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Details about Xuexin Wang

Workplace:Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, (more information at EDIRC)

Access statistics for papers by Xuexin Wang.

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

Short-id: pwa771


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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 Downloads 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 Downloads

2019

  1. 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
  2. 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 Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2020)
  3. An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation
    Papers, arXiv.org Downloads
  4. Asymptotic F Tests under Possibly Weak Identification
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (2)
    Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2020)

2018

  1. 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 Downloads

2016

  1. A New Class of Tests for Overidentifying Restrictions in Moment Condition Models
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Econometric Reviews (2020)

2015

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

Journal Articles

2020

  1. A new class of tests for overidentifying restrictions in moment condition models
    Econometric Reviews, 2020, 39, (5), 495-509 Downloads
    See also Working Paper (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 Downloads View citations (1)
    See also Working Paper (2019)
  3. Asymptotic F tests under possibly weak identification
    Journal of Econometrics, 2020, 218, (1), 140-177 Downloads View citations (1)
    See also Working Paper (2019)

2018

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

2015

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