Peiyun Jiang

Peiyun Jiang Specially Appointed Research Associate, R529, Ext. 8636 CV

Current Position 2021 Specially Appointed Research Associate at Hitotsubashi Institute for Advanced Study, Hitotsubashi University Education 2020 Ph D. in Economics, Hitotsubashi University 2017 MA in Economics, Hitotsubashi University 2015 BA in Management, Huazhong University of Science and Technology

Research Interests

structural changes, time series analysis, panel data models

Publications

Jiang, Peiyun & Eiji Kurozumi (2020) Monitoring Parameter Changes in Models with a Trend, Journal of Statistical Planning and Inference, 207, 288-319, DOI: 10.1016/j.jspi.2020.01.004.

Jiang, Peiyun & Eiji Kurozumi (2019) Power properties of the modified CUSUM tests, Communications in Statistics – Theory and Methods, 48:12, 2962-2981, DOI: 10.1080/03610926.2018.1473598

Working Papers

Peiyun Jiang and Eiji Kurozumi, “A new test for common breaks in heterogeneous panel data models”, May 2021