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 4 5 8 262
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 3 5 18 263
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 6 7 13 131
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 5 18 212
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 0 18 2 3 10 126
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 2 2 15 188
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 1 3 11 104
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 4 10 31 204
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 3 7 24 141
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 5 6 13 84
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 1 8 171
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 4 6 13 76
Semiparametric Cointegrating Rank Selection 0 0 0 109 0 1 13 312
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 3 4 18 129
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 0 4 15 122
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 2 8 13 80
Total Working Papers 0 0 2 830 41 77 241 2,605


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 3 8 66
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 2 5 13 239
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 3 4 10 69
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 3 3 11 151
Semiparametric cointegrating rank selection 0 0 0 29 1 1 12 248
Total Journal Articles 0 0 0 115 10 16 54 773


Statistics updated 2026-05-06