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 3 8 17 111
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 1 3 6 23
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 2 4 17 105
Tests for Parameter Instability in Dynamic Factor Models 2 2 4 9 4 4 12 39
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 2 3 10 136
Total Working Papers 2 2 4 134 12 22 62 414


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 1 2 5 5 11 25 61
Ambiguity aversion and rational herd behaviour 1 1 1 58 5 5 33 241
An upper bound for functions of estimators in high dimensions 0 0 0 3 1 1 3 17
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 5 5 10 28
Estimation and inference of change points in high-dimensional factor models 0 0 1 17 3 5 37 94
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 0 1 5 58
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 1 1 9 2 8 18 69
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 0 13 0 0 5 41
Structural Changes in High Dimensional Factor Models 0 0 2 57 1 2 18 143
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 2 2 3 25 5 6 15 94
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 4 6 13 70
Total Journal Articles 3 5 10 216 31 50 182 916


Statistics updated 2026-05-06