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 0 184 0 0 1 444
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 0 1 394
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 1 47 0 0 3 124
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 1 2 0 0 3 39
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 4 187
An Estimation of Economic Models with Recursive 0 0 0 64 0 1 2 217
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 1 4 97
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 1 81
An Estimation of Economic Models with Recursive Preferences 0 2 4 67 1 4 11 227
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 0 2 54
An estimation of economic models with recursive preferences 0 0 0 2 0 0 2 53
An estimation of economic models with recursive preferences 0 0 0 30 0 0 2 67
An estimation of economic models with recursive preferences 0 1 1 12 0 2 6 63
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 0 2 107
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 12 0 0 1 54
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 39 0 2 7 155
Asymptotic efficiency of semiparametric two-step GMM 0 1 1 44 0 1 3 80
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 2 65
Averaging of moment condition estimators 0 0 0 48 0 0 2 98
Copula-Based Nonlinear Quantile Autoregression 0 0 1 128 0 0 3 330
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 1 2 347
Copula-based nonlinear quantile autoregression 0 0 0 58 0 0 1 101
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 0 1 547
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 1 190 0 0 4 509
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 0 0 5 140
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 2 445 0 1 4 1,088
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 0 1 33
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 1 15 0 0 7 87
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 1 25 0 0 2 117
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 3 521 1 2 10 1,592
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 0 1 385
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 2 5 1,129
Estimation of Copula-Based Semiparametric Time Series Models 0 0 1 227 0 1 4 636
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 48 0 1 5 191
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 8 0 0 1 88
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 0 0 1 100
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 0 1 375
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 1 2 8 1 2 6 65
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 0 2 104
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 0 1 2 69
Estimation of semiparametric models when the criterion function is not smooth 0 1 1 153 0 1 5 623
Evaluating Density Forecasts via the Copula Approach 0 0 1 322 0 0 4 663
Heterogeneity and Aggregate Fluctuations 1 2 3 22 4 11 18 80
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 0 50 0 0 2 88
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 1 2 676
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 0 0 3 539
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 0 1 331
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 0 1 472
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 0 2 64
Likelihood inference in some finite mixture models 0 0 0 11 0 0 1 75
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 1 1 2 133
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 0 2 171
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 4 125
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 1 80
MCMC Confidence sets for Identified Sets 0 0 0 38 0 0 1 58
MCMC Confidence sets for Identified Sets 0 0 0 2 0 0 1 55
MCMC confidence sets for identified sets 0 0 0 3 0 0 2 42
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 1 3 101 0 1 5 103
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 0 1 31
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 0 1 52
Monte Carlo confidence sets for identified sets 0 0 0 0 0 0 3 32
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 0 134
Nonlinearity and Temporal Dependence 0 0 0 48 0 0 0 148
Nonlinearity and Temporal Dependence 0 0 0 34 0 0 1 130
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 1 693
Nonparametric IV estimation of shape-invariant Engel curves 0 0 2 317 0 0 4 1,024
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 0 2 259
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 0 2 236
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 0 1 114
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 0 1 163
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 1 1 138 0 1 4 366
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 12 1 2 3 71
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 0 5 25
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 0 1 17
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 0 0 2 87
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 0 2 28
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 0 1 19
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 1 1 4 80
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 0 0 2 32
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 0 3 56
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 1 1 4 45
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 0 2 46
Overidentification in Regular Models 0 0 0 3 0 0 1 15
Overidentification in Regular Models 0 0 0 20 0 0 2 68
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 1 72 0 0 1 148
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 0 0 1 37
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 1 12 0 0 2 58
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 130 0 0 1 326
Principal components and the long run 0 0 0 49 0 0 0 121
Robust Identification of Investor Beliefs 0 0 0 13 1 1 5 55
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 2 2 5 342
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 30 0 0 1 107
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 100 0 0 2 341
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 1 1 1 14 1 1 2 68
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 1 2 4 112
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 0 4 116
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 1 3 75
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 14 0 0 5 57
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 0 1 14
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 0 1 32
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 1 1 2 48
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 0 2 50
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 1 54
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 20 0 0 4 48
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 0 1 30
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 0 1 84
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 2 69
The Estimation of Conditional Densities 0 0 0 6 0 0 3 29
The estimation of conditional densities 0 0 1 7 0 2 4 33
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 0 69 0 1 4 140
Total Working Papers 2 11 37 6,887 18 55 299 21,582


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 1 57
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 4 102 3 4 18 278
A new semiparametric spatial model for panel time series 0 1 1 406 1 3 6 719
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 0 69
A reverse Gaussian correlation inequality by adding cones 0 0 0 14 0 0 2 42
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 0 1 51
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 0 8 1 1 3 52
An estimation of economic models with recursive preferences 0 2 2 11 0 3 4 65
Asymptotic Efficiency of Semiparametric Two-step GMM 0 2 3 9 0 3 7 114
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 1 1 4 296
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 0 0 44 1 1 2 127
Comment 0 0 0 0 0 0 0 19
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 1 1 1 102 1 2 2 316
Copula-based nonlinear quantile autoregression 0 0 0 53 0 0 1 217
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 3 5 22 1,421
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 1 90 0 1 4 217
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 1 4 79 0 4 17 236
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 0 1 51
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 0 1 1 107
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 2 3 8 265 3 7 24 698
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 20 0 1 4 91
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 27 0 0 3 171
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 2 4 12 336
Estimation of copula-based semiparametric time series models 1 1 3 127 1 1 14 371
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 2 5 17 142 4 11 35 387
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 2 10 0 0 3 65
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 0 0 1 122
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 0 0 2 73
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 0 0 0 0 13
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 1 4 18
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 0 0 78
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 0 2 5 377
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 0 0 1 3 14
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 0 37 0 0 1 112
Likelihood inference in some finite mixture models 0 0 0 5 0 0 3 57
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 3 110
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 2 17 182 2 5 27 409
Measurement Error Models with Auxiliary Data 0 1 3 118 0 1 8 444
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 1 4 12 0 1 9 63
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 0 6 0 0 2 69
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 0 7 0 0 5 55
Nonlinear Models of Measurement Errors 0 0 1 66 0 0 4 302
Nonlinearity and temporal dependence 0 0 1 64 0 1 5 243
Nonparametric Adaptive Learning with Feedback 2 2 2 60 2 2 4 156
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 1 1 12 0 2 4 91
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 0 1 65 2 3 5 205
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 0 26 0 0 3 98
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 0 3 16
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 1 3 8 29 3 7 18 135
Overidentification in Regular Models 0 0 0 4 0 0 2 88
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 1 1 4 283 1 3 14 721
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 0 0 1 66
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 0 0 1 51
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 0 5 17 655
Sieve M inference on irregular parameters 0 0 0 14 0 0 1 109
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 0 3 60
Sieve inference on possibly misspecified semi-nonparametric time series models 1 1 2 33 2 3 8 149
Sieve semiparametric two-step GMM under weak dependence 2 2 3 20 2 3 8 115
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 1 2 9 53 2 5 24 175
Total Journal Articles 16 33 103 3,448 37 98 389 12,061


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 9 24 1,026 6 21 60 2,550
Total Chapters 4 9 24 1,026 6 21 60 2,550


Statistics updated 2024-06-06