Xu Cheng : Citation Profile


Are you Xu Cheng?

University of Pennsylvania

8

H index

7

i10 index

195

Citations

RESEARCH PRODUCTION:

5

Articles

16

Papers

RESEARCH ACTIVITY:

   6 years (2008 - 2014). See details.
   Cites by year: 32
   Journals where Xu Cheng has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 10 (4.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch634
   Updated: 2019-04-20    RAS profile: 2014-10-13    
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Relations with other researchers


Works with:

Liao, Zhipeng (3)

Andrews, Donald (3)

Schorfheide, Frank (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xu Cheng.

Is cited by:

Marcellino, Massimiliano (8)

Liao, Zhipeng (8)

Chen, Xiaohong (8)

Ponomareva, Maria (7)

Shi, Ruoyao (7)

Phillips, Peter (6)

Caner, Mehmet (6)

Banerjee, Anindya (5)

Masten, Igor (5)

Yang, Jui-Chung (5)

Andrews, Donald (5)

Cites to:

Andrews, Donald (27)

Phillips, Peter (25)

Guggenberger, Patrik (10)

Watson, Mark (10)

Leeb, Hannes (10)

Bai, Jushan (10)

Pötscher, Benedikt (9)

Hansen, Bruce (8)

Reichlin, Lucrezia (7)

Moreira, Marcelo (7)

Ng, Serena (7)

Main data


Where Xu Cheng has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University9

Recent works citing Xu Cheng (2018 and 2017)


YearTitle of citing document
2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Papers. RePEc:arx:papers:1806.00666.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

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2018Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017A Bayesian information criterion for singular models. (2017). Drton, Mathias ; Plummer, Martyn . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:323-380.

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2018What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions. (2018). Le Gallo, Julie ; Kostov, Philip ; LeGallo, Julie . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:501-527.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2017Identification-Robust Subvector Inference. (2017). , Donald. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3005.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-5.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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2017Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35.

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2017Many IVs estimation of dynamic panel regression models with measurement error. (2017). Zhou, Qiankun ; Moon, Hyungsik Roger ; Lee, Nayoung . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:251-259.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Testing for jumps and jump intensity path dependence. (2018). Corradi, Valentina ; Swanson, Norman R ; Silvapulle, Mervyn J. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:248-267.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2018Subvector inference when the true parameter vector may be near or at the boundary. (2018). Ketz, Philipp. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:285-306.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2017Risk evaluations with robust approximate factor models. (2017). Chou, Ray Yeutien ; Yen, Yu-Min . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:244-264.

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2017Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle. (2017). Alsaedi, Ahmed ; Ding, Feng ; Chen, Feiyan ; Hayat, Tasawar. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:132:y:2017:i:c:p:53-67.

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2017Estimating Loss Given Default from CDS under Weak Identification. (2017). Liu, Lily. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa17-1.

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2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence. (2019). Swanson, Norman ; Cheng, Mingmian. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:13-:d:213518.

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2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

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2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

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2017Non-asymptotic inference in instrumental variables estimation. (2017). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:46/17.

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2017A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon. In: 2017 Papers. RePEc:jmp:jm2017:pfr361.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2018). Bertsche, Dominik ; Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1808.

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2018Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. (2018). Racine, Jeffrey ; Zheng, LI ; Li, QI. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-10.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine. In: Working Papers. RePEc:qed:wpaper:1391.

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2018Testing Identification Strength. (2018). Antoine, Bertille ; Renault, Eric. In: Discussion Papers. RePEc:sfu:sfudps:dp18-07.

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2018Weak identification in probit models with endogenous covariates. (2018). Dufour, Jean-Marie ; Wilde, Joachim . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:4:d:10.1007_s10182-018-0325-8.

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2018Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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2017Is There a Jump in the Transition?. (2017). Kim, Young-Joo ; Seo, Myung Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:241-249.

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2017Gaming the Boston School Choice Mechanism in Beijing. (2017). HE, Yinghua. In: TSE Working Papers. RePEc:tse:wpaper:28970.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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Works by Xu Cheng:


YearTitleTypeCited
2014GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory.
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article7
2011GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 7
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2013GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 7
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2008Semiparametric Cointegrating Rank Selection In: Cowles Foundation Discussion Papers.
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paper16
2009Semiparametric cointegrating rank selection.(2009) In: Econometrics Journal.
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This paper has another version. Agregated cites: 16
article
2009Cointegrating Rank Selection in Models with Time-Varying Variance In: Cowles Foundation Discussion Papers.
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paper9
2012Cointegrating rank selection in models with time-varying variance.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 9
article
2010Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers.
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paper48
2011Estimation and Inference with Weak, Semi-strong, and Strong Identification.(2011) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 48
paper
2012Estimation and Inference With Weak, Semi‐Strong, and Strong Identification.(2012) In: Econometrica.
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2011Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers.
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paper20
2011Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers.
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paper12
2012Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure.(2012) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 12
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2013Maximum likelihood estimation and uniform inference with sporadic identification failure.(2013) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 12
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2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
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paper29
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments In: PIER Working Paper Archive.
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2012Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach In: PIER Working Paper Archive.
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paper31
2013Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version In: PIER Working Paper Archive.
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paper3
2013Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version In: PIER Working Paper Archive.
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paper12
2014Uniform Inference in Nonlinear Models with Mixed Identification Strength In: PIER Working Paper Archive.
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