| Estimation and Inference With Weak, Semi‐Strong, and Strong Identification DWK Andrews, X Cheng Econometrica 80 (5), 2153-2211, 2012 | 249 | 2012 |
| Shrinkage estimation of high-dimensional factor models with structural instabilities X Cheng, Z Liao, F Schorfheide The Review of Economic Studies 83 (4), 1511-1543, 2016 | 159 | 2016 |
| Forecasting with factor-augmented regression: A frequentist model averaging approach X Cheng, BE Hansen Journal of Econometrics 186 (2), 280-293, 2015 | 150 | 2015 |
| Select the valid and relevant moments: An information-based LASSO for GMM with many moments X Cheng, Z Liao Journal of Econometrics 186 (2), 443-464, 2015 | 108* | 2015 |
| Maximum likelihood estimation and uniform inference with sporadic identification failure DWK Andrews, X Cheng Journal of Econometrics 173 (1), 36-56, 2013 | 63 | 2013 |
| Generic results for establishing the asymptotic size of confidence sets and tests DWK Andrews, X Cheng, P Guggenberger Cowles Foundation Discussion Paper, 2011 | 62 | 2011 |
| Robust inference in nonlinear models with mixed identification strength X Cheng Journal of Econometrics 189 (1), 207-228, 2015 | 60* | 2015 |
| GMM estimation and uniform subvector inference with possible identification failure DWK Andrews, X Cheng Econometric Theory 30 (2), 287-333, 2014 | 53 | 2014 |
| Generic results for establishing the asymptotic size of confidence sets and tests DWK Andrews, X Cheng, P Guggenberger Journal of Econometrics 218 (2), 496-531, 2020 | 52 | 2020 |
| Semiparametric cointegrating rank selection X Cheng, PCB Phillips The Econometrics Journal 12, S83-S104, 2009 | 50 | 2009 |
| On uniform asymptotic risk of averaging GMM estimators X Cheng, Z Liao, R Shi Quantitative Economics 10 (3), 931-979, 2019 | 32 | 2019 |
| Cointegrating rank selection in models with time-varying variance X Cheng, PCB Phillips Journal of Econometrics, 2012 | 30 | 2012 |
| Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models X Cheng, WW Dou, Z Liao Econometrica 90 (2), 685-713, 2022 | 26 | 2022 |
| Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation X Cheng, F Schorfheide, P Shao Penn Institute for Economic Research, Department of Economics, University of …, 2023 | 25* | 2023 |
| Uniform asymptotic risk of averaging GMM estimator robust to misspecification X Cheng, Z Liao, R Shi unpublished manuscript, University of Pennsylvania and UCLA, 2015 | 6 | 2015 |
| Instrumental Variable Estimation of Structural VAR Models Robust to Possible Nonstationarity X Cheng, X Han, A Inoue Econometric Theory 38 (5), 845-874, 2022 | 5 | 2022 |
| Identifying Volatility Risk Price Through Leverage Effect X Cheng, E Renault, P Sangrey | 1 | 2023 |
| How to Weight in Moments Matching: A New Approach and Applications to Earnings Dynamics X Cheng, A Sánchez-Becerra, AJ Shephard Available at SSRN 4495554, 2023 | | 2023 |
| Comment on ‘In-sample Inference and Forecasting in Misspecified Factor Models’ X Cheng, BE Hansen Journal of Business and Economic Statistics 34 (3), 345-347, 2016 | | 2016 |
| Online Supplementary Material for Identifying the Volatility Risk Price Through the Leverage E ect X Cheng, E Renault, P Sangrey | | |
Zhipeng LiaoProfessor, Department of Economics, UCLA在 econ.ucla.edu 的电子邮件经过验证
