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 1 1 8 263
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 82 0 2 19 267
Estimation and Inference with Weak, Semi-strong, and Strong Identification 1 1 1 21 4 4 19 138
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 1 19 214
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 19 0 1 11 128
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 0 14 189
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 0 12 105
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 2 3 33 208
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 41 1 1 26 144
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 0 0 13 84
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 0 7 171
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 1 2 13 78
Semiparametric Cointegrating Rank Selection 0 0 0 109 5 5 16 317
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 0 16 130
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 2 2 17 125
Uniform Inference in Nonlinear Models with Mixed Identification Strength 0 0 0 30 0 2 15 82
Total Working Papers 1 1 2 832 17 24 258 2,643


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 7 67
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 0 0 10 239
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 1 10 70
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 1 8 152
Semiparametric cointegrating rank selection 0 0 0 29 1 1 13 249
Total Journal Articles 0 0 0 115 2 4 48 777


Statistics updated 2026-09-10