- HAN, Xu; BAI, Jushan; Shi, Yutang / Estimation and Inference of Structural Changes in High Dimensional Factor Models. June 2017; 10th Annual Society for Financial Econometrics (SoFiE) Conference, 20/06/2017 - 23/06/2017, New York, United States.
- HAN, Xu / Estimation and Inference of Dynamic Structural Factor Models with Over-identifying Restrictions. June 2017; 2017 Asian Meeting of the Econometric Society, 03/06/2017 - 05/06/2017, , Hong Kong.
- HAN, Xu / Shrinkage Estimation of Factor Models with Global and Group-Specific Factors. June 2016; Tsinghua International Conference in Econometrics, 28/06/2016 - 29/06/2016, , China.
- HAN, Xu / Estimation and Inference in Over-identified Structural Factor-Augmented VAR Models. June 2016; 9th Annual SoFiE Conference 2016, 15/06/2016 - 17/06/2016, Hong Kong , Hong Kong.
- Caner, Mehmet; HAN, Xu; Lee, Yoonseok / Adaptive Elastic-Net GMM Estimator with Many Invalid Moment Conditions: A Simultaneous Model and Moment Selection. June 2014; China Meeting Econometric Society, 25/06/2014 - 27/06/2014, , China.
- HAN, Xu / Tests for Overidentifying Restrictions in Factor-Augmented VAR Models. May 2014; Tsinghua International Conference in Econometrics, 21/05/2014 - 22/05/2014, Beijing, China.
- HAN, Xu; INOUE, Atsushi / Tests for parameter instability in dynamic factor models. August 2013; asian meeting of the econometric society, 02/08/2013 - 04/08/2013, , Singapore.
- CANER, Mehmet; HAN, Xu / Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case with Group-Bridge Estimators. June 2013; North American Summer Meeting of Econometric Society, 13/06/2013 - 16/06/2013, , United States.
- CANER, Mehmet; HAN, Xu / Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case with Group Bridge Estimators. May 2013; CIREQ Econometrics Conference: Time Series and Financial Econometrics, 03/05/2013 - 04/05/2013, , Canada.
- CANER, Mehmet; HAN, Xu; LEE, Yoonseok / Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):. September 2012; Midwest Econometrics Group Meeting, 28/09/2012 - 29/09/2012, , United States.