Access Statistics for Xu Han

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
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 0 3 6 97
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 0 0 17
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 0 1 6 89
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 0 126
Tests for Parameter Instability in Dynamic Factor Models 1 1 1 6 1 1 1 28
Total Working Papers 1 1 1 131 1 5 13 357


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 3 0 1 3 38
Ambiguity aversion and rational herd behaviour 0 0 0 57 0 0 0 208
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 1 15
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 1 2 2 20
Estimation and inference of change points in high-dimensional factor models 1 1 2 17 4 7 17 65
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 1 1 2 54
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 0 3 4 54
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 1 13 0 0 5 38
Structural Changes in High Dimensional Factor Models 0 0 2 55 1 1 7 128
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 22 0 1 5 81
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 1 3 59
Total Journal Articles 1 1 7 207 7 18 49 760


Statistics updated 2025-10-06