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: 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: 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: 1362)
CFDP 1658 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," (May 2008) [23pp, Abstract] (See: 1272)

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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)