Follow
Xu Han
Xu Han
Verified email at cityu.edu.hk
Title
Cited by
Cited by
Year
Tests for parameter instability in dynamic factor models
X Han, A Inoue
Econometric Theory 31 (5), 1117-1152, 2015
1322015
Selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators
M Caner, X Han
Journal of Business & Economic Statistics 32 (3), 359-374, 2014
582014
Adaptive elastic net GMM estimation with many invalid moment conditions: Simultaneous model and moment selection
M Caner, X Han, Y Lee
Journal of Business & Economic Statistics 36 (1), 24-46, 2018
462018
Estimation and inference of change points in high-dimensional factor models
J Bai, X Han, Y Shi
Journal of Econometrics 219 (1), 66-100, 2020
452020
Shrinkage estimation of factor models with global and group-specific factors
X Han
Journal of Business & Economic Statistics 39 (1), 1-17, 2021
282021
Ambiguity aversion and rational herd behaviour
Z Dong, Q Gu, X Han
Applied financial economics 20 (4), 331-343, 2010
232010
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
J Duan, J Bai, X Han
Journal of Econometrics 233 (1), 209-236, 2023
142023
Determining the number of factors with potentially strong within-block correlations in error terms
X Han, M Caner
Econometric Reviews, 1-24, 2017
13*2017
Structural changes in high dimensional factor models
J Bai, X Han
Frontiers of Economics in China 11 (1), 9, 2016
102016
Tests for overidentifying restrictions in Factor-Augmented VAR models
X Han
Journal of Econometrics 184 (2), 394-419, 2015
92015
The likelihood ratio test for structural changes in factor models
J Bai, J Duan, X Han
Journal of Econometrics 238 (2), 105631, 2024
72024
Estimation and inference of dynamic structural factor models with over-identifying restrictions
X Han
Journal of Econometrics 202 (2), 125-147, 2018
72018
Selecting the correct number of factors in approximate factor models: The large panel case with bridge estimators
M Caner, X Han
Mimeo. North Carolina State University, Raleigh, NC, 2011
62011
Instrumental Variable Estimation of Structural VAR Models Robust to Possible Nonstationarity
X Cheng, X Han, A Inoue
Econometric Theory 38 (5), 845-874, 2022
42022
Adaptive elastic net GMM estimator with many invalid moment conditions: A simultaneous model and moment selection
M Caner, X Han, Y Lee
Manuscript, 2013
42013
Reprint of: The likelihood ratio test for structural changes in factor models
J Bai, J Duan, X Han
Journal of Econometrics, 105745, 2024
2024
Polarized Public Responses to a Pandemic: Theory and Evidence
A Hu, X Han, J Liu
Available at SSRN 4298792, 2022
2022
Path-dependent Preferences and Polarized Public Response to Pandemic
A Hu, X Han, J Liu
2022 Asian Meeting of the Econometric Society in East and South-East Asia, 2022
2022
Polarized Public Responses to a Pandemic: Theory and Evidence (preprint)
A Hu, X Han, J Liu
2022
An upper bound for functions of estimators in high dimensions
M Caner, X Han
Econometric Reviews 40 (1), 1-13, 2021
2021
The system can't perform the operation now. Try again later.
Articles 1–20