[Publications]
Jiajun Zhang, Chuanmin Zhao, & Xi Qu*. (2025). Nonlinear spatial dynamic panel data models with endogenous dominant units: An application to share data. Journal of Business & Economic Statistics, 43(1), 150-163.
[Working papers and work-in-progress]
. Efficient and sequential estimation of high-order spatial dynamic panels with time-varying dominant units, with Yahui Chen, Xiaoyi Han, and Fei Jin. [R&R at Econometric Theory]
. Wald inference on varying coefficients. (With Abhimanyu Gupta, Xi Qu, and Sorawoot Srisuma) [Under Review]
. Semi-parametric estimation of spatial dynamic panel data models with unknown spatial weights (draft coming soon), with Abhimanyu Gupta, Shuting Hou, and Xi Qu.
. Profile GMM estimation of dynamic spatial panels with multidimensional endogeneity and interactive fixed effects, with Yahui Chen, Xiaoyi Han, and Liangjun Su.
. Fast GMM estimation of heterogeneous spatial dynamic panels (provisional title), with Yahui Chen, and Xiaoyi Han.
. The Specificity of Aggregate Demand Structure in the Urbanization Process: Theory and Practice in China, with Shuting Hou, and Huiwen Li. [Chinese]
. Spatial political incentives and city construction: A semi-parametric approach, with Shuting Hou.