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 1 1 185 0 1 1 445
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 1 1 4 398
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 1 3 127
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 1 1 2 41
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 0 188
An Estimation of Economic Models with Recursive 0 0 0 64 0 0 1 218
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 0 2 99
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 1 1 82
An Estimation of Economic Models with Recursive Preferences 0 0 1 68 0 1 5 233
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 0 0 54
An estimation of economic models with recursive preferences 0 0 0 30 0 0 0 67
An estimation of economic models with recursive preferences 0 0 0 2 1 1 2 55
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 0 0 2 109
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 1 1 1 13 1 3 5 59
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 2 41 0 1 4 160
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 0 80
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 2 67
Averaging of moment condition estimators 0 0 0 48 0 0 1 99
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 0 1 2 332
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 1 1 1 348
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 3 104
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 0 2 549
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 0 0 2 142
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 1 191 0 0 3 513
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 0 0 0 1,089
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 1 2 2 35
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 0 0 1 118
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 0 0 1 88
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 1 1 522 0 1 4 1,599
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 0 0 385
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 0 0 2 638
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 0 2 1,131
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 2 2 193
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 8 1 2 10 98
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 0 1 376
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 2 2 2 102
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 2 2 3 68
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 1 1 1 105
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 0 0 1 70
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 1 3 666
Heterogeneity and Aggregate Fluctuations 1 1 3 26 2 2 15 99
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 1 1 3 53 1 2 6 94
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 0 2 678
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 2 541
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 1 3 334
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 0 0 472
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 0 0 64
Likelihood inference in some finite mixture models 0 0 0 11 0 0 1 76
Local Identification of Nonparametric and Semiparametric Models 0 0 1 13 0 0 2 136
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 0 2 173
Local identification of nonparametric and semiparametric models 0 0 0 31 0 0 10 137
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 0 80
MCMC Confidence sets for Identified Sets 0 0 0 2 0 0 2 57
MCMC Confidence sets for Identified Sets 0 0 0 38 0 0 1 59
MCMC confidence sets for identified sets 0 0 0 3 0 0 1 43
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 0 1 2 105
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 0 0 31
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 0 0 53
Monte Carlo confidence sets for identified sets 0 0 0 0 0 0 4 36
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 131
Nonlinearity and Temporal Dependence 0 0 0 48 0 2 4 152
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 318 1 1 4 1,028
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 0 1 260
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 0 3 239
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 1 1 115
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 0 1 164
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 0 0 0 366
On rate optimality for ill-posed inverse problems in econometrics 0 0 1 13 0 0 1 73
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 0 0 0 17
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 0 0 1 88
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 0 1 29
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 0 2 21
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 1 1 4 87
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 1 1 1 33
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 0 2 58
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 0 1 2 47
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 0 0 46
Overidentification in Regular Models 0 0 0 3 0 0 2 17
Overidentification in Regular Models 0 0 0 20 0 1 4 72
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 0 0 1 149
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 0 1 4 41
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 0 2 60
Principal Components and Long Run Implications of Multivariate Diffusions 0 1 1 131 0 1 2 328
Principal components and the long run 0 0 0 49 0 0 1 123
Robust Identification of Investor Beliefs 0 0 0 13 1 1 4 59
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 0 0 3 346
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 1 1 1 344
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 30 1 1 5 112
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 0 3 71
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 2 2 5 117
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 1 3 119
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 0 0 75
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 0 0 2 59
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 0 2 52
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 1 2 3 17
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 0 0 32
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 0 0 0 48
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 54
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 1 1 1 21 1 2 3 52
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 0 3 88
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 1 1 31
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 1 1 4 73
The Estimation of Conditional Densities 0 0 0 6 0 1 2 31
The estimation of conditional densities 0 0 0 7 0 0 3 36
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 1 1 1 70 1 1 3 143
Total Working Papers 5 8 20 6,910 28 58 238 21,846

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 0 57
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 5 107 2 3 12 291
A new semiparametric spatial model for panel time series 0 0 0 406 0 1 5 724
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 1 70
A reverse Gaussian correlation inequality by adding cones 0 0 1 15 0 0 1 43
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 1 1 2 53
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 0 8 2 2 3 55
An estimation of economic models with recursive preferences 0 0 0 12 0 0 1 67
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 2 12 2 2 9 126
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 1 1 1 61 1 2 2 298
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 46 1 2 4 132
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 1 3 319
Copula-based nonlinear quantile autoregression 0 0 0 53 0 0 2 219
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 4 7 18 1,445
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 0 0 2 220
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 1 1 2 84 2 3 7 247
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 0 1 52
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 0 0 2 109
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 1 1 2 267 1 3 8 706
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 1 21 1 1 6 97
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 28 1 3 7 180
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 0 1 3 342
Estimation of copula-based semiparametric time series models 0 0 1 128 0 0 3 375
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 0 5 149 0 1 14 404
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 1 1 1 66
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 0 2 3 125
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 0 0 3 76
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 0 1 9 28
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 1 0 0 3 16
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 2 80
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 0 0 3 380
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 1 1 1 1 3 17
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 3 40 0 2 8 120
Likelihood inference in some finite mixture models 0 0 0 5 1 3 4 61
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 0 0 2 112
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 2 6 190 1 3 12 423
Measurement Error Models with Auxiliary Data 0 0 3 121 2 2 9 454
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 3 15 1 1 4 67
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 1 7 0 0 3 72
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 1 1 1 8 1 2 4 59
Nonlinear Models of Measurement Errors 0 0 0 66 1 2 3 306
Nonlinearity and temporal dependence 0 0 0 64 1 1 2 245
Nonparametric Adaptive Learning with Feedback 0 1 3 63 1 3 6 162
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 12 0 0 0 91
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 4 69 0 0 7 212
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 27 0 1 2 100
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 2 2 19
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 2 31 5 6 12 149
Overidentification in Regular Models 0 0 1 5 0 0 4 92
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 5 289 1 2 16 739
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 1 3 3 69
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 1 1 6 57
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 1 1 9 665
Sieve M inference on irregular parameters 0 0 0 14 0 1 5 114
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 0 2 62
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 3 36 0 2 7 157
Sieve semiparametric two-step GMM under weak dependence 0 0 2 22 2 2 14 130
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 2 57 2 4 9 188
Total Journal Articles 5 7 67 3,528 43 83 298 12,402

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 1 1 12 1,040 3 9 47 2,608
Total Chapters 1 1 12 1,040 3 9 47 2,608

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Statistics updated 2025-08-05