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Cointegrating rank selection in models with time-varying variance

Cheng, Xu; Phillips, Peter C. B. - In: Journal of econometrics 169 (2012) 2, pp. 155-165

Persistent link: https://www.econbiz.de/10009671329

Uniform inference in nonlinear models with mixed identification strength

Cheng, Xu - 2014

Persistent link: https://www.econbiz.de/10010390339

Cultural specificity of sustainable agriculture : a comparison of China and West Europe

Bruckmeier, Karl - In: Zemědělská ekonomika : vědecký časopis 41 (1995) 10, pp. 445-455

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Sustainable agricultural development in China

Cheng, Xu - In: World development : the multi-disciplinary … 20 (1992) 8, pp. 1127-1144

Persistent link: https://www.econbiz.de/10001130994

Effects of urbanization on trust : evidence from an experiment in the field

Xu, Cheng - In: Journal of economic psychology : research in economic … 87 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013256893

Macro-finance decoupling : robust evaluations of macro asset pricing models

Cheng, Xu; Dou, Winston Wei; Liao, Zhipeng - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 2, pp. 685-713

Persistent link: https://www.econbiz.de/10013190093

Forecasting with factor-augmented regression : a frequentist model averaging approach

Cheng, Xu; Hansen, Bruce E. - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009741547

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

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

On uniform asymptotic risk of averaging GMM estimators

Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 931-979

This paper studies the averaging GMM estimator that combines a conservative GMM estimator based on valid moment conditions and an aggressive GMM estimator based on both valid and possibly misspecified moment conditions, where the weight is the sample analog of an infeasible optimal weight. We...

Persistent link: https://www.econbiz.de/10012049321