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Jiang Peiyun  Jiang Peiyun

ORCIDConnect your ORCID iD *help
Researcher Number 20906929
Other IDs
Affiliation (Current) 2025: 東京都立大学, 経営学研究科, 助教
Affiliation (based on the past Project Information) *help 2022 – 2025: 東京都立大学, 経営学研究科, 助教
2021: 一橋大学, 社会科学高等研究院, 特任助教
Review Section/Research Field
Principal Investigator
Basic Section 07030:Economic statistics-related / 0107:Economics, business administration, and related fields
Except Principal Investigator
Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related
Keywords
Principal Investigator
panel data / structural change / factor models / common break / structural changes / environmental analysis / consistency / CUSUM test / cross section dependence / common break estimator / panel data models … More
Except Principal Investigator
… More e値 / 頑健性 / 偽発見率 / 変数選択 / 探索的データ分析 / 教師なし機会学習 / 構造変化 / クラスタ解析 / パネルデータ分析 / 教師なし機械学習 / 計量経済学 Less
  • Research Projects

    (4 results)
  • Research Products

    (10 results)
  • Co-Researchers

    (5 People)
  •  社会科学の発展に向けた「探索的データ分析」の方法論の開発

    • Principal Investigator
      植松 良公
    • Project Period (FY)
      2025 – 2027
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 07030:Economic statistics-related
      Basic Section 07060:Money and finance-related
      Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
    • Research Institution
      Hitotsubashi University
  •  Developing statistical methods for structural change analysis using panel dataPrincipal Investigator

    • Principal Investigator
      Jiang Peiyun
    • Project Period (FY)
      2024 – 2028
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Tokyo Metropolitan University
  •  Development of unsupervised learning methods for economic analysis

    • Principal Investigator
      奥井 亮
    • Project Period (FY)
      2023 – 2026
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 07030:Economic statistics-related
      Basic Section 07060:Money and finance-related
      Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
    • Research Institution
      The University of Tokyo
  •  Estimation and inferences of structural changes in panel data modelsPrincipal Investigator

    • Principal Investigator
      Jiang Peiyun
    • Project Period (FY)
      2021 – 2022
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Review Section
      0107:Economics, business administration, and related fields
    • Research Institution
      Tokyo Metropolitan University
      Hitotsubashi University

All 2024 2023 2022 2021

All Journal Article Presentation

  • [Journal Article] A New Test for Common Breaks in Heterogeneous Panel Data Models2023

    • Author(s)
      Peiyun Jiang, Eiji Kurozumi
    • Journal Title

      Econometrics and Statistics

      Volume: -

    • DOI

      10.1016/j.ecosta.2023.01.005

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22K01422, KAKENHI-PROJECT-19K01585, KAKENHI-PROJECT-21K20121
  • [Presentation] Revisiting asymptotic theory for principal component estimators of approximate factor models2024

    • Author(s)
      Peiyun Jiang
    • Organizer
      関西計量経済学研究会
    • Data Source
      KAKENHI-PROJECT-23K25501
  • [Presentation] Revisiting asymptotic theory for principal component estimators of approximate factor models2024

    • Author(s)
      Peiyun Jiang
    • Organizer
      Spring Econometric Forum
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25501
  • [Presentation] Testing for structural change in heterogeneous panels using common correlated effects estimators2023

    • Author(s)
      Peiyun Jiang
    • Organizer
      17th International Conference on Computational and Financial Econometrics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25501
  • [Presentation] Testing for structural change in heterogeneous panels using common correlated effects estimators2023

    • Author(s)
      Peiyun Jiang
    • Organizer
      Summer Econometrics Forum
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K25501
  • [Presentation] Testing for structural change in heterogeneous panels using common correlated effects estimators2023

    • Author(s)
      Peiyun Jiang
    • Organizer
      The 30th Kansai Keiryo Keizaigaku Kenkyukai
    • Data Source
      KAKENHI-PROJECT-21K20121
  • [Presentation] Consistency of the common break estimator in panel data models under misspecification2022

    • Author(s)
      Peiyun Jiang
    • Organizer
      Kansai Keiryo Keizaigaku Kenkyukai
    • Data Source
      KAKENHI-PROJECT-21K20121
  • [Presentation] A new test for common breaks in heterogeneous panel data2021

    • Author(s)
      Peiyun Jiang
    • Organizer
      2021 Annual Conference of the International Association for Applied Econometrics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K20121
  • [Presentation] A new test for common breaks in heterogeneous panel data2021

    • Author(s)
      Peiyun Jiang
    • Organizer
      2021 China Meeting of the Econometric Society
    • Data Source
      KAKENHI-PROJECT-21K20121
  • [Presentation] A new test for common breaks in heterogeneous panel data models2021

    • Author(s)
      Peiyun Jiang
    • Organizer
      The 7th Hitotsubashi Summer Institute
    • Data Source
      KAKENHI-PROJECT-21K20121
  • 1.  奥井 亮 (20563480)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  黒住 英司 (00332643)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 3.  柳 貴英 (30754832)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  植松 良公 (40835279)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  山形 孝志 (20813231)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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