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 1 255
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 4 5 10 253
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 3 5 122
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 1 3 196
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 0 0 3 117
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 2 3 95
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 4 4 8 179
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 2 3 7 178
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 6 1 1 3 72
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 2 2 5 120
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 3 4 167
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 2 5 67
Semiparametric Cointegrating Rank Selection 0 0 0 109 0 1 3 302
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 2 3 6 117
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 0 2 5 110
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 1 3 4 70
Total Working Papers 0 0 7 830 21 35 75 2,420


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 1 6 61
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 1 1 7 230
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 0 3 60
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 3 9 147
Semiparametric cointegrating rank selection 0 0 0 29 3 6 8 242
Total Journal Articles 0 0 0 115 5 11 33 740


Statistics updated 2025-12-06