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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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Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
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3
Sieve M inference on irregular parameters
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10010497140
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4
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
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5
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
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6
Estimation and inference of semiparametric models using data from several sources
Buchinsky, Moshe
;
Li, Fanghua
;
Liao, Zhipeng
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 80-103
Persistent link: https://www.econbiz.de/10013440517
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7
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C.B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-166
Persistent link: https://www.econbiz.de/10009987054
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8
Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W.K.
;
Cheng, Xu
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10010069894
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9
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
Saved in:
10
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
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