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 1 185 0 4 6 450
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 7 12 14 410
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 1 7 12 138
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 0 7 12 51
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 3 4 192
An Estimation of Economic Models with Recursive 0 0 0 64 1 4 6 224
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 2 5 14 244
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 1 7 13 112
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 8 9 90
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 3 4 58
An estimation of economic models with recursive preferences 0 0 0 30 1 7 10 77
An estimation of economic models with recursive preferences 0 0 0 12 1 5 6 71
An estimation of economic models with recursive preferences 0 0 0 2 1 6 10 64
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 11 15 124
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 0 2 5 61
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 0 7 12 170
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 6 12 79
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 3 5 85
Averaging of moment condition estimators 0 0 0 48 1 13 19 118
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 3 9 14 345
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 6 9 356
Copula-based nonlinear quantile autoregression 0 0 0 58 0 6 9 112
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 3 4 553
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 191 1 8 10 523
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 1 10 14 155
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 2 13 17 1,106
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 5 7 40
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 0 17 27 145
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 1 10 14 102
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 1 522 0 9 14 1,612
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 1 5 8 393
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 2 10 13 651
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 2 6 8 1,139
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 0 7 12 108
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 4 7 198
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 12 17 392
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 4 9 109
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 2 8 12 78
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 2 4 108
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 1 7 8 633
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 0 5 7 77
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 3 4 669
Heterogeneity and Aggregate Fluctuations 0 0 2 26 9 14 20 114
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 2 53 1 6 10 101
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 4 8 686
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 0 6 16 556
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 8 11 343
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 10 12 484
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 4 5 69
Likelihood inference in some finite mixture models 0 0 0 11 0 5 6 82
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 6 10 146
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 2 9 14 187
Local identification of nonparametric and semiparametric models 0 0 0 16 1 38 39 119
Local identification of nonparametric and semiparametric models 0 0 0 31 2 6 8 144
MCMC Confidence sets for Identified Sets 0 0 0 2 0 4 6 63
MCMC Confidence sets for Identified Sets 0 0 0 38 0 3 4 63
MCMC confidence sets for identified sets 0 0 0 3 0 6 8 51
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 2 8 16 120
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 3 8 13 44
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 2 4 8 61
Monte Carlo confidence sets for identified sets 0 0 0 0 0 3 5 41
Nonlinearity and Temporal Dependence 0 0 0 48 2 14 17 166
Nonlinearity and Temporal Dependence 0 0 0 42 1 4 9 144
Nonlinearity and Temporal Dependence 0 0 0 34 3 9 12 143
Nonlinearity and Temporal Dependence 0 0 0 143 1 7 8 701
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 1 9 13 1,040
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 10 11 271
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 1 5 9 248
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 5 9 123
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 4 5 169
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 9 13 379
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 2 4 77
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 5 5 30
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 1 2 4 21
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 2 6 10 98
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 1 6 9 38
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 1 6 10 30
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 0 2 7 92
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 1 5 7 39
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 9 10 68
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 0 5 12 58
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 1 5 8 54
Overidentification in Regular Models 0 0 0 20 3 12 13 84
Overidentification in Regular Models 0 0 0 3 1 4 4 21
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 1 14 19 168
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 0 4 9 49
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 2 4 63
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 0 4 7 334
Principal components and the long run 0 0 0 49 0 9 13 135
Robust Identification of Investor Beliefs 0 0 0 13 2 4 8 65
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 2 14 17 362
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 1 7 11 354
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 1 1 31 1 9 14 123
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 8 10 81
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 2 8 16 131
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 7 11 129
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 8 9 84
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 1 4 11 69
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 1 3 9 24
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 3 4 36
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 3 20 23 71
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 3 23 28 80
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 6 10 64
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 1 21 1 9 14 64
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 3 6 10 98
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 2 3 33
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 12 19 90
The Estimation of Conditional Densities 0 0 0 6 0 7 11 41
The estimation of conditional densities 0 0 0 7 0 4 5 40
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 0 0 3 144
Total Working Papers 0 1 15 6,913 100 783 1,162 22,922

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 3 4 61
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 4 8 20 308
A new semiparametric spatial model for panel time series 0 0 0 406 0 3 7 730
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 3 3 73
A reverse Gaussian correlation inequality by adding cones 0 0 1 16 0 2 4 47
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 1 16 18 69
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 9 0 4 11 63
An estimation of economic models with recursive preferences 0 0 0 12 3 6 11 77
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 0 7 14 136
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 0 9 17 313
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 1 1 47 1 6 9 139
Comment 0 0 0 0 0 2 2 21
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 0 103 1 5 9 327
Copula-based nonlinear quantile autoregression 0 0 0 53 1 6 8 227
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 4 11 38 1,474
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 2 7 8 228
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 1 84 2 7 15 258
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 4 7 8 60
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 0 19 21 130
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 1 267 1 1 9 711
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 21 1 6 7 103
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 2 29 0 2 11 186
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 4 6 10 350
Estimation of copula-based semiparametric time series models 0 0 0 128 1 6 12 387
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 1 2 3 152 1 51 67 470
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 6 9 74
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 2 8 12 135
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 1 18 24 98
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 5 9 24
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 0 4 10 36
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 2 5 8 87
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 2 6 13 393
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 0 2 7 23
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 0 40 2 9 13 131
Likelihood inference in some finite mixture models 0 0 0 5 1 2 7 65
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 0 5 11 122
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 5 193 1 10 19 439
Measurement Error Models with Auxiliary Data 0 2 3 124 1 12 19 470
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 2 2 17 4 10 14 80
Model check by kernel methods under weak moment conditions 0 0 0 5 0 1 1 40
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 4 9 11 83
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 2 9 1 5 9 66
Nonlinear Models of Measurement Errors 0 0 0 66 1 5 9 313
Nonlinearity and temporal dependence 0 0 1 65 1 12 15 258
Nonparametric Adaptive Learning with Feedback 0 1 4 64 0 4 11 168
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 0 4 6 97
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 3 70 2 5 13 223
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 28 0 7 12 111
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 1 4 9 26
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 31 3 9 21 164
Overidentification in Regular Models 0 0 0 5 0 3 4 95
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 2 290 8 14 24 758
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 1 3 8 74
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 0 4 8 64
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 4 15 20 682
Sieve M inference on irregular parameters 0 1 1 15 0 9 14 127
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 1 4 4 66
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 4 9 164
Sieve semiparametric two-step GMM under weak dependence 0 2 2 24 1 9 15 142
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 1 57 0 7 20 202
Total Journal Articles 1 12 43 3,555 77 442 761 13,048

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 2 6 16 1,054 5 37 75 2,671
Total Chapters 2 6 16 1,054 5 37 75 2,671

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