Chaowen Zheng
PhD Student

Profile

Biography

Chaowen is a PhD Student in the Department of Economics and Related Studies at the University of York. Before coming to York, he completed a BSc in Statistics and MSc in Economics at Hunan University (China).

His field of expertise is econometrics, and his research interests including panel data econometrics, theoretical/applied social/economic network analysis, factor models, and quantile regression. Currently, Chaowen has made several publications including one in the Journal of Econometrics, and one R and R at the Journal of Business and Economic Statistics.

Research

Overview

Publications:

1). Chen, J., Shin, Y., and Zheng, C. (2021) Estimation and inference in heterogeneous spatial panels with a multifactor error structure. Journal of Econometrics (In Press).

2). Li, H., and Zheng, C. (2018). Unit root quantile autoregression testing with smooth structural changes. Finance Research Letters, 25, 83-89.

3). Li, H., Zheng, C., and Guo, Y. (2016). Estimation and test for quantile nonlinear cointegrating regression. Economics Letters, 148, 27-32.

Projects

Work in Progress:

1). Xu, X., Wang, W., Shin, Y., and Zheng, C. (2021) Dynamic Network Quantile Regression Model. R and R at the Journal of Business and Economic Statistics

2). Estimation of Dynamic Quantile Panel Data with Interactive Effects (Joint with Jia Chen and Yongcheol Shin)

3). A Spatio-temporal Autoregressive Factor Model of the Global Business Cycle (Joint with Tomohiro Ando, Matthew Greenwood-Nimmo and Yongcheol Shin)

Working as a research assistant (RA) for:

1). Economic and Social Research Council (ESRC) project “New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks” (grant number ES/T01573X/1, in progress)

2). National Natural Science Foundation of China-General Program “Moment Condition Model with Time-varying Parameters: Estimation, Test and Application” (grant number No. 717730261, completed)

3). National Natural Science Foundation of China for Young Scholars “Quantile Nonlinear Cointegration: Estimation, Test and Application” (grant number No. 71301048, completed)