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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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Select the valid and relevant moments : an information-based LASSO for GMM with many moments
Cheng, Xu; Liao, Zhipeng - 2013
Persistent link: https://www.econbiz.de/10010387435
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2013 - Rev., second version
Persistent link: https://www.econbiz.de/10010387436
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Uniform inference in nonlinear models with mixed identification strength
Cheng, Xu - 2014
Persistent link: https://www.econbiz.de/10010390339
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009741547
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Select the valid and relevant moments : a one-step procedure for GMM with many moments
Cheng, Xu; Liao, Zhipeng - 2012
Persistent link: https://www.econbiz.de/10009741549
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Uniform asymptotic risk of averaging GMM estimator robust to misspecification
Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao - 2015 - Rev., second version
Persistent link: https://www.econbiz.de/10011326763
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Clustering for multi-dimensional heterogeneity with an application to production function estimation
Cheng, Xu; Schorfheide, Frank; Shao, Peng - 2023 - This version: September 19, 2023
Persistent link: https://www.econbiz.de/10014448423
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How to weight in moments matchings : a new approach and applications to earnings dynamics
Cheng, Xu; Sánchez-Becerra, Alejandro; Shephard, Andrew - 2023
Persistent link: https://www.econbiz.de/10014312966
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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