Publications (* as the corresponding author)

. Jiajun Zhang, Chuanmin Zhao, and Xi Qu*. (2025). Nonlinear spatial dynamic panel data models with endogenous dominant units: An application to share data. Journal of Business & Economic Statistics. 43(1): 150-163

. Wenyi Lyu, Leng Yu, and Jiajun Zhang*. (2024). Peer effects in digital inclusive finance participation decisions: Evidence from rural China. Technological Forecasting and Social Change, 208, 123645.

Selected working papers

. Efficient and sequential estimation of high-order spatial dynamic panels with time-varying dominant units, with Yahui Chen, Xiaoyi Han*, and Fei Jin. [R&R at Econometric Theory] 

. Wald inference on varying coefficients, with Abhimanyu Gupta, Xi Qu, and Sorawoot Srisuma. [Under Review at JBES]

. Semi-parametric estimation of spatial dynamic panel data models with unknown spatial weights, with Abhimanyu Gupta, and Xi Qu.

. Profile GMM estimation of dynamic spatial panels with multidimensional endogeneity and interactive fixed effects, with Yahui Chen,  Xiaoyi Han*, and Liangjun Su.

Grants

PI, National Natural Science Foundation of China, Heterogeneous Weight Matrices in Multidimensional Spatial Dynamic Panel Data Models: Theory and Application, 72503134, 2026/01-2028/12.