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GMM estimation and uniform subvector inference with possible identification failure
Cheng, Xu
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2011
Persistent link: https://www.econbiz.de/10009376993
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Semiparametric cointegrating rank selection
Cheng, Xu
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Phillips, Peter C. B.
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2008
Persistent link: https://www.econbiz.de/10003767412
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu
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Phillips, Peter C. B.
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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.
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Cheng, Xu
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2010
Persistent link: https://www.econbiz.de/10008668813
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.
;
Cheng, Xu
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2011
Persistent link: https://www.econbiz.de/10009354607
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6
Generic results for establishing the asymptotic size of con dence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
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2011
Persistent link: https://www.econbiz.de/10009236503
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