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 2 3 257
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 1 6 14 259
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 3 7 125
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 12 15 208
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 18 0 6 8 123
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 2 8 10 103
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 7 13 186
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 5 21 26 199
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 3 17 21 137
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 0 6 7 78
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 3 7 170
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 0 3 8 70
Semiparametric Cointegrating Rank Selection 0 0 0 109 1 10 13 312
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 8 14 125
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 3 11 15 121
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 6 8 11 78
Total Working Papers 0 0 5 830 23 131 192 2,551


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 0 2 5 63
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 3 7 11 237
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 1 6 8 66
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 1 8 148
Semiparametric cointegrating rank selection 0 0 0 29 0 5 11 247
Total Journal Articles 0 0 0 115 4 21 43 761


Statistics updated 2026-03-04