| Inference pitfalls in Lee–Carter model for forecasting mortality X Leng, L Peng Insurance: Mathematics and Economics 70, 58-65, 2016 | 33 | 2016 |
| The second-order version of Karamata’s theorem with applications X Pan, X Leng, T Hu Statistics & Probability Letters 83 (5), 1397-1403, 2013 | 19 | 2013 |
| Multi-dimensional latent group structures with heterogeneous distributions X Leng, H Chen, W Wang Journal of Econometrics 233 (1), 1-21, 2023 | 11 | 2023 |
| Unified inference for an AR process regardless of finite or infinite variance GARCH errors H Huang, X Leng, X Liu, L Peng Journal of Financial Econometrics 18 (2), 425-470, 2020 | 9 | 2020 |
| Bootstrap analysis of mutual fund performance H Huang, L Jiang, X Leng, L Peng Journal of econometrics 235 (1), 239-255, 2023 | 7 | 2023 |
| Endpoint estimation for observations with normal measurement errors X Leng, L Peng, X Wang, C Zhou Extremes 22, 71-96, 2019 | 7 | 2019 |
| Panel quantile regression for extreme risk Y Hou, X Leng, L Peng, Y Zhou Journal of Econometrics 240 (1), 105674, 2024 | 6 | 2024 |
| Debiased inference for dynamic nonlinear models with two-way fixed effects X Leng, J Mao, Y Sun arXiv preprint arXiv:2305.03134, 2023 | 3 | 2023 |
| Latent group structures with heterogeneous distributions: identification and estimation H Chen, X Leng, W Wang Working paper, 2019 | 3 | 2019 |
| Testing for a unit root in lee–carter mortality model X Leng, L Peng ASTIN Bulletin: The Journal of the IAA 47 (3), 715-735, 2017 | 3 | 2017 |
| The tail behavior of randomly weighted sums of dependent random variables X Leng, T Hu Statistics and Its Interface 7 (3), 331-338, 2014 | 3 | 2014 |
| The closure property of 2RV under random sum X Leng, T Hu Statistics & Probability Letters 92, 158-167, 2014 | 2 | 2014 |
| Asymptotics of CoVaR Inference In Two-Quantile-Regression X Leng, Y He, Y Hou, L Peng Available at SSRN, 2024 | 1 | 2024 |
| Time-varying Group Unobserved Heterogeneity in Finance E Sojli, WW Tham, W Wang, X Leng Available at SSRN 3258048, 2018 | 1 | 2018 |
| Time-varying Group Unobserved Heterogeneity in Finance X Leng, E Sojli, WW Tham, W Wang Available at SSRN, 2024 | | 2024 |
| Predictive Analysis of High Conditional Quantiles for Panel Data Y Hou, X Leng, L Peng, Y Zhou Available at SSRN 3815426, 2022 | | 2022 |
| Extreme Conditional Quantiles for Panel Data Model with Individual Effects Y Hou, X Leng, Y Zhou Extreme Conditional Quantiles for Panel Data Model with Individual Effects …, 2021 | | 2021 |
| Luck versus Skill in Mutual Funds: Size and Power Pitfalls in Bootstrap Methods H Huang, L Jiang, X Leng, L Peng | | 2019 |
| Dispersive ordering for the multivariate normal distribution X Leng, J Zhuang, T Hu Probability in the Engineering and Informational Sciences 30 (2), 141-152, 2016 | | 2016 |
