CFP 1777 |
Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-based time series with filtered nonstationarity," Journal of Econometrics, (May 2022), 228(1): 127-155 (See CFDP 2242R) |
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CFP 1719 |
Xiaohong Chen, Zhuo Huang, Yanping Yi, "Efficient Estimation of Multivariate Semi-Nonparametric Garch Filtered Copula Models," Journal of Econometrics, (March 2021), 222(1): 484-501 (See CFDP 2215) |
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CFP 1707 |
Xiaohong Chen, Lars P. Hansen, Peter G. Hansen, "Robust Identification of Investor Beliefs," Proceedings of the National Academy of Sciences, (December 2020), December, 2020: 1-11 (See CFDP 2236) |
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CFP 1650 |
Xiaohong Chen, Demian Pouzo, James L. Powell, "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, (September 2019), 213(1): 30-53 |
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CFP 1617 |
Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Semiparametric Estimation of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (January 2019), 208(1): 160-178 (See CFDP 2033) |
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CFP 1616 |
Xiaohong Chen, Timothy M. Christensen, Elie Tamer, "Monte Carlo Confidence Sets for Identified Sets," Econometrica, (November 2018), 86(8): 1965-2018 (See CFDP 2037R2) |
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CFP 1608 |
Xiaohong Chen, Andres Santos, "Overidentification in Regular Models," Econometrica, (October 2018), 86(5): 1771-1817 (See CFDP 1999R), (See CFDP 1999) |
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CFP 1590 |
Xiaohong Chen, Oliver B. Linton, Yanping Yi, "Semiparametric Identification of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (October 2017), 200(2): 312-325 (See CFDP 2033) |
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CFP 1587 |
Xiaohong Chen, Timothy M. Christensen, "Optimal Sup‐Norm Rates And Uniform Inference On Nonlinear Functionals Of Nonparametric IV Regression," Quantitative Economics, (March 2018), 9(1): 1759-7331 (See CFDP 1923R2) |
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CFP 1541 |
Xiaohong Chen, Fuchang Gaob, "A Reverse Gaussian Correlation Inequality by Adding Cones," Statistics Probability Letters, (May 2017), 123: 84-87 |
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