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 2 2 3 257
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 3 6 124
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 4 9 14 258
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 7 12 14 207
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 5 6 9 123
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 5 6 8 101
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 4 11 13 186
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 15 18 22 194
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 4 7 7 78
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 13 16 18 134
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 3 4 7 170
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 5 8 70
Semiparametric Cointegrating Rank Selection 0 0 0 109 6 9 12 311
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 7 10 14 125
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 5 8 13 118
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 2 3 6 72
Total Working Papers 0 0 6 830 85 129 174 2,528


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 2 3 7 63
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 4 5 8 234
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 5 5 7 65
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 5 8 11 247
Total Journal Articles 0 0 0 115 16 22 41 757


Statistics updated 2026-02-12