Narrow search
Showing 1 - 10 of 64
Cover Image
Estimation and inference with weak, semi-strong, and strong identification
Andrews, Donald W. K.; Cheng, Xu - 2010
Persistent link: https://www.econbiz.de/10008668813
Cover Image
Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
Cover Image
Generic results for establishing the asymptotic size of con dence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - 2011
Persistent link: https://www.econbiz.de/10009236503
Cover Image
GMM estimation and uniform subvector inference with possible identification failure
Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009376993
Cover Image
Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
Cover Image
Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
Cover Image
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
Cover Image
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010238424
Cover Image
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
Cover Image
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