Zhonghao Fu
Publications
"A model-free consistent test for structural change in regression possibly with endogeneity", with Yongmiao Hong, Journal of Econometrics 211 (2019) 206–242.
Working Papers
"Testing for Structural Changes in Large Dimensional Factor Models via Discrete Fourier Transform", with Yongmiao Hong and Xia Wang, submitted.
"Consistent Testing for Structural Changes in Time Series Models via Discrete Fourier Transform", with Yongmiao Hong and Xia Wang.
Work in Progress
"Testing Constant Conditional Dependence with Application to Financial Contagion ".
"Estimation and Testing Distributional Change via Characteristic Function".
"Instrument-free Testing for Structural Changes in Nonparametric Time Series Regression With Endogeneity".
"Testing for Structural Changes in Panel Data Models via Discrete Fourier Transform".
"Inference for Types of Structural Change".