Xu Han

Statistics and Probability · with Fan · 2013

A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 39 citations into it; #5,480 of 12,932 by trust here, #7,914 by citations
• Economics and Econometrics — 22 citations into it
• Finance — 13 citations into it
• Management Science and Operations Research — 12 citations into it; #4,410 of 11,946 by trust here, #8,469 by citations
• Molecular Biology — 6 citations into it
• Computational Mechanics — 5 citations into it

Whom Xu Han trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. James H. Stock
2. Jushan Bai
3. Mark W. Watson
4. Serena Ng
5. Jean Boivin
6. J. Breitung
7. Marc P. Giannoni
8. Ben S. Bernanke
9. Liang Chen
10. A. Onatski

Who trusts Xu Han overall

1. Markus Pelger
2. Badi H. Baltagi
3. Jeffrey T. Leek
4. Jianqing Fan
5. Ruoxuan Xiong
6. E.J. Candes
7. C. Kao
8. Yueyang Zhong
9. Liangjun Su
10. Shujie Ma

Papers from Xu Han's perspective

Ordered by how strongly the researchers Xu Han trusts endorse each paper. Same corpus, a different order for every researcher.

1. Macroeconomic Forecasting Using Diffusion Indexes
2. Inferential Theory for Factor Models of Large Dimensions
3. Forecasting Using Principal Components From a Large Number of Predictors
4. Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
5. Forecasting in dynamic factor models subject to structural instability
6. INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Econometric Theory)
7. Testing for Structural Breaks in Dynamic Factor Models (Social Science Research Network)
8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
9. Determining the Number of Factors in Approximate Factor Models
10. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change

Their papers

• Journal of the American Statistical Association Estimating False Discovery Proportion under Arbitrary Covariance Dependence Estimating False Discovery Proportion under Arbitrary Covariance Dependence — 286 citations
• TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (2013) — 107 citations
• Estimation of False Discovery Proportion with Unknown Dependence (2013) — 85 citations