Xiaohong Chen

CFDPs

CFDP 2257 Xiaohong Chen, Matthew Gentry, Tong Li, Jingfeng Lu, "Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry," (September 2020) [61pp, Abstract]
CFDP 2242R Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-Based Time Series With Filtered Nonstationarity," (July 2020, revised October 2020) [70pp, Abstract], (See: CFDP 2242)
CFDP 2242 Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-Based Time Series With Filtered Nonstationarity," (July 2020) [72pp, Abstract]
CFDP 2238 Christoph Breunig, Xiaohong Chen, "Adaptive, Rate-Optimal Testing in Instrumental Variables Models," (June 2020) [70pp, Abstract]
CFDP 2236 Xiaohong Chen, Lars P. Hansen, Peter G. Hansen, "Robust Identification of Investor Beliefs," (May 2020) [63pp, Abstract] (See: CFP1707)
CFDP 2215 Xiaohong Chen, Zhuo Huang, Yanping Yi, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," (August 2015, revised October 2019) [78pp, Abstract]
CFDP 2037R2 Xiaohong Chen, Timothy M. Christensen, Elie Tamer, "Monte Carlo Confidence Sets for Identified Sets," (May 2016, revised September 2017) [104pp, Abstract] (See: CFP1616)
CFDP 2037R Xiaohong Chen, Timothy M. Christensen, Elie Tamer, "MCMC Confidence Sets for Identified Sets," (May 2016, revised July 2016) [106pp, Abstract]
CFDP 2037 Xiaohong Chen, Timothy M. Christensen, Elie Tamer, "MCMC Confidence Sets for Identified Sets," (May 2016) [68pp, Abstract]
CFDP 2033 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," (March 2016) [51pp, Abstract] (See: CFP1617)

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

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)
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
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)
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)
CFP 1608 Xiaohong Chen, Andres Santos, "Overidentification in Regular Models," Econometrica, (October 2018), 86(5): 1771-1817 (See CFDP 1999R), (See CFDP 1999)
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)
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)
CFP 1541 Xiaohong Chen, Fuchang Gaob, "A Reverse Gaussian Correlation Inequality by Adding Cones," Statistics Probability Letters, (May 2017), 123: 84-87
CFP 1539 Xiaohong Chen, Yin Jia Qiu, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, (October 2016), 8(1): 259-290 (See CFDP 2032)
CFP 1523 Xiaohong Chen, Qi-Man Shao, Wei Biao Wu, Lihu Xu, "Self-normalized Cramér-type moderate deviations under dependence," The Annals of Statistics, (August 2016), 44(4): 1593-1617