| Estimation of time-invariant effects in static panel data models MH Pesaran, Q Zhou Econometric Reviews 37 (10), 1137-1171, 2018 | 96 | 2018 |
| Panel parametric, semiparametric, and nonparametric construction of counterfactuals C Hsiao, Q Zhou Journal of Applied Econometrics 34 (4), 463-481, 2019 | 51 | 2019 |
| Identification and estimation in panel models with overspecified number of groups R Liu, Z Shang, Y Zhang, Q Zhou Journal of Econometrics 215 (2), 574-590, 2020 | 46 | 2020 |
| Fitting partially linear functional-coefficient panel-data models with Stata K Du, Y Zhang, Q Zhou The Stata Journal 20 (4), 976-998, 2020 | 40 | 2020 |
| Partially linear functional-coefficient dynamic panel data models: Sieve estimation and specification testing Y Zhang, Q Zhou Econometric Reviews 40 (10), 983-1006, 2021 | 34 | 2021 |
| Panel kink regression with an unknown threshold Y Zhang, Q Zhou, L Jiang Economics Letters, 2017 | 33 | 2017 |
| Statistical inference for panel dynamic simultaneous equations models C Hsiao, Q Zhou Journal of Econometrics 189 (2), 383-396, 2015 | 26 | 2015 |
| First difference or forward demeaning: Implications for the method of moments estimators C Hsiao, Q Zhou Econometric Reviews, 2017 | 23 | 2017 |
| Many IVs estimation of dynamic panel regression models with measurement error N Lee, HR Moon, Q Zhou Journal of Econometrics 200 (2), 251-259, 2017 | 21 | 2017 |
| Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models C Hsiao, Q Zhou Journal of Econometrics 207 (1), 114-128, 2018 | 20 | 2018 |
| Asymptotic theory for linear diffusions under alternative sampling schemes Q Zhou, J Yu Economics Letters 128, 1-5, 2015 | 18 | 2015 |
| A Stein-like estimator for linear panel data models Y Wang, Y Zhang, Q Zhou Economics Letters 141, 156-161, 2016 | 17 | 2016 |
| To pool or not to pool: revisited MH Pesaran, Q Zhou Oxford Bulletin of Economics and Statistics, 1-32, 2017 | 15 | 2017 |
| Common Correlated Effects Estimation of Unbalanced Panel Data Models with Cross-Sectional Dependence Q Zhou, Y Zhang Journal of Economic Theory and Econometrics 27 (4), 25–45, 2016 | 11 | 2016 |
| Transformed Estimation for Panel Interactive Effects Models C Hsiao, S Zhentao, Z Qiankun Journal of Business & Economic Statistics 40 (4), 1831-1848, 2022 | 10 | 2022 |
| Jive for panel dynamic simultaneous equations models C Hsiao, Q Zhou Econometric Theory 34 (6), 1325 - 1369, 2018 | 9 | 2018 |
| Common correlated effects estimation for dynamic heterogeneous panels with non-stationary multi-factor error structures S Cao, Q Zhou Econometrics 10 (3), 29, 2022 | 6 | 2022 |
| Binary choice model with interactive effects S Xue, TT Yang, Q Zhou Economic Modelling, 1-13, 2017 | 6 | 2017 |
| Forecasting equity index volatility by measuring the linkage among component stocks Y Qiu, T Xie, J Yu, Q Zhou Journal of Financial Econometrics 20 (1), 160-186, 2022 | 5 | 2022 |
| Correction for the asymptotical bias of the arellano-bond type GMM estimation of dynamic panel models Y Zhang, Q Zhou Advances in Econometrics: Essays in Honor of Cheng Hsiao, 2020 | 5 | 2020 |