学者信息
已发表成果：
WOK 论文 4 篇;
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Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2024-09-02.
He, Wenfeng; Mei, Xiaoling; Zhong, Wei; Zhu, Huanjun
WOS:001303774000001 10.1080/07350015.2024.2374971
收录情况：SCIE、SSCI -
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
ECONOMICS LETTERS,0165-1765,2021-05.
Han, Xiaoyi; Peng, Bin; Yang, Yanrong; Zhu, Huanjun
WOS:000640921100013 10.1016/j.econlet.2021.109819
收录情况：SSCI -
A new structural break test for panels with common factors
ECONOMETRICS JOURNAL,1368-4221,2020-01.
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J.
WOS:000568277600007 10.1093/ectj/utz018
收录情况：SCIE、SSCI -
Heterogeneous panel data models with cross-sectional dependence
Journal of Econometrics,0304-4076,2020.
Gao, Jiti; Xia, Kai; Zhu, Huanjun
WOS:000593762400007 EI:20201408374515 10.1016/j.jeconom.2020.03.007
收录情况：SCIE、EI、SSCI