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 6 97
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 1 3 3 20
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 1 2 5 91
Tests for Parameter Instability in Dynamic Factor Models 0 1 1 6 1 3 3 30
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 3 3 3 129
Total Working Papers 0 1 1 131 6 11 20 367


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 4 5 8 43
Ambiguity aversion and rational herd behaviour 0 0 0 57 2 3 3 211
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 0 1 2 20
Estimation and inference of change points in high-dimensional factor models 0 1 2 17 1 12 20 73
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 0 2 2 55
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 1 3 6 57
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 0 13 0 0 3 38
Structural Changes in High Dimensional Factor Models 1 1 3 56 2 5 11 132
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 1 3 23 2 5 10 86
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 0 2 59
Total Journal Articles 1 4 9 210 12 36 68 789


Statistics updated 2025-12-06