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 0 2 254
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 1 2 81 1 3 6 243
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 0 1 2 117
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 0 1 192
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 0 16 1 1 1 114
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 0 4 92
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 1 1 5 171
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 1 71 1 1 4 169
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 5 0 0 2 69
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 0 1 2 114
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 0 0 163
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 6 0 1 1 61
Semiparametric Cointegrating Rank Selection 1 1 1 109 1 1 2 299
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 0 2 111
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 27 0 0 2 103
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 0 0 2 66
Total Working Papers 1 2 4 822 5 10 38 2,338


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 0 1 55
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 1 1 38 1 2 6 223
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 0 1 56
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 2 29 0 0 8 137
Semiparametric cointegrating rank selection 0 0 0 29 0 0 1 233
Total Journal Articles 0 1 3 115 1 2 17 704


Statistics updated 2024-06-06