Songnian Chen

Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on “Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors”

Xun Tang, Songnian Chen, Shakeeb Khan, 2019, Econometrica.

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models

Songnian Chen, Shakeeb Khan, Shakeeb Khan, 2003 .

Quantile regression for duration models with time-varying regressors

Songnian Chen, Songnian Chen, 2019, Journal of Econometrics.

Simple resampling methods for censored regression quantiles

Zhiliang Ying, Songnian Chen, Z. Ying, 2000 .

Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity

Songnian Chen, Shakeeb Khan, Shakeeb Khan, 2000 .

Semiparametric and nonparametric estimation of sample selection models under symmetry

Yahong Zhou, Songnian Chen, Songnian Chen, 2010 .

RANK ESTIMATION OF TRANSFORMATION MODELS

Songnian Chen, Songnian Chen, 2002 .