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 5 8 262
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 3 9 16 134
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 82 2 6 19 265
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 5 19 213
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 1 1 1 19 1 4 11 127
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 1 3 14 189
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 1 2 12 105
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 1 6 32 205
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 41 2 6 25 143
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 0 6 13 84
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 1 8 171
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 0 6 13 76
Semiparametric Cointegrating Rank Selection 0 0 0 109 0 0 12 312
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 1 5 19 130
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 1 2 16 123
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 0 2 13 80
Total Working Papers 1 1 1 831 14 68 250 2,619


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 3 8 66
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 0 2 12 239
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 3 10 69
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 3 10 151
Semiparametric cointegrating rank selection 0 0 0 29 0 1 12 248
Total Journal Articles 0 0 0 115 0 12 52 773


Statistics updated 2026-06-04