Personal website: http://jhqian.org
Education:
Ph.D., Economics, Rice University, 2007
M.S., Electrical Engineering, Rice University, 2003
B.E., Electrical Engineering, Harbin Engineering University, 1999
Econometric theory and applications, macro-finance, Chinese economy.
Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412 , 2012.
Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012.
Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014.
The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128 17-20, 2015.
Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016.
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016.
Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016. supplement
Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, Economics Letters, 168, 73-76.
Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, China Finance Review International, 8 (3), 275-296.
Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.
Stochastic frontiers with bounded inefficiency, with Almanidis P and Sickles R., In: Festschrift in honor of Peter Schmidt: Econometric methods and applications. Berlin: Springer Science and Business Media, 2014.
Matlab codes: SF.rar pde08.rar
The great accommodation: Chinese central banking in the new millennium, with Wing Thye Woo, In: Financial Systems at the Crossroads: Lessons for China, World Scientific Publishing, 2014.
Macroeconomics and Financial Markets (MBA)
Security Investment
Econometrics (Undergraduate)
Chinese Economy (International Masters)
Intermediate Macroeconomics (Undergraduate)
Econometrics I (Advanced Probability and Statistics, PhD)
Asset Pricing Theory (PhD)
Time Series (PhD)
