Citation profile for Xuexin Wang

Xuexin Wang : Citation Profile

Xiamen University

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 0
   Journals where Xuexin Wang has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 6 (60 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa771
   Updated: 2024-11-04    RAS profile: 2021-12-06
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Relations with other researchers

Works with:

Sun, Yixiao (5)

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

Is cited by:

Cites to:

Sun, Yixiao (21)

Newey, Whitney (16)

Kiefer, Nicholas (10)

Vogelsang, Timothy (10)

Lobato, Ignacio (9)

Shao, Xiaofeng (9)

Phillips, Peter (7)

Hansen, Lars (6)

Escanciano, Juan Carlos (5)

Campbell, John (5)

Imbens, Guido (5)

Main data

Where Xuexin Wang has published?

Journals with more than one article published	# docs
Econometric Reviews	2
Journal of Time Series Analysis	2

Working Papers Series with more than one paper published	# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University	6
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Xuexin Wang (2024 and 2023)

Year	Title of citing document
2023	Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235. Full description at Econpapers \|\| Download paper
2023	Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352. Full description at Econpapers \|\| Download paper

Works by Xuexin Wang:

Year	Title	Type	Cited
2019	An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation In: Papers. [Full Text][Citation analysis]	paper	0
2015	A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	0
2020	An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	0
2019	An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	Asymptotic F Tests under Possibly Weak Identification In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis]	paper	3
2020	Asymptotic F tests under possibly weak identification.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article
2019	Asymptotic F Tests under Possibly Weak Identification.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2016	A New Class of Tests for Overidentifying Restrictions in Moment Condition Models In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2020	A new class of tests for overidentifying restrictions in moment condition models.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2015	A Note on Consistent Conditional Moment Tests In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	A general approach to conditional moment specification testing with projections In: Econometric Reviews. [Full Text][Citation analysis]	article	0
2018	CONSISTENT ESTIMATION OF MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS UNDER MINIMAL IDENTIFYING CONDITIONS In: Working Papers. [Full Text][Citation analysis]	paper	1
2019	A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations In: Working Papers. [Citation analysis]	paper	0
2021	Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses In: Working Papers. [Full Text][Citation analysis]	paper	0