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Zhu, Huanjun

Assistant Professor




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-

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
"Heterogeneous Panel Data Models with Cross-Sectional Dependence",  Accepted by Journal of Econometrics, 2018, with Jiti Gao and Kai Xia.
Working Papers:
"Testing for a Structural Break in Dynamic Panel Data Models with Common Factors", with  Mervyn Silvapulle and Vasilis Sarafidis (R & R).
"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.