Rchr
J-GLOBAL ID：202101009929393431
Update date: Apr. 02, 2024
peiyun Jiang
ショウ ハイゲイ | peiyun Jiang
Affiliation and department：
Homepage URL (1)：
https://sites.google.com/view/peiyun-jiang/
Research field (1)：
Economic statistics
Research keywords (3)：
Structural change
, Time series analysis
, Panel data
Research theme for competitive and other funds (3)：
- 2024 - 2029 Developing statistical methods for structural change analysis using panel data
- 2023 - 2027 Development of unsupervised learning methods for economic analysis
- 2021 - 2023 Estimation and inferences of structural changes in panel data models
Papers (4)：
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Peiyun Jiang, Yoshimasa Uematsu, Takashi Yamagata. Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models. 2023
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Peiyun Jiang, Eiji Kurozumi. A new test for common breaks in heterogeneous panel data models. Econometrics and Statistics. 2023
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Peiyun Jiang, Eiji Kurozumi. Monitoring parameter changes in models with a trend. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 2020. 207. 288-319
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Peiyun Jiang, Eiji Kurozumi. Power properties of the modified CUSUM tests. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 2019. 48. 12. 2962-2981
Lectures and oral presentations (13)：
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Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
(Spring Econometric Forum, Shirahama, Japan 2024)
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Testing for structural change in heterogeneous panels using common correlated effects estimators
(Economics Seminar at Tokyo Metropolitan University 2024)
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Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
(2024)
-
Testing for structural change in heterogeneous panels using common correlated effects estimators
(17th International Conference on Computational and Financial Econometrics (CFE 2023) 2023)
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Testing for structural change in heterogeneous panels using common correlated effects estimators
(Summer Econometrics Forum 2023)
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Education (3)：
- 2017 - 2021 Hitotsubashi University Graduate School of Economics Economic Theory and Economic Statistics Area
- 2015 - 2017 Hitotsubashi University Graduate School of Economics Economic Theory and Economic Statistics Area
- 2010 - 2014 Huazhong University of Science and Technology School of Management Financial Management
Professional career (2)：
- Ph.D. in Economics (Hitotsubashi University)
- M.A. in Economics (Hitotsubashi University)
Work history (3)：
- 2022/04 - 現在 Tokyo Metropolitan University Faculty of Economics and Business Administration Assistant Professor
- 2021/04 - 2022/03 Hitotsubashi University Hitotsubashi Institute for Advanced Study
- 2021/04 - 2021/07 Hitotsubashi University Institute of Economic Research Researcher Fellow
Association Membership(s) (2)：
The Econometrics Society
, International Association for Applied Econometrics
