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 1 1 4 431
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 106 0 0 2 384
A practical asymptotic variance estimator for two-step semiparametric estimators 0 1 4 44 1 2 7 105
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 1 1 1 1 7 23
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 1 2 3 168
An Estimation of Economic Models with Recursive 0 0 1 61 0 1 3 203
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 1 7 70
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 1 3 66
An Estimation of Economic Models with Recursive Preferences 0 0 0 59 1 2 8 177
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 1 9 29
An estimation of economic models with recursive preferences 0 0 0 2 0 1 6 41
An estimation of economic models with recursive preferences 0 0 1 11 2 4 7 30
An estimation of economic models with recursive preferences 0 0 0 30 0 2 9 49
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 2 28 0 0 6 80
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 11 0 0 3 41
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 0 34 0 0 3 125
Asymptotic efficiency of semiparametric two-step GMM 0 0 2 9 0 0 4 44
Asymptotic efficiency of semiparametric two-step GMM 0 0 1 43 1 3 8 61
Averaging of moment condition estimators 0 0 1 47 0 0 3 69
Copula-Based Nonlinear Quantile Autoregression 0 1 1 125 0 1 7 263
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 1 7 327
Copula-based nonlinear quantile autoregression 0 0 0 56 0 0 2 85
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 187 0 0 3 537
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 183 1 2 7 487
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 1 1 35 0 1 4 116
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 1 440 2 3 9 1,048
Efficient estimation of copula-based semiparametric Markov models 0 0 1 20 2 2 5 25
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 23 1 1 2 97
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 13 1 1 2 62
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 1 3 504 2 3 15 1,508
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 115 0 0 1 374
Estimation of Copula-Based Semiparametric Time Series Models 0 1 1 218 3 5 14 602
Estimation of Copula-Based Semiparametric Time Series Models 0 0 2 442 1 2 6 1,094
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 44 0 1 7 165
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 6 0 0 1 67
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 1 1 118 0 1 4 357
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 24 0 1 7 87
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 5 1 3 14 41
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 1 16 0 0 3 92
Estimation of semiparametric models when the criterion function is not smooth 0 1 1 145 0 3 6 600
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 2 0 3 8 45
Evaluating Density Forecasts via the Copula Approach 0 0 1 320 0 1 3 646
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 1 5 49 0 2 11 67
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 118 1 3 8 642
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 1 3 214 0 1 7 503
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 80 1 2 5 305
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 2 130 1 2 7 452
Likelihood Inference in Some Finite Mixture Models 0 0 1 27 0 0 1 51
Likelihood inference in some finite mixture models 0 0 0 11 0 0 3 64
Local Identification of Nonparametric and Semiparametric Models 0 0 0 48 0 0 3 162
Local Identification of Nonparametric and Semiparametric Models 0 0 1 12 0 0 6 116
Local identification of nonparametric and semiparametric models 0 0 1 16 0 0 5 65
Local identification of nonparametric and semiparametric models 0 0 0 30 1 2 5 96
MCMC Confidence sets for Identified Sets 0 0 0 1 2 3 9 33
MCMC Confidence sets for Identified Sets 0 0 0 38 0 1 6 29
MCMC confidence sets for identified sets 0 0 0 2 1 2 4 21
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 3 88 1 1 10 65
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 2 3 8 14
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 3 3 12 31
Monte Carlo confidence sets for identified sets 0 0 0 0 1 2 6 10
Nonlinearity and Temporal Dependence 0 0 0 143 1 1 5 679
Nonlinearity and Temporal Dependence 0 0 0 47 2 4 8 135
Nonlinearity and Temporal Dependence 0 0 1 33 1 2 9 109
Nonlinearity and Temporal Dependence 0 0 0 41 1 1 5 120
Nonparametric IV estimation of shape-invariant Engel curves 0 1 2 312 0 4 9 995
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 85 1 1 2 241
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 61 0 0 2 219
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 40 0 3 6 106
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 1 41 0 0 1 149
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 130 0 0 2 345
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 12 0 0 0 61
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 0 3 7
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 0 2 4
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 1 14 0 1 6 42
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 20 0 0 0 20
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 1 1 2 0 1 4 5
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 25 1 2 6 60
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 1 1 8 1 1 6 14
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 0 1 2 6 23
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 1 1 2 5 22
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 3 0 0 2 34
Overidentification in Regular Models 0 0 1 20 0 1 5 53
Overidentification in Regular Models 0 0 2 3 0 0 3 6
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 63 1 1 8 113
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 2 13 13 2 5 12 12
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 6 1 1 6 29
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 127 1 1 2 303
Principal components and the long run 0 0 0 46 0 0 2 103
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 101 0 1 1 312
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 95 1 3 7 302
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 27 0 0 1 91
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 11 0 0 0 55
Sensitivity Analysis in Semiparametric Likelihood Models 0 1 3 38 0 2 5 85
Sieve Inference on Semi-nonparametric Time Series Models 0 0 1 32 1 1 5 84
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 1 2 35 0 2 9 58
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 12 1 2 4 35
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 1 1 1 17
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 1 1 0 2 3 5
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 1 1 25 1 2 3 40
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 4 2 3 3 25
Sieve inference on semi-nonparametric time series models 0 0 0 13 1 2 3 46
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 1 1 1 32 2 5 15 47
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 19 0 0 5 32
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 15 0 0 4 17
Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates 0 0 0 48 0 2 9 128
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates 0 0 0 3 0 1 5 42
The Estimation of Conditional Densities 0 0 0 2 0 0 1 12
The estimation of conditional densities 0 0 0 5 1 1 3 16
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 66 0 0 2 128
Total Working Papers 1 18 78 6,634 63 148 571 19,233

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 1 14 0 0 3 50
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 5 63 0 3 13 179
A new semiparametric spatial model for panel time series 0 1 4 387 2 3 7 667
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 1 5 63
A reverse Gaussian correlation inequality by adding cones 0 0 4 8 0 0 6 27
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 5 2 2 8 35
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 0 5 0 0 2 34
An estimation of economic models with recursive preferences 0 0 0 5 0 1 4 38
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 4 0 0 11 69
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 60 0 0 1 275
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 1 4 40 1 2 7 108
Comment 0 0 0 0 1 1 2 7
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 1 96 1 2 5 293
Copula-based nonlinear quantile autoregression 0 0 1 52 3 4 10 206
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 6 448 3 8 29 1,302
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 1 88 0 1 5 193
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 2 4 42 2 11 14 132
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 11 0 0 0 43
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 1 1 19 0 1 2 95
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 3 13 210 5 11 38 553
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 19 0 0 3 77
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 1 2 22 1 4 12 133
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 2 2 5 51 2 5 17 294
Estimation of copula-based semiparametric time series models 2 2 14 76 5 8 40 228
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 1 3 62 1 3 10 175
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 1 1 5 0 1 2 36
Flexible Estimation of Treatment Effect Parameters 0 0 0 27 0 1 6 99
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 16 0 1 6 56
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 0 1 1 3 6
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 0 1 1 4 6
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 3 72
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 1 111 0 2 7 344
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 0 0 0 0 0
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 2 30 1 1 5 90
Likelihood inference in some finite mixture models 0 0 0 4 0 1 3 41
Local Identification of Nonparametric and Semiparametric Models 0 0 2 16 0 1 12 83
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 3 8 137 2 10 29 312
Measurement Error Models with Auxiliary Data 0 0 1 113 0 1 7 413
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 1 5 1 1 10 31
Model check by kernel methods under weak moment conditions 0 0 0 5 1 1 2 33
Monte Carlo Confidence Sets for Identified Sets 0 1 3 3 2 6 21 21
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 1 3 6 0 2 5 33
Nonlinear Models of Measurement Errors 0 0 1 63 0 2 12 268
Nonlinearity and temporal dependence 0 0 0 49 1 1 9 177
Nonparametric Adaptive Learning with Feedback 0 0 1 53 1 1 3 137
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 11 0 1 5 78
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 1 4 55 0 2 7 176
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 0 25 0 0 1 83
Optimal sup†norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 1 1 1 0 1 1 3
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 1 0 1 4 48
Overidentification in Regular Models 0 1 2 2 1 6 23 23
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 4 267 1 5 16 661
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 3 3 2 5 16 16
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 1 5 0 2 8 40
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 3 20 36 486
Sieve M inference on irregular parameters 1 1 3 10 5 5 17 68
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 1 2 2 3 10 33
Sieve inference on possibly misspecified semi-nonparametric time series models 2 2 5 16 4 6 14 86
Sieve semiparametric two-step GMM under weak dependence 0 1 2 3 0 2 7 47
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 1 9 1 1 6 50
Total Journal Articles 8 28 121 2,849 59 167 574 9,432

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 1 4 18 803 6 18 77 1,981
Total Chapters 1 4 18 803 6 18 77 1,981

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Statistics updated 2019-09-09