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 0 15 112
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 0 6 23
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 0 0 16 105
Tests for Parameter Instability in Dynamic Factor Models 0 0 4 9 0 0 13 40
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 1 1 11 137
Total Working Papers 0 0 4 134 1 1 61 417


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 2 5 1 1 26 64
Ambiguity aversion and rational herd behaviour 0 0 1 58 0 0 34 242
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 3 18
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 1 11 30
Estimation and inference of change points in high-dimensional factor models 0 2 4 20 0 3 38 99
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 1 3 8 61
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 1 9 1 2 17 71
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 1 1 14 1 2 6 44
Structural Changes in High Dimensional Factor Models 0 3 5 60 1 5 24 151
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 3 25 1 1 15 96
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 1 12 71
Total Journal Articles 0 6 17 223 6 20 194 947


Statistics updated 2026-09-10