Junhui QIAN

Education:

Ph.D., Economics, Rice University, 2007

M.S., Electrical Engineering, Rice University, 2003
B.E., Electrical Engineering, Harbin Engineering University, 1999

Research Interest:

Econometric theory and applications, macro-finance, Chinese economy.

Journal Articles

Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412 , 2012.

Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012.

Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014.

The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128 17-20, 2015.

Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016.

Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016.

Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016. supplement

Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, Economics Letters, 168, 73-76.

Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, China Finance Review International, 8 (3), 275-296.

Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.

Teaching

Macroeconomics and Financial Markets (MBA)

Econometrics (Undergraduate)

Chinese Economy (International Masters)

Intermediate Macroeconomics (Undergraduate)

Econometrics I (Advanced Probability and Statistics, PhD)

Asset Pricing Theory (PhD)

Time Series (PhD)