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 1 92
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 0 0 17
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 48 2 2 14 88
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 1 27
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 1 126
Total Working Papers 0 0 1 130 3 3 17 350


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 1 3 0 1 2 36
Ambiguity aversion and rational herd behaviour 0 0 0 57 0 0 0 208
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 0 2 14
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 0 0 18
Estimation and inference of change points in high-dimensional factor models 0 1 1 16 1 3 11 56
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 1 9 0 0 3 53
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 0 0 1 51
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 3 13 0 0 5 35
Structural Changes in High Dimensional Factor Models 1 1 2 54 2 2 4 123
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 2 2 4 22 2 3 6 79
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 0 1 57
Total Journal Articles 3 4 12 205 5 9 35 730


Statistics updated 2025-03-03