Timothy Christensen

Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV

Xiaohong Chen, Timothy Christensen, Sid Kankanala, 2021 .

It never rains but it pours: Modelling the persistence of spikes in electricity prices

Kenneth A. Lindsay, Stan Hurn, Timothy Christensen, 2009 .

Forecasting spikes in electricity prices

Kenneth A. Lindsay, Stan Hurn, Timothy Christensen, 2012 .

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.

Monte Carlo Confidence Sets for Identified Sets

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