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 4 10 15 107
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 2 2 5 22
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 1 11 14 102
Tests for Parameter Instability in Dynamic Factor Models 0 1 2 7 0 5 8 35
Tests for Parameter Instability in Dynamic Factor Models 0 0 0 28 0 4 7 133
Total Working Papers 0 1 2 132 7 32 49 399


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 1 4 5 12 19 55
Ambiguity aversion and rational herd behaviour 0 0 0 57 0 25 28 236
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 2 16
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 3 5 23
Estimation and inference of change points in high-dimensional factor models 0 0 1 17 0 16 33 89
Estimation and inference of dynamic structural factor models with over-identifying restrictions 0 0 0 9 1 3 5 58
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 1 1 1 9 2 6 12 63
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors 0 0 0 13 0 3 6 41
Structural Changes in High Dimensional Factor Models 0 1 3 57 0 9 18 141
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS 0 0 1 23 0 2 9 88
Tests for overidentifying restrictions in Factor-Augmented VAR models 0 0 0 15 1 6 8 65
Total Journal Articles 1 2 7 212 9 86 145 875


Statistics updated 2026-03-04