← All authors Xu Cheng University of Pennsylvania (from arXiv:2506.21987, 2025) · ORCID · OpenAlex
21 papers in scope · 20 published · 1 on the econ.EM arXiv · 835 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jean-Marc Robin Junnan He Laura Liu Tian Xie Frank Schorfheide Patrick Kline Sokbae Lee Myunghyun Song Koen Jochmans Raffaele Saggio Mikkel S olvsten Oriol González-Casasús Angela Denis Timothy Sudijono Mikkel Sølvsten Soonwoo Kwon Zhen Xie Hyungsik Roger Moon Martin Weidner Stéphane Bonhomme Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 21)
working paper 2025 · arXiv
Dynamic Neural Network Optimization Framework for Adaptive Sensor Selection in Depth Imaging and Registration
published 2025 · Informatica · 1 citations
with Ning Li, Zhi Tian, Zhaowei Liu, Hanping Shi
FR²Seg: Continual Segmentation Across Multiple Sites via Fourier Style Replay and Adaptive Consistency Regularization
published 2025 · Proceedings of the AAAI Conference on Artificial Intelligence · 1 citations
with Weiwen Zhang, Hongrui Zhang, Xuemiao Xu, Huaidong Zhang, Jing Zou, Jing Qin
Identifying the volatility risk price through the leverage effect
published 2025 · Journal of Econometrics · 2 citations
with Éric Renault, Paul Michael Sangrey
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
published 2022 · Econometrica · 29 citations · first circulated 2020
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
published 2021 · Econometric Theory · 3 citations · first circulated 2019
Generic results for establishing the asymptotic size of confidence sets and tests
published 2020 · Journal of Econometrics · 59 citations · first circulated 2011
On uniform asymptotic risk of averaging GMM estimators
published 2019 · Quantitative Economics · 32 citations · first circulated 2015
Limit theory for moderate deviations from a unit root with a break in variance
published 2017 · Communication in Statistics-Theory and Methods
Comment
published 2016 · Journal of Business and Economic Statistics
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
published 2016 · The Review of Economic Studies · 124 citations · first circulated 2013
Robust inference in nonlinear models with mixed identification strength
published 2015 · Journal of Econometrics · 22 citations · first circulated 2014
Estimating cycleway capacity and bicycle equivalent unit for electric bicycles
published 2015 · Transportation Research Part A Policy and Practice · 85 citations
with Sheng Jin, Xiaobo Qu, Dan Zhou, Dongfang Ma, Dianhai Wang
Select the valid and relevant moments: An information-based LASSO for GMM with many moments
published 2015 · Journal of Econometrics · 86 citations · first circulated 2013
Forecasting with factor-augmented regression: A frequentist model averaging approach
published 2015 · Journal of Econometrics · 25 citations · first circulated 2012
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
published 2013 · Econometric Theory · 29 citations · first circulated 2011
Dynamic characteristics of traffic flow with consideration of pedestrians’ road-crossing behavior
published 2013 · Physica A Statistical Mechanics and its Applications · 44 citations
with Sheng Jin, Xiaobo Qu, Dianhai Wang
Maximum likelihood estimation and uniform inference with sporadic identification failure
published 2012 · Journal of Econometrics · 39 citations · first circulated 2011
Cointegrating rank selection in models with time-varying variance
published 2012 · Journal of Econometrics · 7 citations
Estimation and Inference With Weak, Semi-Strong, and Strong Identification
published 2012 · Econometrica · 203 citations · first circulated 2010
Semiparametric cointegrating rank selection
published 2009 · Econometrics Journal · 44 citations · first circulated 2008
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