Access Statistics for Xiaohong Chen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates 0 0 0 182 0 0 3 437
A Model Selection Test for Bivariate Failure-Time Data 0 0 1 107 0 0 3 389
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 44 0 0 7 112
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 1 0 0 5 32
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 1 6 178
An Estimation of Economic Models with Recursive 0 0 1 62 0 0 4 210
An Estimation of Economic Models with Recursive Preferences 0 0 1 60 2 4 9 192
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 5 74
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 2 8 85
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 4 12 43
An estimation of economic models with recursive preferences 0 0 0 2 0 0 3 50
An estimation of economic models with recursive preferences 0 0 0 11 0 5 12 52
An estimation of economic models with recursive preferences 0 0 0 30 0 0 3 60
Asymptotic Efficiency of Semiparametric Two-step GMM 1 2 2 32 1 2 7 92
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 1 1 12 0 1 5 47
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 0 34 0 0 6 137
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 43 0 0 7 75
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 1 4 11 57
Averaging of moment condition estimators 1 1 1 48 2 2 10 83
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 1 7 336
Copula-Based Nonlinear Quantile Autoregression 0 0 1 127 0 2 13 282
Copula-based nonlinear quantile autoregression 0 0 1 57 0 1 4 91
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 187 0 0 4 541
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 2 185 0 0 5 495
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 2 37 1 3 10 128
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 1 442 0 1 8 1,067
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 1 4 30
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 23 0 0 3 103
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 13 1 1 6 70
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 1 1 8 513 1 2 40 1,556
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 115 0 2 4 379
Estimation of Copula-Based Semiparametric Time Series Models 0 0 3 223 2 2 14 621
Estimation of Copula-Based Semiparametric Time Series Models 0 1 1 443 0 2 8 1,105
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 45 0 0 12 180
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 6 0 1 6 77
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 1 2 121 0 1 9 369
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 1 4 95
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 1 6 2 2 7 49
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 16 0 0 4 97
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 2 1 3 9 59
Estimation of semiparametric models when the criterion function is not smooth 0 2 4 150 1 4 9 612
Evaluating Density Forecasts via the Copula Approach 0 0 0 320 0 0 4 653
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 1 50 0 0 5 74
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 1 119 0 2 10 657
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 1 2 216 0 3 12 518
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 1 1 82 1 2 13 322
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 1 131 0 1 6 462
Likelihood Inference in Some Finite Mixture Models 0 0 0 27 0 1 7 59
Likelihood inference in some finite mixture models 0 0 0 11 0 1 3 72
Local Identification of Nonparametric and Semiparametric Models 0 0 0 48 1 1 3 167
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 0 0 5 127
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 4 73
Local identification of nonparametric and semiparametric models 0 0 0 31 1 1 8 108
MCMC Confidence sets for Identified Sets 0 0 0 38 0 0 4 44
MCMC Confidence sets for Identified Sets 0 0 1 2 0 1 7 46
MCMC confidence sets for identified sets 0 0 1 3 0 1 7 35
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 1 4 93 1 3 16 85
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 3 9 26
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 0 10 46
Monte Carlo confidence sets for identified sets 0 0 0 0 0 0 6 20
Nonlinearity and Temporal Dependence 0 0 0 34 1 3 9 123
Nonlinearity and Temporal Dependence 0 0 0 143 0 2 6 688
Nonlinearity and Temporal Dependence 0 0 0 47 2 3 9 147
Nonlinearity and Temporal Dependence 0 0 0 42 1 1 6 131
Nonparametric IV estimation of shape-invariant Engel curves 0 0 0 313 0 1 6 1,004
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 1 86 0 0 4 251
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 61 0 0 0 221
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 0 4 113
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 0 1 152
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 131 1 1 2 351
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 12 0 0 3 66
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 1 2 8 17
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 1 2 4 13
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 1 15 0 1 13 61
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 20 0 0 0 21
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 27 0 1 3 68
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 0 4 13
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 2 3 8 24
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 1 1 1 3 11 43
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 2 0 0 4 30
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 0 4 41
Overidentification in Regular Models 0 0 0 20 0 0 3 58
Overidentification in Regular Models 0 0 0 3 0 0 2 9
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 1 1 3 67 1 3 11 131
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 14 0 1 6 27
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 1 2 3 10 1 3 9 44
Principal Components and Long Run Implications of Multivariate Diffusions 0 1 1 128 1 3 10 317
Principal components and the long run 0 0 0 47 0 1 7 115
Robust Identification of Investor Beliefs 0 2 8 8 2 16 33 33
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 101 1 2 9 325
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 1 1 2 97 1 3 10 318
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 27 0 2 3 96
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 11 0 1 2 60
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 1 39 1 2 8 95
Sieve Inference on Semi-nonparametric Time Series Models 0 1 2 34 1 3 13 98
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 35 0 0 4 67
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 12 1 1 7 47
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 4 1 1 6 35
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 0 3 11
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 25 1 1 2 44
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 0 7 26
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 2 49
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 15 0 0 2 23
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 1 2 34 0 3 18 71
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 19 0 1 5 40
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates 0 0 2 5 0 0 9 56
The Estimation of Conditional Densities 0 0 0 2 0 1 3 16
The estimation of conditional densities 0 0 0 6 0 1 7 26
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 2 3 69 0 3 4 133
Total Working Papers 6 23 76 6,690 43 150 769 20,289

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA 0 0 0 14 0 1 3 55
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 2 4 12 80 4 11 28 217
A new semiparametric spatial model for panel time series 0 1 6 399 0 2 18 696
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 2 66
A reverse Gaussian correlation inequality by adding cones 0 0 1 11 0 0 4 33
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 5 0 2 7 45
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 7 0 0 6 44
An estimation of economic models with recursive preferences 0 0 0 5 1 1 5 49
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 4 1 3 7 78
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 0 0 1 285
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 2 43 0 0 5 117
Comment 0 0 0 0 0 0 4 12
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 1 97 0 0 2 299
Copula-based nonlinear quantile autoregression 0 0 0 52 0 0 1 209
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 3 453 4 16 32 1,343
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 88 1 1 5 203
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 1 7 50 1 4 22 160
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 1 12 0 0 2 46
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 19 0 1 4 100
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 9 223 1 4 38 603
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 19 0 0 2 81
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 3 25 1 5 15 151
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 2 53 3 8 15 313
Estimation of copula-based semiparametric time series models 1 1 7 89 2 9 31 277
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 3 9 20 84 5 16 46 225
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 5 0 3 7 51
Flexible Estimation of Treatment Effect Parameters 0 0 0 27 0 2 4 108
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 17 1 1 2 62
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 0 0 0 4 12
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 0 0 0 4 11
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 1 74
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 2 113 0 0 10 359
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 0 0 0 2 5
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 3 33 0 1 5 96
Likelihood inference in some finite mixture models 0 0 0 4 0 0 5 49
Local Identification of Nonparametric and Semiparametric Models 0 0 0 16 0 2 7 95
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 2 3 11 150 3 7 27 345
Measurement Error Models with Auxiliary Data 0 0 0 113 0 2 5 422
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 1 1 6 0 1 9 44
Model check by kernel methods under weak moment conditions 0 0 0 5 1 1 1 36
Monte Carlo Confidence Sets for Identified Sets 0 0 3 6 0 2 22 48
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 1 7 1 2 5 43
Nonlinear Models of Measurement Errors 0 0 0 64 1 4 14 288
Nonlinearity and temporal dependence 1 3 8 57 2 11 27 211
Nonparametric Adaptive Learning with Feedback 0 0 0 53 0 0 1 139
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 11 0 0 1 82
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 2 60 0 0 10 190
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 0 25 1 2 3 90
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 1 1 4 8
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 1 2 3 1 2 12 63
Overidentification in Regular Models 0 0 0 3 1 5 29 59
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 3 270 1 4 11 676
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 1 7 1 2 15 45
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 6 0 0 3 47
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 10 26 56 557
Sieve M inference on irregular parameters 0 0 2 13 0 0 20 100
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 1 3 9 44
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 3 20 3 4 13 105
Sieve semiparametric two-step GMM under weak dependence 0 0 3 6 0 0 7 59
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 1 3 7 17 2 6 21 74
Total Journal Articles 10 29 127 3,021 55 179 681 10,404

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 8 48 75 885 20 87 165 2,177
Total Chapters 8 48 75 885 20 87 165 2,177

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Statistics updated 2021-01-03