Prof. HAN Xu (韓旭)

Research Output

  1. 2014
  2. 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 & Economic Statistics . 32, 3, p. 359-374

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 34
    Check@CityULib
  3. 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 PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  4. Published

    Tests for Overidentifying Restrictions in Factor-Augmented VAR Models

    HAN, X., 21 May 2014.

    Research output: Conference PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  5. 2013
  6. Published

    Tests for parameter instability in dynamic factor models

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

    Research output: Conference PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  7. Published

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

    CANER, M. & HAN, X., 13 Jun 2013.

    Research output: Conference PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  8. Published

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

    CANER, M. & HAN, X., 3 May 2013.

    Research output: Conference PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  9. 2012
  10. Published
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  11. 2010
  12. Ambiguity aversion and rational herd behaviour

    Dong, Z., Gu, Q. & Han, X., Feb 2010, In: Applied Financial Economics. 20, 4, p. 331-343

    Research output: Journal Publications and ReviewsRGC 62 - Review of books or of software (or similar publications/items)peer-review

    Scopus citations: 9
    Check@CityULib
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