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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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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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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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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
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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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GMM estimation and uniform subvector inference with possible identification failure
Andrews, Donald W. K.; Cheng, Xu - In: Econometric theory 30 (2014) 2, pp. 287-333
Persistent link: https://www.econbiz.de/10010399765
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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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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