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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Cheng, Xu"
~type_genre:"Working Paper"
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Cheng, Xu
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Discussion papers / Helsinki Center of Economic Research : discussion paper
Working papers / Penn Institute for Economic Research
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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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