Peiyun Jiang and Eiji Kurozumi, A new test for common breaks in heterogeneous panel data models, Econometrics and Statistics, 2023.
Peiyun Jiang and Eiji Kurozumi, Monitoring parameter changes in models with a trend, Journal of Statistical Planning and Inference, Volume 207, Pages 288-319, July 2020.
Peiyun Jiang and Eiji Kurozumi, Power properties of the modified CUSUM tests, Communications in Statistics-Theory and Methods, Volume 48, Issue 12, Pages 2962-2981, 2019.
Peiyun Jiang, Testing for structural change in heterogeneous panels using common correlated effects estimators. May 2024.
Peiyun Jiang, Yoshimasa Uematsu, Takashi Yamagata, Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models. November 2023
Peiyun Jiang, Consistency of the common break estimator in panel data models under misspecification.
18th International Conference on Computational and Financial Econometrics (CFE 2024), King’s College London, London, UK, 14-16 December 2024
The 2024 International Chinese Statistical Association (ICSA) China Conference, Zhongnan University of Economics and Law, Wuhan, Hubei, China, 28-30 June 2024
Econometrics Workshop, Institute for Economic Studies, Keio University, Japan, 7 May 2024.
Spring Econometric Forum, Shirahama, Japan, 14-15 March 2024.
Economics Seminar at Tokyo Metropolitan University, Japan, 1 February 2024.
31th Kansai Keiryo Keizaigaku Kenkyukai, Hiroshima University, Hiroshima, Japan, 6-7 January 2024.
17th International Conference on Computational and Financial Econometrics (CFE 2023), University of Applied Sciences, Berlin, Germany, 16-18 December 2023.
Summer Econometrics Forum, University of Tokyo, Tokyo, Japan, 8-9 August 2023.
30th Kansai Keiryo Keizaigaku Kenkyukai, Osaka University, Osaka, Japan, 7-8 January 2023.
29th Kansai Keiryo Keizaigaku Kenkyukai, Tohoku University (Online), Miyagi, Japan, 8-9 January 2022.
The 7th Hitotsubashi Summer Institute, Hitotsubashi University (Online), Tokyo, Japan, 30-31 August 2021.
2021 China Meeting of the Econometric Society, ShanghaiTech University (Online), Shanghai, China, 1-3 July 2021.
2021 Annual Conference of the International Association for Applied Econometrics, Erasmus School of Economics (Online), Rotterdam, The Netherlands, 22-25 June 2021.
The 15th International Symposium on Econometric Theory and Applications, Osaka University, Osaka, Japan, June 2019.
26th Kansai Keiryo Keizaigaku Kenkyukai, Miyazaki University, Miyazaki, Japan, January 2019.
1st International Conference on Econometrics and Statistics, The Hong Kong University of Science and Technology, Hong Kong, China, June 2017.
JSPS (Grant-in-Aid for Early-Career Scientists)24K16343: "Developing statistical methods for structural change analysis using panel data" April 2024- March 2029
JSPS (Grant-in-Aid for Scientific Research(B))23H00804 Co-Investigator: April 2023- March 2027
JSPS (Grant-in-Aid for Research Activity Start-up) 21K20121: "Estimation and inferences of structural changes in panel data models" April 2021- March 2023
Annals of the Institute of Statistical Mathematics
Economic Modelling
Journal of Econometrics
Journal of Econometrics Methods
Journal of Financial Econometrics
The 5th International Conference on Modern Management based on Big Data (MMBD2024)