Working Papers by Xu Cheng
| Paper Number | Author | Title |
|---|---|---|
| 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 |