Details about Xuexin Wang

Access statistics for papers by Xuexin Wang.

Last updated 2021-12-06. Update your information in the RePEc Author Service.

Short-id: pwa771

Working Papers

2021

1. Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (1)
2. Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

2019

3. A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
4. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (2)
   See also Journal Article An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, Journal of Time Series Analysis, Wiley Blackwell (2020) View citations (1) (2020)
5. An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation
   Papers, arXiv.org
6. Asymptotic F Tests under Possibly Weak Identification
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
   Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019) View citations (1)
   See also Journal Article Asymptotic F tests under possibly weak identification, Journal of Econometrics, Elsevier (2020) View citations (2) (2020)

2018

7. CONSISTENT ESTIMATION OF MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS UNDER MINIMAL IDENTIFYING CONDITIONS
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (1)

2016

8. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A new class of tests for overidentifying restrictions in moment condition models, Econometric Reviews, Taylor & Francis Journals (2020) (2020)

2015

9. A Note on Consistent Conditional Moment Tests
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2020

1. A new class of tests for overidentifying restrictions in moment condition models
   Econometric Reviews, 2020, 39, (5), 495-509
   See also Working Paper A New Class of Tests for Overidentifying Restrictions in Moment Condition Models, MPRA Paper (2016) (2016)
2. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
   Journal of Time Series Analysis, 2020, 41, (4), 536-550 View citations (1)
   See also Working Paper An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, Working Papers (2019) View citations (2) (2019)
3. Asymptotic F tests under possibly weak identification
   Journal of Econometrics, 2020, 218, (1), 140-177 View citations (2)
   See also Working Paper Asymptotic F Tests under Possibly Weak Identification, University of California at San Diego, Economics Working Paper Series (2019) View citations (2) (2019)

2018

4. A general approach to conditional moment specification testing with projections
   Econometric Reviews, 2018, 37, (2), 140-165 View citations (2)

2015

5. A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
   Journal of Time Series Analysis, 2015, 36, (1), 39-60