Li, H., Zheng, C. and Guo, Y. (2016) Estimation and test for quantile nonlinear cointegrating regression. Economics Letters, 148. pp. 27-32. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2016.09.014