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 2 3 447
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 1 1 5 399
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 4 6 10 135
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 2 5 7 46
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 2 3 3 191
An Estimation of Economic Models with Recursive 0 0 0 64 0 2 3 220
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 1 1 2 83
An Estimation of Economic Models with Recursive Preferences 0 0 0 68 1 7 10 240
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 4 8 11 109
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 1 1 55
An estimation of economic models with recursive preferences 0 0 0 2 1 3 6 59
An estimation of economic models with recursive preferences 0 0 0 12 3 3 5 69
An estimation of economic models with recursive preferences 0 0 0 30 1 4 4 71
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 5 8 9 118
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 13 1 1 5 60
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 3 5 9 166
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 4 7 73
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 2 2 82
Averaging of moment condition estimators 0 0 0 48 3 9 10 108
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 1 4 6 337
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 4 6 7 354
Copula-based nonlinear quantile autoregression 0 0 0 58 1 1 4 107
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 1 2 2 551
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 3 6 7 148
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 1 191 2 3 6 517
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 446 6 9 10 1,099
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 3 3 5 38
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 5 9 9 97
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 11 19 21 139
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 1 522 3 6 9 1,606
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 1 3 4 389
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 1 3 5 642
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 3 4 6 1,136
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 2 3 5 196
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 1 9 3 5 15 104
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 5 7 10 385
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 1 4 6 106
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 0 8 1 3 6 71
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 1 2 106
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 1 3 4 73
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 153 1 1 3 627
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 1 1 2 667
Heterogeneity and Aggregate Fluctuations 0 0 2 26 1 1 7 101
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 2 53 2 3 8 97
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 4 6 683
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 1 7 12 551
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 3 3 7 338
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 3 5 5 477
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 2 3 3 67
Likelihood inference in some finite mixture models 0 0 0 11 2 3 4 79
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 4 5 140
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 6 7 179
Local identification of nonparametric and semiparametric models 0 0 0 16 34 35 35 115
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 4 139
MCMC Confidence sets for Identified Sets 0 0 0 2 0 2 4 59
MCMC Confidence sets for Identified Sets 0 0 0 38 1 2 3 61
MCMC confidence sets for identified sets 0 0 0 3 1 2 4 46
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 0 101 2 8 10 114
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 1 5 6 37
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 4 4 57
Monte Carlo confidence sets for identified sets 0 0 0 0 3 5 7 41
Nonlinearity and Temporal Dependence 0 0 0 143 2 3 3 696
Nonlinearity and Temporal Dependence 0 0 0 48 5 5 8 157
Nonlinearity and Temporal Dependence 0 0 0 42 1 6 6 141
Nonlinearity and Temporal Dependence 0 0 0 34 1 4 5 135
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 2 3 6 1,033
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 2 3 262
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 1 5 7 244
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 2 4 6 120
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 2 3 4 167
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 5 5 371
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 2 2 75
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 2 2 2 27
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 2 2 19
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 1 5 5 93
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 3 6 7 35
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 1 4 6 25
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 0 3 7 90
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 2 3 4 36
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 0 1 59
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 1 7 8 54
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 3 3 49
Overidentification in Regular Models 0 0 0 3 0 0 0 17
Overidentification in Regular Models 0 0 0 20 0 0 2 72
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 6 8 11 160
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 3 7 9 48
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 1 2 61
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 1 131 2 3 5 332
Principal components and the long run 0 0 0 49 4 7 8 130
Robust Identification of Investor Beliefs 0 0 0 13 0 2 4 61
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 2 4 6 350
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 101 0 3 4 347
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 1 1 1 31 3 5 9 117
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 0 14 3 4 6 76
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 2 8 11 125
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 5 7 10 127
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 3 4 4 79
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 1 7 9 66
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 0 3 3 51
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 3 6 21
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 1 2 2 34
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 3 7 9 60
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 4 4 58
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 1 21 2 4 7 57
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 1 5 6 93
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 0 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 4 8 12 82
The Estimation of Conditional Densities 0 0 0 6 2 5 7 36
The estimation of conditional densities 0 0 0 7 3 3 5 39
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 1 70 0 1 3 144
Total Working Papers 1 1 16 6,913 230 477 672 22,369

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 2 2 59
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 1 3 108 0 9 15 300
A new semiparametric spatial model for panel time series 0 0 0 406 0 2 4 727
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 2 2 2 72
A reverse Gaussian correlation inequality by adding cones 0 1 1 16 1 3 3 46
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 2 2 4 55
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 1 1 9 2 4 9 61
An estimation of economic models with recursive preferences 0 0 0 12 1 5 6 72
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 12 0 3 9 129
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 1 61 5 10 13 309
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 1 1 1 47 2 3 5 135
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 4 6 323
Copula-based nonlinear quantile autoregression 0 0 0 53 2 4 4 223
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 4 20 35 1,467
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 0 0 2 221
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 2 84 1 3 10 252
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 1 2 2 54
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 1 3 4 112
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 0 0 2 267 0 2 9 710
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 0 21 0 0 2 97
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 2 29 0 3 10 184
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 2 4 6 346
Estimation of copula-based semiparametric time series models 0 0 0 128 1 6 8 382
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 0 1 150 33 46 52 452
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 0 3 68
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 1 3 6 128
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 2 5 9 82
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 1 3 5 20
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 1 4 8 33
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 2 4 82
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 1 8 10 388
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 0 1 1 5 6 22
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 0 0 1 40 1 2 8 123
Likelihood inference in some finite mixture models 0 0 0 5 0 2 5 63
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 0 5 6 117
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 5 192 6 8 18 435
Measurement Error Models with Auxiliary Data 0 0 4 122 3 6 16 461
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 0 15 0 1 4 70
Model check by kernel methods under weak moment conditions 0 0 0 5 1 1 1 40
Monte Carlo Confidence Sets for Identified Sets 0 0 0 7 0 2 3 74
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 1 2 9 3 5 8 64
Nonlinear Models of Measurement Errors 0 0 0 66 0 2 4 308
Nonlinearity and temporal dependence 0 0 1 65 5 5 8 251
Nonparametric Adaptive Learning with Feedback 0 0 3 63 0 1 7 164
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 1 2 14 1 2 3 94
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 0 1 5 70 0 6 10 218
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 28 1 4 6 105
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 2 5 22
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 31 3 8 17 158
Overidentification in Regular Models 0 0 1 5 1 1 3 93
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 3 290 2 5 16 746
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 0 2 5 71
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 0 1 5 60
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 6 7 12 673
Sieve M inference on irregular parameters 0 0 0 14 2 6 7 120
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 0 0 1 62
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 2 5 160
Sieve semiparametric two-step GMM under weak dependence 1 1 2 23 3 6 12 136
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 1 57 4 10 17 199
Total Journal Articles 2 9 49 3,545 111 274 485 12,717

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 0 4 15 1,048 13 27 66 2,647
Total Chapters 0 4 15 1,048 13 27 66 2,647

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Statistics updated 2026-01-09