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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
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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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
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Robust inference in nonlinear models with mixed identification strength
Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228
Persistent link: https://www.econbiz.de/10011502516
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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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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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Hypothesis testing with a restricted parameter space
Andrews, Donald W. K. - In: Journal of econometrics 84 (1998) 1, pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
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Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
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Tests of specification for parametric and semiparametric models
Whang, Yoon-jae - In: Journal of econometrics 57 (1993) 1, pp. 277-318
Persistent link: https://www.econbiz.de/10001142521
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - In: Journal of econometrics 101 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10001545258