Xiaohong Chen

发表

Adaptive Estimation of Quadratic Functionals in Nonparametric Instrumental Variable Models

Christoph Breunig, Xiaohong Chen, Xiaohong Chen, 2021 .

Heterogeneity and Aggregate Fluctuations

Frank Schorfheide, Minsu Chang, Xiaohong Chen, 2021, SSRN Electronic Journal.

Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV

Xiaohong Chen, Timothy Christensen, Sid Kankanala, 2021 .

On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation pdf

Zhengling Qi, Xiaohong Chen, 2022, ArXiv.

Comment

Xiaohong Chen, Xiaohong Chen, 2013 .

Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments

Demian Pouzo, Xiaohong Chen, Xiaohong Chen, 2008 .

The Estimation of Conditional Densities

Xiaohong Chen, Oliver B. Linton, 2001 .

Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models

Han Hong, Matthew Shum, Xiaohong Chen, 2007 .

Nonlinearity and Temporal Dependence

Lars Peter Hansen, Marine Carrasco, Xiaohong Chen, 2008 .

An Alternative Way of ComputingEfficient Instrumental VariableEstimators

Oliver Linton, David T. Jacho-Chávez, Xiaohong Chen, 2009 .

Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals

Demian Pouzo, Xiaohong Chen, Xiaohong Chen, 2008 .

FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA

Minjing Tao, Yazhen Wang, Xiaohong Chen, 2013, Econometric Theory.

CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS

Halbert L. White, Jr., Xiaohong Chen, Xiaohong Chen, 1997, Econometric Theory.

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables

Chunrong Ai, Xiaohong Chen, Xiaohong Chen, 2007 .

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression: Nonlinear functionals of nonparametric IV

Timothy M. Christensen, Xiaohong Chen, 2018 .

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

Yingyao Hu, Raymond J. Carroll, Xiaohong Chen, 2010, Journal of nonparametric statistics.

Causality, prediction, and specification analysis: Recent advances and future directions

Norman R. Swanson, Xiaohong Chen, Xiaohong Chen, 2014 .

Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 2005 .

Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions

Chunrong Ai, Xiaohong Chen, Xiaohong Chen, 2009 .

Flexible Estimation of Treatment Effect Parameters

Han Hong, Xiaohong Chen, Xiaohong Chen, 2011 .

Self-normalized Cram\'er Type Moderate Deviations under Dependence

Wei Biao Wu, Qi-Man Shao, Xiaohong Chen, 2014, 1409.3642.

Measurement Error Models with Auxiliary Data

Han Hong, Elie Tamer, Xiaohong Chen, 2005 .

A note on the closed-form identification of regression models with a mismeasured binary regressor

Yingyao Hu, Arthur Lewbel, Xiaohong Chen, 2008 .

Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects

Han Hong, Xiaohong Chen, Xiaohong Chen, 2008 .

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Zhiliang Ying, Yanqin Fan, Demian Pouzo, 2008, Journal of econometrics.

Sieve M inference on irregular parameters

Zhipeng Liao, Xiaohong Chen, Xiaohong Chen, 2014 .

ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS

Xiaohong Chen, Markus Reiss, Xiaohong Chen, 2007, Econometric Theory.

Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

Yanqin Fan, Andrew J. Patton, Xiaohong Chen, 2004 .

An Alternative Way of Computing Efficient Instrumental Variable Estimators

Oliver Linton, David T. Jacho-Chávez, Xiaohong Chen, 2009 .

Estimation of Semiparametric Models When the Criterion Function is Not Smooth

Oliver Linton, Ingrid Van Keilegom, Xiaohong Chen, 2002 .

Sieve Semiparametric Two-Step GMM Under Weak Dependence

Zhipeng Liao, Xiaohong Chen, Xiaohong Chen, 2015 .

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

Xiaohong Chen, Timothy Christensen, Xiaohong Chen, 2014, 1412.6020.

Sieve extremum estimates for weakly dependent data

Xiaotong Shen, Xiaohong Chen, Xiaohong Chen, 1998 .

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 1999 .

Monte Carlo Confidence Sets for Identified Sets

Elie Tamer, Xiaohong Chen, Timothy Christensen, 2016, 1605.00499.