Peiyun Jiang

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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