Xu Han

Xu Han

City University of Hong Kong - Coimbatore / Hong Kong
Economics & Econometrics / Economics
AD Scientific Index ID: 4583632
person_outline Xu Han's MOST POPULAR ARTICLES
1-) Tests for parameter instability in dynamic factor modelsX Han, A InoueEconometric Theory 31 (5), 1117-1152, 20151112015
2-) Selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimatorsM Caner, X HanJournal of Business & Economic Statistics 32 (3), 359-374, 2014522014
3-) Estimation and inference of change points in high-dimensional factor modelsJ Bai, X Han, Y ShiJournal of Econometrics 219 (1), 66-100, 2020472020
4-) Adaptive elastic net GMM estimation with many invalid moment conditions: Simultaneous model and moment selectionM Caner, X Han, Y LeeJournal of Business & Economic Statistics 36 (1), 24-46, 2018462018
5-) Shrinkage estimation of factor models with global and group-specific factorsX HanJournal of Business & Economic Statistics 39 (1), 1-17, 2021312021