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 0 185 0 1 10 455
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 1 17 415
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 0 15 142
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 0 0 14 55
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 6 194
An Estimation of Economic Models with Recursive 0 0 1 65 0 0 8 226
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 1 4 19 252
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 2 17 116
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 1 11 93
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 2 7 61
An estimation of economic models with recursive preferences 0 0 0 2 0 0 12 67
An estimation of economic models with recursive preferences 0 0 0 12 1 2 9 75
An estimation of economic models with recursive preferences 0 0 0 30 0 0 10 77
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 1 2 20 129
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 13 1 1 4 63
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 42 0 2 15 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 3 17 84
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 10 90
Averaging of moment condition estimators 0 0 0 48 0 0 22 121
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 12 360
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 1 1 17 349
Copula-based nonlinear quantile autoregression 0 0 0 58 0 0 10 114
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 0 5 554
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 191 1 1 14 527
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 1 4 21 163
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 1 2 24 1,113
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 0 6 41
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 0 0 17 105
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 1 2 32 150
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 0 522 0 2 16 1,615
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 0 9 394
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 0 2 20 658
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 2 11 1,142
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 0 6 199
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 0 1 14 112
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 2 10 112
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 1 22 398
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 0 1 15 83
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 0 5 110
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 0 0 9 79
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 0 2 11 637
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 2 5 671
Heterogeneity and Aggregate Fluctuations 0 0 0 26 1 2 21 120
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 1 1 54 1 2 10 104
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 1 12 690
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 0 3 21 562
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 0 13 347
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 2 18 490
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 1 1 9 73
Likelihood inference in some finite mixture models 0 0 0 11 0 1 11 87
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 2 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 2 15 151
Local identification of nonparametric and semiparametric models 0 0 0 31 0 1 9 146
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 41 121
MCMC Confidence sets for Identified Sets 0 0 0 2 1 1 9 66
MCMC Confidence sets for Identified Sets 0 0 0 38 1 4 12 71
MCMC confidence sets for identified sets 0 0 0 3 0 0 10 53
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 0 1 20 125
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 0 14 45
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 1 13 66
Monte Carlo confidence sets for identified sets 0 0 0 0 0 1 7 43
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 10 703
Nonlinearity and Temporal Dependence 0 0 0 48 0 2 18 170
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 14 145
Nonlinearity and Temporal Dependence 0 0 0 42 0 1 12 147
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 0 2 17 1,045
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 2 19 279
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 1 16 255
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 1 2 11 126
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 2 8 172
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 1 18 384
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 0 8 81
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 1 2 11 36
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 1 2 7 24
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 0 0 12 100
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 0 9 38
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 0 13 34
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 0 1 9 96
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 0 0 10 43
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 1 12 70
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 0 0 13 60
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 0 11 57
Overidentification in Regular Models 0 0 0 3 0 2 8 25
Overidentification in Regular Models 0 0 0 20 1 2 18 90
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 0 5 26 175
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 0 0 12 53
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 5 11 71
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 131 0 0 9 337
Principal components and the long run 0 0 0 49 0 1 14 137
Robust Identification of Investor Beliefs 0 0 0 13 0 8 19 78
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 1 1 22 368
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 1 31 0 1 15 127
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 0 1 14 358
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 0 12 83
Sensitivity Analysis in Semiparametric Likelihood Models 0 1 1 43 0 1 20 137
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 3 15 134
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 1 13 88
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 0 1 13 72
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 0 5 37
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 1 10 27
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 0 1 30 78
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 0 32 84
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 1 16 70
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 21 0 1 17 69
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 0 5 36
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 1 13 101
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates 0 0 0 8 0 1 21 94
The Estimation of Conditional Densities 0 0 0 6 0 0 12 43
The estimation of conditional densities 0 0 0 7 0 1 7 43
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 71 0 2 5 148
Total Working Papers 0 2 8 6,918 25 132 1,511 23,357

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 0 5 62
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 2 109 2 4 22 313
A new semiparametric spatial model for panel time series 0 0 0 406 0 0 6 730
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 1 6 76
A reverse Gaussian correlation inequality by adding cones 0 0 1 16 0 1 8 51
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 3 23 76
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 9 0 1 14 69
An estimation of economic models with recursive preferences 0 0 0 12 1 3 17 84
Asymptotic Efficiency of Semiparametric Two-step GMM 0 1 1 13 0 3 19 145
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 61 0 0 17 315
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 0 1 13 145
Comment 0 0 0 0 0 1 6 25
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 0 103 1 3 14 333
Copula-based nonlinear quantile autoregression 0 0 0 53 0 0 10 229
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 2 6 45 1,490
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 1 3 15 235
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 84 0 1 18 265
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 1 15 67
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 0 2 25 134
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 1 1 268 2 8 16 722
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 1 1 22 1 3 11 108
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 29 0 4 13 193
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 0 0 10 352
Estimation of copula-based semiparametric time series models 0 3 3 131 1 4 21 396
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 1 1 5 154 2 2 74 478
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 1 1 9 75
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 0 1 12 137
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 0 2 29 105
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 3 3 5 0 3 13 41
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 1 9 25
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 0 8 88
Land of addicts? an empirical investigation of habit-based asset pricing models 0 1 1 118 0 1 17 397
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 0 1 10 27
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 2 2 42 1 4 17 137
Likelihood inference in some finite mixture models 0 0 0 5 0 0 5 66
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 1 13 125
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 4 194 0 3 21 444
Measurement Error Models with Auxiliary Data 0 0 5 126 1 1 20 474
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 2 17 0 2 20 87
Model check by kernel methods under weak moment conditions 0 0 0 5 0 0 4 43
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 0 2 15 87
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 1 9 0 1 11 70
Nonlinear Models of Measurement Errors 2 2 2 68 3 4 11 317
Nonlinearity and temporal dependence 0 0 1 65 0 1 17 262
Nonparametric Adaptive Learning with Feedback 0 0 1 64 1 3 11 173
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 1 1 10 101
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 1 70 0 1 13 225
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 2 29 0 0 13 113
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 1 9 28
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 1 32 0 1 23 172
Overidentification in Regular Models 0 0 0 5 1 1 9 101
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 1 290 0 0 22 761
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 0 1 11 80
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 2 2 15 72
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 2 2 23 688
Sieve M inference on irregular parameters 0 1 2 16 0 2 16 130
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 0 11 73
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 1 11 168
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 0 5 29 159
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 57 2 6 26 214
Total Journal Articles 4 18 50 3,578 28 111 956 13,358

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 2 7 27 1,067 10 35 123 2,731
Total Chapters 2 7 27 1,067 10 35 123 2,731

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