Qiankun Zhou
Biographic Data
| ID | 8920741 |
|---|---|
| NAME | Qiankun Zhou |
| GIVEN NAMES | Qiankun |
| FAMILY NAME | Zhou |
| SIGNATURE | ZHOU Q |
| AFFILIATIONS | Louisiana State University |
| VERIFIED | No |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Prediction Intervals of Panel Data Approach for Programme Evaluation
We consider the inference on individual and time specific treatment effects on the treated within the framework of panel data approach for programme evaluation. We formulate the target problem as constructing prediction intervals for high‐dimensional linear regressions with weakly dependent data. Post‐LASSO OLS is used for estimation, while dependent wild bootstrap and simple residual bootstrap are used for the construction of prediction interval…
Panel treatment effects measurement
We discuss methods of measuring the treatment effects of a unit through the use of other units in panel data by either the factor‐based (FB) approach or the linear projection (LP) approach under different sample configurations of cross‐sectional dimension and time series dimension . We show that the LP approach in general yields smaller mean square prediction error than the FB approach when either both and are large or fixed and or fixed and larg…
Transformed Estimation for Panel Interactive Effects Models
We propose a transformed estimator for the slope coefficients of panel models with interactive effects. The transformed estimation method does not require the prior knowledge of the dimension of factor structure. It is consistent and asymptotically normally distributed under fairly general conditions when N is fixed and T→∞ or T is fixed and N→∞, or when both N and T are large and NT→a≠0<∞. Moreover, because the transformation is equivalent to ag…
Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets
SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend
In this paper, we consider two‐stage least squares (2SLS) and simple instrumental variable (IV) type estimation of dynamic panel data models with both individual‐specific effects and heterogeneous time trend when both N and T tend to infinity. We consider the forward orthogonal deviations (FOD) proposed by (Hayakawa, et al. Econometric Reviews, 2019. Vol. 38, pp. 1055–1088) and the double first difference (2FD) to remove both the individual‐speci…
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Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets
SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend
In this paper, we consider two‐stage least squares (2SLS) and simple instrumental variable (IV) type estimation of dynamic panel data models with both individual‐specific effects and heterogeneous time trend when both N and T tend to infinity. We consider the forward orthogonal deviations (FOD) proposed by (Hayakawa, et al. Econometric Reviews, 2019. Vol. 38, pp. 1055–1088) and the double first difference (2FD) to remove both the individual‐speci…
Transformed Estimation for Panel Interactive Effects Models
We propose a transformed estimator for the slope coefficients of panel models with interactive effects. The transformed estimation method does not require the prior knowledge of the dimension of factor structure. It is consistent and asymptotically normally distributed under fairly general conditions when N is fixed and T→∞ or T is fixed and N→∞, or when both N and T are large and NT→a≠0<∞. Moreover, because the transformation is equivalent to ag…
Panel treatment effects measurement
We discuss methods of measuring the treatment effects of a unit through the use of other units in panel data by either the factor‐based (FB) approach or the linear projection (LP) approach under different sample configurations of cross‐sectional dimension and time series dimension . We show that the LP approach in general yields smaller mean square prediction error than the FB approach when either both and are large or fixed and or fixed and larg…
Prediction Intervals of Panel Data Approach for Programme Evaluation
We consider the inference on individual and time specific treatment effects on the treated within the framework of panel data approach for programme evaluation. We formulate the target problem as constructing prediction intervals for high‐dimensional linear regressions with weakly dependent data. Post‐LASSO OLS is used for estimation, while dependent wild bootstrap and simple residual bootstrap are used for the construction of prediction interval…
Mathematics (5 works) · Statistics (5 works) · Econometrics (4 works) · Spatial and Panel Data Analysis (4 works) · Advanced Causal Inference Techniques (3 works) · Applied Mathematics (3 works) · Economics (3 works) · Panel data (3 works) · Combinatorics (2 works) · Computer Science (2 works)