Xu Cheng

CFDPs

CFDP 1828R Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," (October 2011, revised January 2013) [58pp, Abstract] [Supplemental material, 30 pp] [See CFP 1414]
CFDP 1828 Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," (October 2011) [75pp, Abstract] [Supplemental material, 9 pp]
CFDP 1824R Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," (October 2011, revised October 2012) [55pp, Abstract] [Supplemental material, 51 pp] [See CFP 1375]
CFDP 1824 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," (October 2011) [71pp, Abstract] [Supplemental material, 34 pp]
CFDP 1813 Donald W. K. Andrews, Xu Cheng, Patrik Guggenberger, "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," (August 2011) [47pp, Abstract]
CFDP 1773R Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (June 2010, revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1773 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (October 2010) [40pp, Abstract] [Supplemental material]
CFDP 1688 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-Varying Variance," (January 2009) [27pp, Abstract] [See CFP 1362]
CFDP 1658 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," (May 2008) [23pp, Abstract] [See CFP 1272]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1414 Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Econometric Theory, (April 2014), 20(2): 287-333 (Supplemental Appendix) [See CFDP 1828R]
CFP 1375 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Journal of Econometrics, (March 2013), 173(1): 36-56 ([Supplemental data]) [See CFDP 1824R]
CFP 1370 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-Strong, and Strong Identification," 2153-2211 (Econometrica (September 2012) 80(5)) [See CFDP 1773R]
CFP 1362 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-varying Variance," Journal of Econometrics, (August 2012), 169(2): 155-165 [See CFDP 1688]
CFP 1272 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 [See CFDP 1658]