Address
9-252, Lau Ming Wai Academic Building, City University of Hong Kong
Phone
+852 34426130
Email
Personal Web
https://xhan20.wixsite.com/mysite
Public CV
Research Areas
Econometrics
Applied macroeconomics
Qualifications
PhD - Economics (North Carolina State University)
Biography
My research focuses on econometric theory, with a particular emphasis on developing and applying machine learning methods for modeling, inference, and forecasting in high-dimensional economic and financial settings.
I currently serve as an Associate Editor for the Journal of Business & Economic Statistics.
Selected Publications
Journal Publications and Reviews
Han, Xu / Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework. September 2025; In: Journal of Econometrics. Vol. 251
Bai, Jushan; Duan, Jiangtao; Han, Xu / The likelihood ratio test for structural changes in factor models. January 2024; In: Journal of Econometrics. Vol. 238, No. 2
Duan, Jiangtao; Bai, Jushan; Han, Xu / Quasi-maximum likelihood estimation of break point in high-dimensional factor models. March 2023; In: Journal of Econometrics. Vol. 233, No. 1, pp. 209-236
CHENG, Xu; HAN, Xu; INOUE, Atsushi / Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity. October 2022; In: Econometric Theory. Vol. 38, No. 5, pp. 845-874
Han, Xu / Shrinkage Estimation of Factor Models With Global and Group-Specific Factors. January 2021; In: Journal of Business and Economic Statistics. Vol. 39, No. 1, pp. 1-17
Caner, Mehmet; Han, Xu / An upper bound for functions of estimators in high dimensions. 2021; In: Econometric Reviews. Vol. 40, No. 1, pp. 1-13
Bai, Jushan; Han, Xu; Shi, Yutang / Estimation and inference of change points in high-dimensional factor models. November 2020; In: Journal of Econometrics. Vol. 219, No. 1, pp. 66-100
Han, Xu / Estimation and inference of dynamic structural factor models with over-identifying restrictions. February 2018; In: Journal of Econometrics. Vol. 202, No. 2, pp. 125-147
CANER, Mehmet; HAN, Xu; LEE, Yoonseok / Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection. January 2018; In: Journal of Business and Economic Statistics. Vol. 36, No. 1, pp. 24-46
Han, Xu; Caner, Mehmet / Determining the number of factors with potentially strong within-block correlations in error terms. October 2017; In: Econometric Reviews. Vol. 36, No. 6-9, pp. 946-969
Bai, Jushan; Han, Xu / Structural Changes in High Dimensional Factor Models. March 2016; In: Frontiers of Economics in China. Vol. 11, No. 1, pp. 9-39
Han, Xu; Inoue, Atsushi / Tests for parameter instability in dynamic factor models. October 2015; In: Econometric Theory. Vol. 31, No. 5, pp. 1117-1152
Han, Xu / Tests for overidentifying restrictions in Factor-Augmented VAR models. February 2015; In: Journal of Econometrics. Vol. 184, No. 2, pp. 394-419
Caner, Mehmet; Han, Xu / Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators. July 2014; In: Journal of Business & Economic Statistics . Vol. 32, No. 3, pp. 359-374
keep reading