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 98 2 2 5 247
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 19 0 1 6 101
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 77 1 2 11 222
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 1 142 0 1 8 174
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 0 16 0 0 2 106
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 10 0 0 10 83
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 49 0 0 7 160
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 2 68 0 0 8 158
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 1 1 4 62
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 0 1 8 110
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 1 1 69 4 7 11 154
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 6 0 0 2 49
Semiparametric Cointegrating Rank Selection 0 0 0 107 0 0 2 284
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 1 43 1 2 6 94
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 25 0 0 5 91
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 1 1 3 62
Total Working Papers 0 1 7 803 10 18 98 2,157


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 7 0 0 2 51
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 34 2 7 21 192
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 1 1 3 11 1 3 8 52
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 25 1 2 7 121
Semiparametric cointegrating rank selection 0 0 2 26 0 2 13 218
Total Journal Articles 1 1 7 103 4 14 51 634


Statistics updated 2021-01-03