Prof. HAN Xu (韓旭)

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Research Output

  1. 2024
  2. Online published

    Reprint of: The likelihood ratio test for structural changes in factor models

    Bai, J., Duan, J. & Han, X., 9 May 2024, (Online published) In: Journal of Econometrics. 105745.

    Research output: Journal Publications and Reviews › Reprint in journal › peer-review

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  3. Published

    The likelihood ratio test for structural changes in factor models

    Bai, J., Duan, J. & Han, X., Jan 2024, In: Journal of Econometrics. 238, 2, 105631.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  4. 2023
  5. Published

    Quasi-maximum likelihood estimation of break point in high-dimensional factor models

    Duan, J., Bai, J. & Han, X., Mar 2023, In: Journal of Econometrics. 233, 1, p. 209-236

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 8
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  6. 2022
  7. Published

    Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity

    CHENG, X., HAN, X. & INOUE, A., Oct 2022, In: Econometric Theory. 38, 5, p. 845-874

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  8. Presented

    Likelihood Ratio Test for Structural Changes in Factor Models

    Bai, J., Duan, J. & Han, X., 23 Sept 2022, (Presented).

    Research output: Conference Papers › RGC 33 - Other conference paper › peer-review

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  9. Published

    Path-dependent Preferences and Polarized Public Response to Pandemic

    Hu, A., Han, X. & Liu, J., Aug 2022.

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

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  10. 2021
  11. 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 - Publication in refereed journal › peer-review

    Scopus citations: 7
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  12. 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 - Publication in refereed journal › peer-review

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  13. 2020
  14. 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 - Publication in refereed journal › peer-review

    Scopus citations: 21
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  15. 2019
  16. 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 33 - Other conference paper › peer-review

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  17. 2018
  18. 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 - Publication in refereed journal › peer-review

    Scopus citations: 3
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  19. 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 - Publication in refereed journal › peer-review

    Scopus citations: 13
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  20. 2017
  21. 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 - Publication in refereed journal › peer-review

    Scopus citations: 2
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  22. 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 32 - Refereed conference paper (without host publication) › peer-review

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  23. Published

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

    HAN, X., 4 Jun 2017.

    Research output: Conference Papers › RGC 31A - Invited conference paper (refereed items) › Yes › peer-review

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  24. 2016
  25. Published

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

    HAN, X., 28 Jun 2016.

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

    Check@CityULib
  26. Published

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

    HAN, X., 15 Jun 2016.

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

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  27. 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 - Publication in refereed journal › peer-review

    Scopus citations: 5
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  28. 2015
  29. 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 - Publication in refereed journal › peer-review

    Scopus citations: 60
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  30. 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 - Publication in refereed journal › peer-review

    Scopus citations: 6
    Check@CityULib
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