Xu Han : Citation Profile

City University

7

H index

5

i10 index

182

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 16
   Journals where Xu Han has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (2.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha807
   Updated: 2025-12-20    RAS profile: 2022-05-26    
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Relations with other researchers

Works with:

Caner, Mehmet (2)

Bai, Jushan (2)

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

Is cited by:

Bai, Jushan (19)

Barigozzi, Matteo (11)

Perron, Pierre (7)

Su, Liangjun (6)

Hartigan, Luke (5)

Baltagi, Badi (5)

Kao, Chihwa (5)

de Paula, Aureo (4)

Hallin, Marc (4)

Rasul, Imran (4)

Scaillet, Olivier (4)

Cites to:

Bai, Jushan (32)

Watson, Mark (19)

Ng, Serena (14)

Forni, Mario (13)

Reichlin, Lucrezia (9)

Lippi, Marco (9)

Stock, James (8)

Hallin, Marc (7)

Gambetti, Luca (7)

Eickmeier, Sandra (7)

Sims, Christopher (6)

Main data

Where Xu Han has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics3
Journal of Econometrics3
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Xu Han (2025 and 2024)

YearTitle of citing document
2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2025Disentangling Structural Breaks in Factor Models for Macroeconomic Data. (2024). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2024). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2025How to select the number of factors in break point estimation of high-dimensional factor models?. (2025). Xiang, Jingjie. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003076.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Estimation and inference for high dimensional factor model with regime switching. (2024). Urga, Giovanni ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000988.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2025Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119.

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2024Ambiguity and informativeness of (non-)trading. (2024). Chu, Yinxiao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:148:y:2024:i:c:p:367-384.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202424.

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2024Identifying oil price shocks with global, developed, and emerging latent real economy activity factors. (2024). Djogbenou, Antoine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149.

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Works by Xu Han:

YearTitleTypeCited
2020An Upper Bound for Functions of Estimators in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2021An upper bound for functions of estimators in high dimensions.(2021) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models In: Papers.
[Full Text][Citation analysis]		paper7
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article68
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2015Tests for overidentifying restrictions in Factor-Augmented VAR models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2018Estimation and inference of dynamic structural factor models with over-identifying restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2020Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2016Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
[Full Text][Citation analysis]		article8
2015Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper21
2018Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection.(2018) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2010Ambiguity aversion and rational herd behaviour In: Applied Financial Economics.
[Full Text][Citation analysis]		article9
2017Determining the number of factors with potentially strong within-block correlations in error terms In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2014Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article25
2021Shrinkage Estimation of Factor Models With Global and Group-Specific Factors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15

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