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 1 1 82 1 2 4 247
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 1 2 119
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 1 3 195
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 0 0 2 116
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 2 4 175
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 0 1 93
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 1 1 3 174
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 1 1 41 0 1 4 118
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 6 0 0 2 71
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 1 1 164
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 2 4 65
Semiparametric Cointegrating Rank Selection 0 0 0 109 0 2 2 301
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 2 2 113
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 0 0 4 107
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 0 0 1 67
Total Working Papers 0 2 7 830 6 15 39 2,379


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 1 1 4 59
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 0 1 4 227
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 1 1 4 60
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 3 4 7 144
Semiparametric cointegrating rank selection 0 0 0 29 0 0 3 236
Total Journal Articles 0 0 0 115 5 7 22 726


Statistics updated 2025-08-05