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GMM ESTIMATION AND UNIFORM SUB...
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Andrews, Donald W.K.
178
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108
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11
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
12
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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13
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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14
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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15
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
Saved in:
16
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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17
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
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18
Maximum likelihood estimation and uniform inference with sporadic indentification failure
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10009719636
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19
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2014
Persistent link: https://www.econbiz.de/10010238424
Saved in:
20
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
Saved in:
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