Access Statistics for Xu Cheng

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegrating Rank Selection in Models with Time-Varying Variance 0 0 0 99 0 0 0 254
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 0 1 2 118
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 81 1 2 5 245
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 0 1 193
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 1 1 1 17 1 1 2 115
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 2 3 173
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 1 1 93
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 1 72 1 2 5 173
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 0 1 3 116
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 1 1 6 0 2 2 71
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 0 0 163
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 6 0 0 2 62
Semiparametric Cointegrating Rank Selection 0 0 1 109 0 0 1 299
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 0 0 111
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 27 1 1 3 106
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 1 1 1 67
Total Working Papers 1 2 5 825 5 14 31 2,359


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegrating rank selection in models with time-varying variance 0 0 0 8 2 3 3 58
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 38 0 3 5 226
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 1 2 58
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 2 3 140
Semiparametric cointegrating rank selection 0 0 0 29 0 2 3 236
Total Journal Articles 0 0 1 115 2 11 16 718


Statistics updated 2025-03-03