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Publications by Hanxiang Peng

Large-Sample Estimation and Inference in Multivariate Single-Index Models

Journal of Multivariate Analysis

Numerical Analysis

English

Efficient Estimation of a Linear Functional of a Bivariate Distribution With Equal, but Unknown, Marginals: The Minimum Chi-Square Approach

Statistics & Decisions

English

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Estimation for Single-Index and Partially Linear Single-Index Nonstationary Time Series Models

SSRN Electronic Journal

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Estimation and Inference of FAVAR Models

Journal of Business and Economic Statistics

Social Sciences

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Estimation in Single-Index Panel Data Models With Heterogeneous Link Functions

Econometric Reviews

English

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal

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Statistical Inference Problems in Some Multivariate Linear Models With Applications to Multivariate Calibration and Meta-Analysis.

English

Multivariate LLvy Models by Linear Combination: Estimation

SSRN Electronic Journal

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Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples

Advances in Econometrics

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Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas

Advances in Econometrics

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Estimation and Inference of Threshold Regression Models With Measurement Errors

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

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