Xu Han : Citation Profile

City University

7

H index

5

i10 index

159

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 14
   Journals where Xu Han has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 4 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha807
   Updated: 2025-03-22    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 (13)

Barigozzi, Matteo (8)

Perron, Pierre (7)

Kao, Chihwa (5)

Hartigan, Luke (5)

Baltagi, Badi (5)

de Paula, Aureo (4)

Hallin, Marc (4)

Scaillet, Olivier (4)

Rasul, Imran (4)

Su, Liangjun (4)

Cites to:

Bai, Jushan (32)

Watson, Mark (19)

Ng, Serena (14)

Forni, Mario (13)

Reichlin, Lucrezia (9)

Lippi, Marco (9)

Stock, James (8)

Gambetti, Luca (7)

Eickmeier, Sandra (7)

Hallin, Marc (7)

Sims, Christopher (6)

Main data

Production by document typepaperarticle201020112012201320142015201620172018201920202021024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20102011201220132014201520162017201820192020202105101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201120122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020210255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Xu Han has published?

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

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

Recent works citing Xu Han (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Testing 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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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2024Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178.

Full description at Econpapers || Download paper

2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

Full description at Econpapers || Download paper

2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). 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). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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

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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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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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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.

Full description at Econpapers || Download paper

Works by Xu Han:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper3
2015TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article62
2013Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		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: 62		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]		article4
2020Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2016Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
[Full Text][Citation analysis]		article7
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]		article8
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]		article23
2021Shrinkage Estimation of Factor Models With Global and Group-Specific Factors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article13

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