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Maximum likelihood estimation and uniform inference with sporadic identification failure

Andrews, Donald W.K.; Cheng, Xu - In: Journal of Econometrics 173 (2013) 1, pp. 36-56

This paper analyzes the properties of a class of estimators, tests, and confidence sets (CSs) when the parameters are not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample averages and are smooth functions of a parameter θ. This...

Persistent link: https://www.econbiz.de/10011052306

Shrinkage estimation of high-dimensional factor models with structural instabilities

Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014

Persistent link: https://www.econbiz.de/10010238424

Robust inference in nonlinear models with mixed identification strength

Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228

Persistent link: https://www.econbiz.de/10011502516

Effects of urbanization on trust : evidence from an experiment in the field

Xu, Cheng - In: Journal of economic psychology : research in economic … 87 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013256893

Macro-finance decoupling : robust evaluations of macro asset pricing models

Cheng, Xu; Dou, Winston Wei; Liao, Zhipeng - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 2, pp. 685-713

Persistent link: https://www.econbiz.de/10013190093

Generic results for establishing the asymptotic size of confidence sets and tests

Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531

Persistent link: https://www.econbiz.de/10012483169

Shrinkage estimation of high-dimensional factor models with structural instabilities

Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - In: The review of economic studies 83 (2016) 4, pp. 1511-1543

Persistent link: https://www.econbiz.de/10011656547

Analyst coverage, corporate social responsibility, and firm value : evidence from China

Hu, May; Xiong, Wanfang; Xu, Cheng - In: Global finance journal 50 (2021), pp. 1-21

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Consumer intention to purchase and corporate social responsibility : evidence from an experiment in an entrepreneurial context

Liu, Yun; Xu, Cheng - In: Journal of consumer behaviour 22 (2023) 4, pp. 905-911

Persistent link: https://www.econbiz.de/10014326274

Consumer privacy concerns in entrepreneurial contexts : evidence from an online experiment

Xu, Cheng; Sun, Yanqi; Wang, Jiawei; Yan, He; Xiong, Wanfang - In: Journal of consumer behaviour 22 (2023) 4, pp. 1016-1024

Persistent link: https://www.econbiz.de/10014326293