[Publications]
. Jiajun Zhang, Chuanmin Zhao, and 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.
. Wenyi Lyu, Leng Yu, and Jiajun Zhang*. (2024). Peer effects in digital inclusive finance participation decisions: Evidence from rural China. Technological Forecasting and Social Change, 208, 123645.
[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. [R&R at Journal of Business & Economic Statistics]
. Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights, with Abhimanyu Gupta, and Xi Qu. [R&R at Journal of Econometrics]
. Profile GMM estimation of dynamic spatial panels with multidimensional endogeneity and interactive fixed effects, with Yahui Chen, Xiaoyi Han, and Liangjun Su. [Rejected and resubmitted]
. Oracle estimation of spatial panels with nonlinear endogeneity.
. Semiparametric tests for distinguishing spatial panel models (provisional title), with Wenyi Lyu.
. Who benefits from public data? Private data endowments, market power, and resource allocation (provisional title), with Wenyi Lyu.
[Grants]
. PI, National Natural Science Foundation of China, 72503134, 2026/01-2028/12.
[Journal Refereeing]
Econometrics and Statistics, Singapore Economic Review