Xu CHENG        
Assistant Professor of Economics
University of Pennsylvania
 

E-mail:
Office:
Phone:
Fax:

 xucheng@sas.upenn.edu
3718 Locust Walk, McNeil #527, Philadelphia, PA 19104
(215) 898-6775
(215) 573-2057
Curriculum Vitae
Research Papers

"Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure", with Donald W. K. Andrews. This version: October 2011.

"Supplemental Material for Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure"

"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure", with Donald W. K. Andrews. This version: October 2011.

"Supplemental Material for GMM Estimation and Uniform Subvector Inference with Possible Identification Failure"

"Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests", with Donald W. K. Andrews and Patrik Guggenberger. This version: August 2011.

"Estimation and Inference with Weak, Semi-strong, and Strong Identification", with Donald W. K. Andrews. This version: May 2011.

"Supplemental Material for Estimation and Inference with Weak, Semi-strong, and Strong Identification"

"Cointegrating Rank Selection in Models with Time-Varying Variance", with Peter C. B. Phillips, Journal of Econometrics, forthcoming.

"Semiparametric Cointegrating Rank Selection", with Peter C. B. Phillips, The Econometrics Journal, Vol. 12, Issue S1, pp. S83-S104, January 2009.

"Robust Confidence Intervals in Nonlinear Regression under Weak Identification", this version: December 2008.