[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. [Under Review]
. Semi-parametric estimation of spatial dynamic panel data models with unknown spatial weights (draft coming soon), with Abhimanyu Gupta, 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. [Under Review]
. Asymptotically efficient GMM estimation of heterogeneous spatial panels with interactive fixed effects.
. Oracle estimation of spatial panels with nonlinear endogeneity and interactive fixed effects.
. A semi-parametric J-test for model selection in spatial panels with fixed effects (provisional title), with Wenyi Lyu.