Xu Han : Citation Profile

Are you Xu Han?

City University

7

H index

4

i10 index

139

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 12
   Journals where Xu Han has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 4 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha807
   Updated: 2024-01-16    RAS profile: 2022-05-26    
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Relations with other researchers

Works with:

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 (8)

Perron, Pierre (7)

Baltagi, Badi (5)

Hartigan, Luke (5)

Kao, Chihwa (5)

de Paula, Aureo (4)

Barigozzi, Matteo (4)

Rasul, Imran (4)

Hallin, Marc (4)

Su, Liangjun (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)

Eickmeier, Sandra (7)

Gambetti, Luca (7)

Boivin, Jean (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 (2024 and 2023)

YearTitle of citing document
2023Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

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2023Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2023.

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2023.

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2023.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2023Identifying network ties from panel data: theory and an application to tax competition. (2023). Rasul, Imran ; de Paula, Aureo ; Cl, Pedro. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/23.

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2023A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders. (2023). Lu, Pengguang. In: Economics Discussion Paper Series. RePEc:man:sespap:2307.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2023). Wang, FA ; Urga, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:117012.

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2023Detecting Changes in Correlation Networks with Application to Functional Connectivity of fMRI Data. (2023). Jeong, Seok-Oh ; Lindquist, Kristen A ; Leinwand, Benjamin ; Baek, Changryong ; Pipiras, Vladas ; Gates, Katheleen M ; Hopfinger, Joseph. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:2:d:10.1007_s11336-023-09908-7.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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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]		paper2
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article55
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		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: 55		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]		article3
2020Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
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]		article7
2017Determining the number of factors with potentially strong within-block correlations in error terms In: Econometric Reviews.
[Full Text][Citation analysis]		article1
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]		article21
2021Shrinkage Estimation of Factor Models With Global and Group-Specific Factors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article7

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