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Zhu, Huanjun

Assistant Professor

Phone:

Email:hzhu928@xmu.edu.cn

Office:

Office Hours:

Research Fields:


Biography Research Papers Research Projects

Working experience
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Statistics, School of Economics, Xiamen University, September 2016-

Education
Ph.D. in Econometrics, Monash Business School, Monash University, August 2016 
Research Master in Economics, Xiamen University, July 2013
Bachelor of Economics, Xiamen University, July 2010
Bachelor of Law, Xiamen University, July 2010

Research interests
Panel Data Analysis, Factor Models, High Dimensional Statistical Inference, Variable Selection, Applied Econometrics.

Publication and Forthcoming
 

 

1.        Gao, J., Xia, K. and Zhu, H.(2019), Heterogeneous Panel Data Models with Cross-Sectional Dependence, Journal of Econometrics,在线发表,https://doi.org/10.1016/j.jeconom.2020.03.007.

 

2.        Zhu, H., Sarafidis, V. and Silvapulle, M.J.(2019), A New Structural Break Test for Panels with Common Factors, The Econometrics Journal23(1)137-155.

 

 
Working Papers:
 
 
"New Estimation for Panel Data Models with Cross-sectional Dependence", with  Jiti Gao, Mervyn Silvapulle and Vasilis Sarafidis.
"M-Estimation on Large Panel Data Models with Fixed Effects" with Jiti Gao and Yanrong Yang.
"Variable Selection on Semiparametric Varying–Coefficient Models" with Bin Peng and Yanrong Yang.
 
 

 1.        国家自然科学基金青年科学基金项目,71903166,异质性的高维面板数据的稳健估计方法理论与应用研究,2020/01-2022/12主持

2.        教育部人文社会科学研究青年基金项目,19YJC790206,高维面板分位数回归模型:理论与应用研究,2019/01-2021/12主持

3.        福建省自然科学面上基金项目,2019J01034基于高维面板数据的稳健估计方法的理论与应用研究2019/07-2022/06主持

4.        中央高校基本科研业务费项目,20720171071,高维面板数据的稳健统计分析方法及其应用,2017/03-2019/12主持

5.        国家自然科学基金面上项目,11871409,函数型回归模型单指标结构检验:一种模型自适应方法,2019/01-2022/12参与