Dr. HAN Xu (韓旭)

Research Output

  1. 2021
  2. Online published

    INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY

    CHENG, X., HAN, X. & INOUE, A., 11 Jan 2021, (Online published) In: Econometric Theory. 32 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Published

    Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

    Han, X., Jan 2021, In: Journal of Business and Economic Statistics. 39, 1, p. 1-17

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  4. Published

    An upper bound for functions of estimators in high dimensions

    Caner, M. & Han, X., 2021, In: Econometric Reviews. 40, 1, p. 1-13

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  5. 2020
  6. Published

    Estimation and inference of change points in high-dimensional factor models

    Bai, J., Han, X. & Shi, Y., Nov 2020, In: Journal of Econometrics. 219, 1, p. 66-100

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  7. 2019
  8. Presented

    Instrumental Variable Estimation of Structural VAR Models Robust to Possible Non-Stationarity

    HAN, X., INOUE, A. & Cheng, X., 15 Aug 2019, (Presented) p. 1-35. 35 p.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)33_Other conference paperpeer-review

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  9. 2018
  10. Published

    Estimation and inference of dynamic structural factor models with over-identifying restrictions

    Han, X., Feb 2018, In: Journal of Econometrics. 202, 2, p. 125-147

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  11. Published

    Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

    CANER, M., HAN, X. & LEE, Y., Jan 2018, In: Journal of Business and Economic Statistics. 36, 1, p. 24-46

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  12. 2017
  13. Published

    Determining the number of factors with potentially strong within-block correlations in error terms

    Han, X. & Caner, M., Oct 2017, In: Econometric Reviews. 36, 6-9, p. 946-969

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  14. Published

    Estimation and Inference of Structural Changes in High Dimensional Factor Models

    HAN, X., BAI, J. & Shi, Y., 22 Jun 2017.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  15. Published

    Estimation and Inference of Dynamic Structural Factor Models with Over-identifying Restrictions

    HAN, X., 4 Jun 2017.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)31A_Invited conference paper (refereed items)Yespeer-review

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  16. 2016
  17. Published

    Shrinkage Estimation of Factor Models with Global and Group-Specific Factors

    HAN, X., 28 Jun 2016.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  18. Published

    Estimation and Inference in Over-identified Structural Factor-Augmented VAR Models

    HAN, X., 15 Jun 2016.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  19. Published

    Structural Changes in High Dimensional Factor Models

    Bai, J. & Han, X., Mar 2016, In: Frontiers of Economics in China. 11, 1, p. 9-39

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  20. 2015
  21. Published

    Tests for parameter instability in dynamic factor models

    Han, X. & Inoue, A., Oct 2015, In: Econometric Theory. 31, 5, p. 1117-1152

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 40
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  22. Published

    Tests for overidentifying restrictions in Factor-Augmented VAR models

    Han, X., Feb 2015, In: Journal of Econometrics. 184, 2, p. 394-419

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 7
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  23. 2014
  24. Published

    Selecting the Correct Number of Factors in Approximate FactorModels: The Large Panel Case with Group Bridge Estimator

    CANER, M. & HAN, X., 28 Jul 2014, In: Journal of Business and Economic Statistics. 32, 3, p. 359 - 374

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  25. Published

    Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators

    Caner, M. & Han, X., Jul 2014, In: Journal of Business and Economic Statistics. 32, 3, p. 359-374

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 25
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  26. Published

    Adaptive Elastic-Net GMM Estimator with Many Invalid Moment Conditions: A Simultaneous Model and Moment Selection

    Caner, M., HAN, X. & Lee, Y., 25 Jun 2014.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

    Check@CityULib
  27. Published

    Tests for Overidentifying Restrictions in Factor-Augmented VAR Models

    HAN, X., 21 May 2014.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

    Check@CityULib
  28. 2013
  29. Published

    Tests for parameter instability in dynamic factor models

    HAN, X. & INOUE, A., 2 Aug 2013.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

    Check@CityULib
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