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Do foreign investors crowd out sell-side analysts? : evidence from China
Cheng, Xu; Kong, Dongmin; Zheng, Xinwei; Tang, Qi - In: The financial review : the official publication of the … 57 (2022) 4, pp. 815-834
Persistent link: https://www.econbiz.de/10013466820
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GMM estimation and uniform subvector inference with possible identification failure
Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009376993
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Estimation and inference with weak, semi-strong, and strong identification
Andrews, Donald W. K.; Cheng, Xu - 2010
Persistent link: https://www.econbiz.de/10008668813
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010345047
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
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Macro-finance decoupling : robust evaluations of macro asset pricing Models
Cheng, Xu; Dou, Winston Wei; Liao, Zhipeng - 2020
Persistent link: https://www.econbiz.de/10012299129
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On uniform asymptotic risk of averaging GMM estimators
Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 931-979
This paper studies the averaging GMM estimator that combines a conservative GMM estimator based on valid moment conditions and an aggressive GMM estimator based on both valid and possibly misspecified moment conditions, where the weight is the sample analog of an infeasible optimal weight. We...
Persistent link: https://www.econbiz.de/10012049321
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Identifying the volatility risk price through the leverage effect
Cheng, Xu; Renault, Eric; Sangrey, Paul - 2024 - This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927