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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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On projections of consumption levels for animal products in China by 1990's
Cheng, Xu - 1988
Persistent link: https://www.econbiz.de/10000778985
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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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Semiparametric cointegrating rank selection
Cheng, Xu; Phillips, Peter C. B. - In: The econometrics journal 12 (2009), pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
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Select the valid and relevant moments : an information-based LASSO for GMM with many moments
Cheng, Xu; Liao, Zhipeng - In: Journal of econometrics 186 (2015) 2, pp. 443-464
Persistent link: https://www.econbiz.de/10011349446
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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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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Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.; Cheng, Xu - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466