Jiang peiyun

Profile Information

Affiliation: Faculty of Economics and Business Administration, Tokyo Metropolitan University

Degree: Ph.D. in Economics(Hitotsubashi University)
M.A. in Economics(Hitotsubashi University)

Contact information: jiang-peiyuntmu.ac.jp
Researcher number: 20906929
J-GLOBAL ID: 202101009929393431
researchmap Member ID: R000027553

External link: https://sites.google.com/view/peiyun-jiang/

Research Interests

Research Areas

Humanities & social sciences / Economic statistics /

Research History

Apr, 2022 - Present

Assistant Professor, Faculty of Economics and Business Administration, Tokyo Metropolitan University
Apr, 2021 - Mar, 2022

Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Apr, 2021 - Jul, 2021

Researcher Fellow, Institute of Economic Research, Hitotsubashi University

Education

Apr, 2017 - Feb, 2021

Economic Theory and Economic Statistics Area, Graduate School of Economics, Hitotsubashi University
Apr, 2015 - Mar, 2017

Economic Theory and Economic Statistics Area, Graduate School of Economics, Hitotsubashi University
Sep, 2010 - Jun, 2014

Financial Management, School of Management, Huazhong University of Science and Technology

Papers

Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models

Peiyun Jiang, Yoshimasa Uematsu, Takashi Yamagata

Nov 1, 2023
A new test for common breaks in heterogeneous panel data models

Peiyun Jiang, Eiji Kurozumi

Econometrics and Statistics, Feb, 2023 Peer-reviewedCorresponding author
Monitoring parameter changes in models with a trend

Peiyun Jiang, Eiji Kurozumi

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 207 288-319, Jul, 2020 Peer-reviewedCorresponding author
Power properties of the modified CUSUM tests

Peiyun Jiang, Eiji Kurozumi

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 48(12) 2962-2981, Jun, 2019 Peer-reviewed

Presentations

Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models

Spring Econometric Forum, Shirahama, Japan, Mar 15, 2024
Testing for structural change in heterogeneous panels using common correlated effects estimators

Economics Seminar at Tokyo Metropolitan University, Feb 1, 2024
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models

Jan 7, 2024
Testing for structural change in heterogeneous panels using common correlated effects estimators

17th International Conference on Computational and Financial Econometrics (CFE 2023), Dec, 2023
Testing for structural change in heterogeneous panels using common correlated effects estimators

Summer Econometrics Forum, Aug 9, 2023
Testing for structural change in heterogeneous panels using common correlated effects estimators

The 30th Kansai Keiryo Keizaigaku Kenkyukai, Jan 7, 2023
Consistency of the common break estimator in panel data models under misspecification

Jiang Peiyun

The 29th Kansai Keiryo Keizaigaku Kenkyukai, Jan 8, 2022
A new test for common breaks in heterogeneous panel data models

The 7th Hitotsubashi Summer Institute, Aug, 2021
A new test for common breaks in heterogeneous panel data

2021 China Meeting of the Econometric Society, Jul, 2021
A new test for common breaks in heterogeneous panel data

2021 Annual Conference of the International Association for Applied Econometrics, Jun, 2021
Monitoring parameter changes in models with a trend

The 15th International Symposium on Econometric Theory and Applications (SETA2019), Jun, 2019
Monitoring parameter changes in models with a trend

関西計量経済学研究会, Jan, 2019
Some properties of the modified CUSUM tests

1st International Conference on Econometrics and Statistics (EcoSta 2017), Jun, 2017

Professional Memberships

Research Projects

Developing statistical methods for structural change analysis using panel data

Apr, 2024 - Mar, 2029
Development of unsupervised learning methods for economic analysis

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2023 - Mar, 2027
Estimation and inferences of structural changes in panel data models

Grant-in-Aid for Research Activity Start-up, Grant-in-Aid for Research Activity Start-up, Japan Society for the Promotion of Science, Aug, 2021 - Mar, 2023

Profile Information

Research Interests

Research Areas

Research History

Education

Papers

Presentations

Professional Memberships

Research Projects

Menu

Coauthors