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 2 2 12 457
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 1 18 416
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 1 2 15 144
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 1 9 227
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 1 3 21 254
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 1 11 93
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 1 16 117
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 1 7 61
An estimation of economic models with recursive preferences 0 0 0 30 0 1 11 78
An estimation of economic models with recursive preferences 0 0 0 2 1 1 12 68
An estimation of economic models with recursive preferences 0 0 0 12 0 2 10 76
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 4 22 132
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 13 1 2 5 64
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 42 0 0 14 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 1 11 91
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 15 84
Averaging of moment condition estimators 0 0 0 48 1 1 23 122
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 1 1 13 361
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 1 3 18 351
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 9 115
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 1 1 6 555
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 0 2 22 164
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 191 1 2 14 528
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 0 1 23 1,113
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 2 8 43
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 0 1 18 106
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 0 1 30 150
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 0 522 1 2 17 1,617
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 0 8 394
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 1 1 20 659
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 0 10 1,142
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 9 1 1 14 113
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 1 2 8 201
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 2 11 113
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 0 20 398
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 0 0 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 1 12 638
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 0 5 671
Heterogeneity and Aggregate Fluctuations 0 0 0 26 0 3 22 122
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 1 54 0 1 10 104
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 1 12 691
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 1 1 19 563
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 1 1 13 348
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 1 19 491
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 2 10 74
Likelihood inference in some finite mixture models 0 0 0 11 0 0 11 87
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 1 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 1 16 152
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 11 148
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 2 10 67
MCMC Confidence sets for Identified Sets 0 0 0 38 1 2 13 72
MCMC confidence sets for identified sets 0 0 0 3 0 1 10 54
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 0 1 20 126
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 0 13 45
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 1 14 67
Monte Carlo confidence sets for identified sets 0 0 0 0 0 1 8 44
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 12 147
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 18 170
Nonlinearity and Temporal Dependence 0 0 0 143 0 8 18 711
Nonlinearity and Temporal Dependence 0 0 0 34 1 1 15 146
Nonparametric IV estimation of shape-invariant Engel curves 0 0 0 319 0 1 16 1,046
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 1 19 279
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 1 17 256
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 1 1 42 0 2 11 127
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 3 11 175
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 2 19 385
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 1 9 82
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 2 12 37
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 1 7 24
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 1 1 1 23 1 1 13 101
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 1 10 39
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 3 16 37
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 0 1 10 97
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 0 11 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 1 9 26
Overidentification in Regular Models 0 0 0 20 1 2 19 91
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 1 1 73 0 1 24 176
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 3 6 18 59
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 2 13 73
Principal Components and Long Run Implications of Multivariate Diffusions 1 1 1 132 1 1 9 338
Principal components and the long run 0 0 0 49 0 0 14 137
Robust Identification of Investor Beliefs 0 0 0 13 0 1 20 79
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 0 2 23 369
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 1 1 15 359
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 1 31 0 1 16 128
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 1 12 84
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 1 43 0 0 20 137
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 0 14 134
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 0 13 88
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 1 14 73
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 1 32 85
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 1 6 38
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 0 1 31 79
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 0 9 27
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 16 70
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 0 13 101
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 21 0 1 17 70
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 0 20 94
The Estimation of Conditional Densities 0 0 0 6 0 0 12 43
The estimation of conditional densities 0 0 0 7 1 1 8 44
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 1 1 2 72 1 1 6 149
Total Working Papers 3 5 11 6,923 35 125 1,565 23,457

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 0 1 2 109 0 4 24 315
A new semiparametric spatial model for panel time series 0 0 0 406 0 0 5 730
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 1 7 77
A reverse Gaussian correlation inequality by adding cones 0 0 1 16 0 1 9 52
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 0 23 76
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 9 0 0 12 69
An estimation of economic models with recursive preferences 0 0 0 12 1 4 20 87
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 13 2 3 22 148
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 61 2 3 19 318
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 1 1 2 48 1 2 15 147
Comment 0 0 0 0 0 0 6 25
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 0 103 1 2 15 334
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 1 4 45 1,492
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 1 3 16 237
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 84 1 2 18 267
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 1 16 68
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 0 2 27 136
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 1 268 1 3 15 723
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 1 22 0 2 12 109
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 29 1 1 13 194
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 1 1 11 353
Estimation of copula-based semiparametric time series models 0 0 3 131 0 1 20 396
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 2 5 155 0 3 73 479
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 1 7 75
Flexible Estimation of Treatment Effect Parameters 0 1 1 29 0 2 14 139
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 0 2 30 107
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 3 5 0 0 12 41
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 0 8 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 2 119 0 3 20 400
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 0 1 11 28
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 2 42 0 1 16 137
Likelihood inference in some finite mixture models 0 0 0 5 1 2 7 68
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 0 13 125
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 2 194 1 2 19 446
Measurement Error Models with Auxiliary Data 1 1 5 127 2 7 25 480
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 2 17 0 2 20 89
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 1 2 17 89
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 1 9 0 1 12 71
Nonlinear Models of Measurement Errors 0 2 2 68 0 4 12 318
Nonlinearity and temporal dependence 0 0 0 65 0 1 17 263
Nonparametric Adaptive Learning with Feedback 0 0 1 64 0 1 10 173
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 1 14 0 1 9 101
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 1 70 0 0 13 225
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 29 1 1 13 114
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 1 9 29
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 1 32 1 1 23 173
Overidentification in Regular Models 0 0 0 5 0 1 9 101
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 2 291 0 2 22 763
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 1 2 13 82
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 0 2 13 72
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 0 2 22 688
Sieve M inference on irregular parameters 0 0 2 16 0 0 16 130
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 1 12 74
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 1 11 169
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 0 0 29 159
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 57 1 3 26 215
Total Journal Articles 2 10 48 3,584 22 93 980 13,423

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 5 11 32 1,076 9 32 133 2,753
Total Chapters 5 11 32 1,076 9 32 133 2,753

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