| 24-013 |
Xu Cheng, Eric Renault, Paul Sangrey |
Identifying the Volatility Risk Price Through the Leverage Effect |
| 23-010 |
Xu Cheng, Alejandro Sanchez-Becerra, Andrew Shephard |
How to Weight in Moments Matching: A New Approach and Applications to Earnings Dynamics |
| 23-016 |
Xu Cheng, Frank Schorfheide, Peng Shao |
Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation |
| 20-019 |
Xu Cheng, Winston Wei Dou, Zhipeng Liao |
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models |
| 15-017 |
Xu Cheng, Zhipeng Liao, Ruoyao Shi |
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version |
| 14-018 |
Xu Cheng |
Uniform Inference in Nonlinear Models with Mixed Identification Strength |
| 13-061 |
Xu Cheng, Bruce Hansen |
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version |
| 13-062 |
Xu Cheng, Zhipeng Liao |
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version |
| 12-045 |
Xu Cheng, Zhipeng Liao |
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments |
| 12-046 |
Xu Cheng, Bruce Hansen |
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach |
