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 3 4 10 454
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 4 11 17 414
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 4 5 16 142
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 4 4 15 55
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 1 2 6 194
An Estimation of Economic Models with Recursive 0 1 1 65 1 3 8 226
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 3 11 92
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 3 6 16 248
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 2 3 15 114
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 2 5 59
An estimation of economic models with recursive preferences 0 0 0 12 2 3 7 73
An estimation of economic models with recursive preferences 0 0 0 30 0 1 10 77
An estimation of economic models with recursive preferences 0 0 0 2 2 4 13 67
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 3 3 18 127
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 1 1 6 62
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 1 42 3 3 14 173
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 2 2 14 81
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 4 5 10 90
Averaging of moment condition estimators 0 0 0 48 1 4 22 121
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 2 6 17 348
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 3 4 13 360
Copula-based nonlinear quantile autoregression 0 0 0 58 2 2 11 114
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 1 5 554
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 191 2 4 13 526
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 1 5 17 159
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 3 7 22 1,111
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 1 1 8 41
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 3 3 30 148
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 1 4 17 105
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 1 522 1 1 15 1,613
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 1 2 9 394
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 0 7 18 656
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 3 9 1,140
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 1 1 8 199
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 0 3 15 111
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 5 5 21 397
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 2 10 110
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 3 6 16 82
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 1 2 6 110
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 2 3 9 635
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 2 2 9 79
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 0 4 669
Heterogeneity and Aggregate Fluctuations 0 0 1 26 3 13 21 118
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 1 53 0 2 10 102
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 2 3 11 689
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 3 3 19 559
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 3 4 14 347
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 2 4 16 488
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 3 3 8 72
Likelihood inference in some finite mixture models 0 0 0 11 4 4 10 86
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 3 3 13 149
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 3 6 18 191
Local identification of nonparametric and semiparametric models 0 0 0 31 1 3 8 145
Local identification of nonparametric and semiparametric models 0 0 0 16 1 3 41 121
MCMC Confidence sets for Identified Sets 0 0 0 38 3 4 8 67
MCMC Confidence sets for Identified Sets 0 0 0 2 0 2 8 65
MCMC confidence sets for identified sets 0 0 0 3 1 2 10 53
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 4 6 20 124
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 4 14 45
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 4 6 12 65
Monte Carlo confidence sets for identified sets 0 0 0 0 0 1 6 42
Nonlinearity and Temporal Dependence 0 0 0 143 1 2 9 702
Nonlinearity and Temporal Dependence 0 0 0 34 2 5 14 145
Nonlinearity and Temporal Dependence 0 0 0 42 2 3 11 146
Nonlinearity and Temporal Dependence 0 0 0 48 2 4 18 168
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 1 4 16 1,043
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 4 6 17 277
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 4 7 15 254
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 1 1 10 124
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 1 6 170
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 5 17 383
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 3 4 8 81
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 3 4 9 34
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 1 2 5 22
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 2 4 12 100
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 1 9 38
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 2 3 9 95
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 4 5 13 34
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 3 5 11 43
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 1 1 11 69
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 2 2 14 60
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 1 4 11 57
Overidentification in Regular Models 0 0 0 20 4 7 17 88
Overidentification in Regular Models 0 0 0 3 2 3 6 23
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 2 3 21 170
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 2 4 13 53
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 3 3 6 66
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 2 3 10 337
Principal components and the long run 0 0 0 49 1 1 13 136
Robust Identification of Investor Beliefs 0 0 0 13 3 7 12 70
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 3 7 21 367
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 1 31 2 4 15 126
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 2 4 14 357
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 1 2 12 83
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 4 7 21 136
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 2 3 13 131
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 3 3 12 87
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 3 12 71
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 2 3 11 26
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 7 32 84
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 2 9 29 77
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 1 1 5 37
Sieve inference on semi-nonparametric time series models 0 0 0 13 4 5 15 69
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 2 3 6 36
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 5 12 100
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 1 21 3 5 18 68
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 3 3 21 93
The Estimation of Conditional Densities 0 0 0 6 1 2 13 43
The estimation of conditional densities 0 0 0 7 2 2 6 42
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 1 1 2 71 2 2 4 146
Total Working Papers 2 3 14 6,916 217 403 1,437 23,225

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 5 62
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 1 5 21 309
A new semiparametric spatial model for panel time series 0 0 0 406 0 0 7 730
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 2 2 5 75
A reverse Gaussian correlation inequality by adding cones 0 0 1 16 2 3 7 50
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 4 5 21 73
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 9 4 5 15 68
An estimation of economic models with recursive preferences 0 0 0 12 3 7 14 81
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 3 6 18 142
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 1 2 19 315
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 1 6 14 144
Comment 0 0 0 0 3 3 5 24
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 0 103 2 4 12 330
Copula-based nonlinear quantile autoregression 0 0 0 53 2 3 10 229
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 6 14 46 1,484
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 3 6 12 232
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 1 84 5 8 20 264
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 6 10 14 66
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 1 2 23 132
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 1 267 3 4 11 714
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 21 2 3 9 105
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 29 2 3 12 189
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 2 6 11 352
Estimation of copula-based semiparametric time series models 0 0 0 128 5 6 17 392
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 2 4 153 4 7 73 476
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 0 9 74
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 1 3 13 136
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 2 6 27 103
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 0 8 24
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 2 0 2 11 38
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 1 3 9 88
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 2 5 16 396
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 3 3 10 26
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 0 40 1 4 15 133
Likelihood inference in some finite mixture models 0 0 0 5 1 2 8 66
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 1 2 12 124
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 5 193 1 3 21 441
Measurement Error Models with Auxiliary Data 1 2 5 126 2 4 21 473
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 2 17 2 9 19 85
Model check by kernel methods under weak moment conditions 0 0 0 5 3 3 4 43
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 2 6 13 85
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 2 9 2 4 12 69
Nonlinear Models of Measurement Errors 0 0 0 66 0 1 9 313
Nonlinearity and temporal dependence 0 0 1 65 2 4 17 261
Nonparametric Adaptive Learning with Feedback 0 0 2 64 2 2 11 170
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 2 3 9 100
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 1 70 0 3 12 224
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 1 1 2 29 1 2 14 113
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 1 2 10 27
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 1 1 1 32 5 10 28 171
Overidentification in Regular Models 0 0 0 5 2 5 8 100
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 1 290 2 11 24 761
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 4 6 13 79
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 6 6 14 70
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 2 8 22 686
Sieve M inference on irregular parameters 0 0 1 15 1 1 15 128
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 5 8 11 73
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 1 5 12 167
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 9 13 26 154
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 57 5 6 24 208
Total Journal Articles 3 6 39 3,560 142 276 928 13,247

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 2 8 21 1,060 15 30 97 2,696
Total Chapters 2 8 21 1,060 15 30 97 2,696

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