Zhu, Huanjun
Professional Title: Associate professor
Administrative Position:
Alma Mater: Monash University
Contact Information:
E-Mail: hzhu928@xmu.edu.cn
Business Address: D106
Office Hours：
External Homepage：
Research Papers
Publication and Forthcoming:
1. Gao, J., Xia, K. and Zhu, H. (2020), Heterogeneous Panel Data Models with Cross-Sectional Dependence, Journal of Econometrics，219(2), 329-353.
2. Zhu, H., Sarafidis, V. and Silvapulle, M.J. (2020), A New Structural Break Test for Panels with Common Factors, The Econometrics Journal，23(1), 137-155.
3. Han, X., Peng, B., Yang, Y. and Zhu, H. (2021), Shrinkage Estimation of the Varying-Coefficient Model with Continuous and Categorical Covariates, Economics Letters, 202(507):109819.
Working Papers:
1. “Variable Selection in Heterogeneous Panel Data Models with Cross-Sectional Dependence”, with Xiaolin Mei and Bin Peng.
2. “Mean-Variance Portfolio Selection with Estimation Risk”, with Xiaolin Mei and Chongzhu Chen.
3. “Sieve Bootstrap for High-Dimensional Time Series: A Factor Model Approach”, with Daning Bi, Hanlin Shang and Yanrong Yang.
4.Robust M-Estimation for High Dimensional Regression on Large Panel Data” with Jiti Gao and Yanrong Yang.
5.“Estimation of Panel Data Models with Cross-sectional Dependence”, with Jiti Gao, Vasilis Sarafidis, and Mervyn Silvapulle.