Prof. HAN Xu (韓旭)
Research Output
- 2014
- 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. 359-374Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 34 - 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 32 - Refereed conference paper (without host publication) › peer-review
- Published
Tests for Overidentifying Restrictions in Factor-Augmented VAR Models
HAN, X., 21 May 2014.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 2013
- Published
Tests for parameter instability in dynamic factor models
HAN, X. & INOUE, A., 2 Aug 2013.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 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 Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 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 Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 2012
- Published
Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):
CANER, M., HAN, X. & LEE, Y., 28 Sept 2012.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 2010
Ambiguity aversion and rational herd behaviour
Dong, Z., Gu, Q. & Han, X., Feb 2010, In: Applied Financial Economics. 20, 4, p. 331-343Research output: Journal Publications and Reviews › RGC 62 - Review of books or of software (or similar publications/items) › peer-review
Scopus citations: 9