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 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 1 1 7 89
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 5 0 0 0 27
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 0 0 126
Total Working Papers 0 0 0 130 3 4 13 356


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 1 2 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 1 1 1 15
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 1 1 19
Estimation and inference of change points in high-dimensional factor models 0 0 1 16 0 4 14 61
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 0 0 1 53
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 1 3 4 54
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 2 13 0 0 6 38
Structural Changes in High Dimensional Factor Models 0 0 2 55 0 1 6 127
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 2 22 1 1 5 81
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 0 2 3 59
Total Journal Articles 0 0 7 206 4 15 44 753


Statistics updated 2025-09-05