Access Statistics for Xu Han

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
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 1 1 16 113
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 1 1 7 24
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 0 0 16 105
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 1 11 137
Tests for Parameter Instability in Dynamic Factor Models 0 0 3 9 0 0 12 40
Total Working Papers 0 0 3 134 2 3 62 419


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 2 5 0 1 26 64
Ambiguity aversion and rational herd behaviour 0 0 1 58 0 0 34 242
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 3 18
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 0 10 30
Estimation and inference of change points in high-dimensional factor models 0 1 3 20 0 1 34 99
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 0 3 7 61
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 1 9 0 2 17 71
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 1 1 14 0 2 6 44
Structural Changes in High Dimensional Factor Models 0 0 5 60 0 2 23 151
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 25 2 3 17 98
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 1 12 71
Total Journal Articles 0 2 16 223 2 16 189 949


Statistics updated 2026-10-11