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 1 2 446
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 0 4 398
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 2 3 6 131
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 1 3 5 44
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 1 1 1 189
An Estimation of Economic Models with Recursive 0 0 0 64 0 2 3 220
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 3 6 9 239
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 1 82
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 3 6 8 105
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 1 1 55
An estimation of economic models with recursive preferences 0 0 0 2 1 2 5 58
An estimation of economic models with recursive preferences 0 0 0 30 3 3 3 70
An estimation of economic models with recursive preferences 0 0 0 12 0 0 3 66
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 2 4 4 113
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 0 0 4 59
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 1 2 6 163
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 3 6 7 73
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 2 2 82
Averaging of moment condition estimators 0 0 0 48 6 6 7 105
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 3 3 5 336
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 2 2 3 350
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 4 106
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 1 1 2 550
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 3 3 4 145
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 1 191 1 2 4 515
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 1 3 4 1,093
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 0 2 35
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 7 9 10 128
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 2 4 4 92
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 1 522 2 3 7 1,603
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 1 3 3 388
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 1 2 4 641
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 1 4 1,133
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 1 3 194
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 2 2 12 101
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 3 3 5 105
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 2 2 5 380
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 1 2 5 70
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 1 2 106
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 0 0 3 626
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 2 2 3 72
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 0 1 666
Heterogeneity and Aggregate Fluctuations 0 0 2 26 0 1 8 100
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 2 53 1 1 6 95
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 2 4 5 682
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 3 7 11 550
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 0 4 335
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 1 2 2 474
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 1 1 1 65
Likelihood inference in some finite mixture models 0 0 0 11 1 1 2 77
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 5 5 6 178
Local Identification of Nonparametric and Semiparametric Models 0 0 1 13 3 4 6 140
Local identification of nonparametric and semiparametric models 0 0 0 16 1 1 1 81
Local identification of nonparametric and semiparametric models 0 0 0 31 0 1 4 138
MCMC Confidence sets for Identified Sets 0 0 0 38 1 1 2 60
MCMC Confidence sets for Identified Sets 0 0 0 2 0 2 4 59
MCMC confidence sets for identified sets 0 0 0 3 1 1 3 45
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 3 6 8 112
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 4 5 5 36
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 3 4 4 57
Monte Carlo confidence sets for identified sets 0 0 0 0 2 2 4 38
Nonlinearity and Temporal Dependence 0 0 0 42 4 5 5 140
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 4 152
Nonlinearity and Temporal Dependence 0 0 0 34 2 3 4 134
Nonlinearity and Temporal Dependence 0 0 0 143 0 1 1 694
Nonparametric IV estimation of shape-invariant Engel curves 0 0 2 319 1 1 6 1,031
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 1 2 261
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 3 4 6 243
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 2 2 4 118
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 1 2 165
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 2 4 4 370
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 1 2 2 75
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 0 0 25
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 1 2 2 19
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 3 4 5 92
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 3 3 4 32
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 1 3 7 90
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 2 3 5 24
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 1 1 2 34
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 0 1 59
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 6 6 7 53
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 3 3 49
Overidentification in Regular Models 0 0 0 20 0 0 2 72
Overidentification in Regular Models 0 0 0 3 0 0 0 17
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 0 2 5 154
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 2 4 7 45
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 1 2 61
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 1 2 3 330
Principal components and the long run 0 0 0 49 2 3 4 126
Robust Identification of Investor Beliefs 0 0 0 13 2 2 4 61
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 2 2 4 348
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 1 3 4 347
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 30 1 2 6 114
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 1 3 73
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 5 6 9 123
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 2 5 122
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 1 1 1 76
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 4 6 8 65
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 3 3 3 51
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 1 1 33
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 3 4 6 57
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 1 3 6 21
Sieve inference on semi-nonparametric time series models 0 0 0 13 2 4 4 58
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 1 4 5 92
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 0 1 31
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 1 21 1 2 6 55
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 4 5 8 78
The Estimation of Conditional Densities 0 0 0 6 2 3 5 34
The estimation of conditional densities 0 0 0 7 0 0 2 36
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 1 1 3 144
Total Working Papers 0 0 17 6,912 165 263 459 22,139

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 1 1 1 58
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 1 3 108 7 9 15 300
A new semiparametric spatial model for panel time series 0 0 0 406 2 2 4 727
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 0 70
A reverse Gaussian correlation inequality by adding cones 1 1 1 16 1 2 2 45
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 0 2 53
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 1 1 9 0 2 7 59
An estimation of economic models with recursive preferences 0 0 0 12 3 4 5 71
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 12 3 3 10 129
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 3 5 8 304
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 46 0 1 4 133
Comment 0 0 0 0 0 0 0 19
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 1 103 1 3 5 322
Copula-based nonlinear quantile autoregression 0 0 0 53 2 2 3 221
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 13 16 32 1,463
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 0 0 2 221
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 2 84 0 2 9 251
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 1 2 53
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 1 2 3 111
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 2 267 2 3 9 710
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 21 0 0 2 97
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 2 29 0 3 11 184
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 2 2 4 344
Estimation of copula-based semiparametric time series models 0 0 0 128 2 5 8 381
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 0 1 150 12 13 19 419
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 0 3 68
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 1 2 5 127
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 2 3 7 80
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 2 2 4 19
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 1 4 8 32
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 2 2 4 82
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 4 7 9 387
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 2 4 5 21
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 1 40 1 2 7 122
Likelihood inference in some finite mixture models 0 0 0 5 2 2 5 63
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 5 5 6 117
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 6 192 2 2 13 429
Measurement Error Models with Auxiliary Data 0 1 4 122 1 4 13 458
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 0 15 0 3 4 70
Model check by kernel methods under weak moment conditions 0 0 0 5 0 0 0 39
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 1 2 4 74
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 1 2 9 1 2 5 61
Nonlinear Models of Measurement Errors 0 0 0 66 1 2 4 308
Nonlinearity and temporal dependence 0 1 1 65 0 1 3 246
Nonparametric Adaptive Learning with Feedback 0 0 3 63 0 1 8 164
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 2 2 14 0 2 2 93
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 1 1 5 70 4 6 10 218
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 28 1 3 5 104
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 2 2 5 22
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 31 2 5 14 155
Overidentification in Regular Models 0 0 1 5 0 0 2 92
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 4 290 1 5 17 744
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 0 2 5 71
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 1 2 5 60
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 1 2 6 667
Sieve M inference on irregular parameters 0 0 0 14 2 4 5 118
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 0 1 62
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 3 5 160
Sieve semiparametric two-step GMM under weak dependence 0 0 1 22 2 3 9 133
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 1 57 2 7 13 195
Total Journal Articles 2 10 50 3,543 103 177 388 12,606

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Large Sample Sieve Estimation of Semi-Nonparametric Models 2 7 17 1,048 9 22 61 2,634
Total Chapters 2 7 17 1,048 9 22 61 2,634

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Statistics updated 2025-12-06