| Tests for parameter instability in dynamic factor models X Han, A Inoue Econometric Theory 31 (5), 1117-1152, 2015 | 131 | 2015 |
| Selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators M Caner, X Han Journal of Business & Economic Statistics 32 (3), 359-374, 2014 | 57 | 2014 |
| Estimation and inference of change points in high-dimensional factor models J Bai, X Han, Y Shi Journal of Econometrics 219 (1), 66-100, 2020 | 47 | 2020 |
| Adaptive elastic net GMM estimation with many invalid moment conditions: Simultaneous model and moment selection M Caner, X Han, Y Lee Journal of Business & Economic Statistics 36 (1), 24-46, 2018 | 46 | 2018 |
| Shrinkage estimation of factor models with global and group-specific factors X Han Journal of Business & Economic Statistics 39 (1), 1-17, 2021 | 28 | 2021 |
| Ambiguity aversion and rational herd behaviour Z Dong, Q Gu, X Han Applied financial economics 20 (4), 331-343, 2010 | 23 | 2010 |
| Quasi-maximum likelihood estimation of break point in high-dimensional factor models J Duan, J Bai, X Han Journal of Econometrics 233 (1), 209-236, 2023 | 15 | 2023 |
| Determining the number of factors with potentially strong within-block correlations in error terms X Han, M Caner Econometric Reviews, 1-24, 2017 | 13* | 2017 |
| Structural changes in high dimensional factor models J Bai, X Han Frontiers of Economics in China 11 (1), 9, 2016 | 10 | 2016 |
| Tests for overidentifying restrictions in Factor-Augmented VAR models X Han Journal of Econometrics 184 (2), 394-419, 2015 | 10 | 2015 |
| The likelihood ratio test for structural changes in factor models J Bai, J Duan, X Han Journal of Econometrics 238 (2), 105631, 2024 | 8 | 2024 |
| Estimation and inference of dynamic structural factor models with over-identifying restrictions X Han Journal of Econometrics 202 (2), 125-147, 2018 | 8 | 2018 |
| Selecting the correct number of factors in approximate factor models: The large panel case with bridge estimators M Caner, X Han Mimeo. North Carolina State University, Raleigh, NC, 2011 | 6 | 2011 |
| 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 |
| Adaptive elastic net GMM estimator with many invalid moment conditions: A simultaneous model and moment selection M Caner, X Han, Y Lee Manuscript, 2013 | 4 | 2013 |
| Reprint of: The likelihood ratio test for structural changes in factor models J Bai, J Duan, X Han Journal of Econometrics, 105745, 2024 | | 2024 |
| Polarized Public Responses to a Pandemic: Theory and Evidence A Hu, X Han, J Liu Available at SSRN 4298792, 2022 | | 2022 |
| Path-dependent Preferences and Polarized Public Response to Pandemic A Hu, X Han, J Liu 2022 Asian Meeting of the Econometric Society in East and South-East Asia, 2022 | | 2022 |
| An upper bound for functions of estimators in high dimensions M Caner, X Han Econometric Reviews 40 (1), 1-13, 2021 | | 2021 |
| Estimation and Inference of Structural Changes in High Dimensional Factor Models HAN Xu, BAI Jushan, Y Shi 10th Annual Society for Financial Econometrics (SoFiE) Conference, 2017 | | 2017 |
Atsushi InoueVanderbilt University在 vanderbilt.edu 的电子邮件经过验证
Atsushi InoueVanderbilt University在 vanderbilt.edu 的电子邮件经过验证
Jushan BaiColumbia University在 columbia.edu 的电子邮件经过验证
Yoonseok LeeSyracuse University在 syr.edu 的电子邮件经过验证