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 2 2 8 99
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 3 3 20
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 2 4 7 93
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 2 5 5 131
Tests for Parameter Instability in Dynamic Factor Models 0 0 1 6 2 4 5 32
Total Working Papers 0 0 1 131 8 18 28 375


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 1 4 1 6 9 44
Ambiguity aversion and rational herd behaviour 0 0 0 57 20 23 23 231
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 0 1 15
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 1 1 3 21
Estimation and inference of change points in high-dimensional factor models 0 0 1 17 7 15 25 80
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 1 2 3 56
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 0 3 6 57
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 0 13 1 1 4 39
Structural Changes in High Dimensional Factor Models 0 1 3 56 3 7 14 135
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 1 3 23 1 6 10 87
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 3 3 5 62
Total Journal Articles 0 3 8 210 38 67 103 827


Statistics updated 2026-01-09