Zhenjiang Lin

Dados Biográficos

ID8920050
NOMEZhenjiang Lin
PRENOMESZhenjiang
SOBRENOMELin
ASSINATURALIN Z
AFILIAÇÕESSchool of Economics University of Nottingham Ningbo China Ningbo Zhejiang China
ORCID0000-0002-1224-9327
VERIFICADOSim
TOTAL DE OBRAS2
TOTAL DE CITAÇÕES0
TOTAL COMO AUTOR2
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO2023
ANO MAIS RECENTE DE PUBLICAÇÃO2025
ÍNDICE H0

  • Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models

    Open AccessLynda Khalaf, Zhenjiang Lin et al.ARTICLEJournal of Applied Econometrics2025

    We develop identification‐robust likelihood‐free simultaneous confidence sets for dynamic stochastic general equilibrium models, without relying on linear approximations. Our methodology integrates simulation estimation methods using auxiliary statistics with Monte Carlo test principles. Results cover deep parameters and impulse responses. Auxiliary statistics include coefficients of linear and nonlinear vector autoregressions and local projectio…

  • Identification-Robust Inference With Simulation-Based Pseudo-Matching

    Bertille Antoine, Lynda Khalaf et al.ARTICLEJournal of Business and Economic…2023

    We develop a general simulation-based inference procedure for partially specified models. Our procedure is based on matching auxiliary statistics to simulated counterparts where nuisance parameters are calibrated neither assuming identification of parameters of interest nor a one-to-one binding function. The conditions underlying the asymptotic validity of our (pseudo-)simulators in conjunction with appropriate bootstraps are characterized beyond…