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 1 5 11 455
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 4 17 414
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 4 16 142
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 0 4 15 55
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 2 6 194
An Estimation of Economic Models with Recursive 0 1 1 65 0 2 8 226
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 2 11 92
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 1 5 16 249
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 2 15 114
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 1 2 6 60
An estimation of economic models with recursive preferences 0 0 0 12 0 2 7 73
An estimation of economic models with recursive preferences 0 0 0 30 0 0 10 77
An estimation of economic models with recursive preferences 0 0 0 2 0 3 13 67
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 1 4 19 128
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 0 1 6 62
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 1 1 42 2 5 15 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 5 10 90
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 3 5 17 84
Averaging of moment condition estimators 0 0 0 48 0 3 22 121
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 0 3 17 348
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 4 13 360
Copula-based nonlinear quantile autoregression 0 0 0 58 0 2 10 114
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 37 3 7 20 162
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 191 0 3 13 526
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 1 6 23 1,112
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 1 7 41
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 0 3 17 105
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 0 3 30 148
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 0 522 2 3 16 1,615
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 1 9 394
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 2 3 11 1,142
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 2 7 20 658
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 1 8 199
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 1 4 16 112
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 1 6 22 398
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 2 11 111
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 1 5 17 83
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 2 6 110
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 0 2 9 79
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 1 3 10 636
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 2 2 5 671
Heterogeneity and Aggregate Fluctuations 0 0 1 26 1 5 22 119
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 1 1 2 54 1 2 11 103
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 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 1 4 20 560
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 4 14 347
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 1 5 17 489
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 3 8 72
Likelihood inference in some finite mixture models 0 0 0 11 1 5 11 87
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 1 4 14 150
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 4 18 191
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 9 146
Local identification of nonparametric and semiparametric models 0 0 0 16 0 2 41 121
MCMC Confidence sets for Identified Sets 0 0 0 2 0 2 8 65
MCMC Confidence sets for Identified Sets 0 0 0 38 2 6 10 69
MCMC confidence sets for identified sets 0 0 0 3 0 2 10 53
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 1 5 21 125
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 1 14 45
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 4 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 10 703
Nonlinearity and Temporal Dependence 0 0 0 42 0 2 11 146
Nonlinearity and Temporal Dependence 0 0 0 48 1 3 18 169
Nonlinearity and Temporal Dependence 0 0 0 34 0 2 14 145
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 1 4 17 1,044
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 6 17 277
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 1 7 16 255
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 1 2 10 125
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 1 6 170
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 0 4 17 383
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 4 8 81
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 1 5 10 35
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 1 5 22
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 0 2 12 100
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 0 9 38
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 4 13 34
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 1 4 10 96
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 0 4 11 43
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 1 2 12 70
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 0 2 14 60
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 3 11 57
Overidentification in Regular Models 0 0 0 3 1 3 7 24
Overidentification in Regular Models 0 0 0 20 0 4 16 88
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 4 6 25 174
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 0 4 12 53
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 5 8 11 71
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 0 3 10 337
Principal components and the long run 0 0 0 49 0 1 13 136
Robust Identification of Investor Beliefs 0 0 0 13 1 6 13 71
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 0 5 21 367
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 0 3 14 357
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 1 31 0 3 15 126
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 0 2 12 83
Sensitivity Analysis in Semiparametric Likelihood Models 1 1 1 43 1 6 22 137
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 2 4 15 133
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 1 4 13 88
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 0 2 12 71
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 1 3 12 27
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 1 5 37
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 1 7 30 78
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 4 32 84
Sieve inference on semi-nonparametric time series models 0 0 0 13 1 6 16 70
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 2 12 100
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 3 6 36
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 1 21 1 5 18 69
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 3 21 93
The Estimation of Conditional Densities 0 0 0 6 0 2 13 43
The estimation of conditional densities 0 0 0 7 1 3 7 43
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 1 2 71 1 3 5 147
Total Working Papers 2 5 15 6,918 65 368 1,491 23,290

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 1 5 62
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 1 2 21 310
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 1 3 6 76
A reverse Gaussian correlation inequality by adding cones 0 0 1 16 1 4 8 51
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 4 21 73
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 1 9 0 5 15 68
An estimation of economic models with recursive preferences 0 0 0 12 1 5 15 82
Asymptotic Efficiency of Semiparametric Two-step GMM 1 1 1 13 3 9 21 145
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 0 2 19 315
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 1 47 1 6 15 145
Comment 0 0 0 0 1 4 6 25
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 0 0 0 103 1 4 13 331
Copula-based nonlinear quantile autoregression 0 0 0 53 0 2 10 229
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 1 11 46 1,485
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 1 5 13 233
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 1 84 1 7 21 265
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 6 14 66
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 2 4 25 134
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 1 267 1 4 10 715
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 21 1 3 10 106
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 29 3 6 15 192
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 0 2 10 352
Estimation of copula-based semiparametric time series models 2 2 2 130 2 7 19 394
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 1 4 153 0 6 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 2 13 137
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 1 6 28 104
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 1 1 1 3 1 3 11 39
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 1 1 9 25
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 8 88
Land of addicts? an empirical investigation of habit-based asset pricing models 1 1 1 118 1 4 17 397
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 1 4 11 27
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 1 1 1 41 2 4 16 135
Likelihood inference in some finite mixture models 0 0 0 5 0 1 6 66
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 1 3 13 125
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 6 194 1 3 21 442
Measurement Error Models with Auxiliary Data 0 2 5 126 0 3 21 473
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 2 17 2 7 21 87
Model check by kernel methods under weak moment conditions 0 0 0 5 0 3 4 43
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 1 3 14 86
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 2 9 1 4 13 70
Nonlinear Models of Measurement Errors 0 0 0 66 1 1 10 314
Nonlinearity and temporal dependence 0 0 1 65 1 4 18 262
Nonparametric Adaptive Learning with Feedback 0 0 1 64 1 3 11 171
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 0 3 9 100
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 1 70 0 1 12 224
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 1 2 29 0 2 14 113
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 1 2 9 28
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 1 1 32 1 8 28 172
Overidentification in Regular Models 0 0 0 5 0 5 8 100
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 1 290 0 3 23 761
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 1 6 14 80
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 0 6 14 70
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 0 4 22 686
Sieve M inference on irregular parameters 0 0 1 15 1 2 15 129
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 7 11 73
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 3 11 167
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 4 16 30 158
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 57 2 8 24 210
Total Journal Articles 7 12 45 3,567 49 248 956 13,296

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 4 10 25 1,064 11 36 105 2,707
Total Chapters 4 10 25 1,064 11 36 105 2,707

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