Dr. HAN Xu 韩旭博士 Department of Economics and Finance
Associate Professor

Address
9-252, Lau Ming Wai Academic Building, City University of Hong Kong

Phone
+852 34426130

Email
xuhan25@cityu.edu.hk

Personal Web
https://xhan20.wixsite.com/mysite


Research Areas Econometrics
Applied macroeconomics


Qualifications PhD - Economics (North Carolina State University)


Publications Journal Publications and Reviews DUAN, Jiangtao; BAI, Jushan; HAN, Xu / Quasi-maximum likelihood estimation of break point in high-dimensional factor models. December 2021; In: Journal of Econometrics.

CHENG, Xu; HAN, Xu; INOUE, Atsushi / INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY. January 2021; In: Econometric Theory.

Han, Xu / Shrinkage Estimation of Factor Models With Global and Group-Specific Factors. January 2021; In: Journal of Business and Economic Statistics. Vol. 39, No. 1, pp. 1-17

Caner, Mehmet; Han, Xu / An upper bound for functions of estimators in high dimensions. 2021; In: Econometric Reviews. Vol. 40, No. 1, pp. 1-13

Bai, Jushan; Han, Xu; Shi, Yutang / Estimation and inference of change points in high-dimensional factor models. November 2020; In: Journal of Econometrics. Vol. 219, No. 1, pp. 66-100

Han, Xu / Estimation and inference of dynamic structural factor models with over-identifying restrictions. February 2018; In: Journal of Econometrics. Vol. 202, No. 2, pp. 125-147

CANER, Mehmet; HAN, Xu; LEE, Yoonseok / Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection. January 2018; In: Journal of Business and Economic Statistics. Vol. 36, No. 1, pp. 24-46

Han, Xu; Caner, Mehmet / Determining the number of factors with potentially strong within-block correlations in error terms. October 2017; In: Econometric Reviews. Vol. 36, No. 6-9, pp. 946-969

Bai, Jushan; Han, Xu / Structural Changes in High Dimensional Factor Models. March 2016; In: Frontiers of Economics in China. Vol. 11, No. 1, pp. 9-39

Han, Xu; Inoue, Atsushi / Tests for parameter instability in dynamic factor models. October 2015; In: Econometric Theory. Vol. 31, No. 5, pp. 1117-1152

Han, Xu / Tests for overidentifying restrictions in Factor-Augmented VAR models. February 2015; In: Journal of Econometrics. Vol. 184, No. 2, pp. 394-419

Caner, Mehmet; Han, Xu / Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators. July 2014; In: Journal of Business and Economic Statistics. Vol. 32, No. 3, pp. 359-374

Dong, Zhiyong; Gu, Qingyang; Han, Xu / Ambiguity aversion and rational herd behaviour. February 2010; In: Applied Financial Economics. Vol. 20, No. 4, pp. 331-343



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