Xiaohong Chen

CFDPs

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]
CFDP 2032 Xiaohong Chen, Yin Jia Qiu, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," (March 2016) [71pp, Abstract]
CFDP 2012 Xiaohong Chen, Zhipeng Liao, "Sieve Semiparametric Two-Step GMM under Weak Dependence," (July 2015) [63pp, Abstract] [See 1497]
CFDP 1999R Xiaohong Chen, Andres Santos, "Overidentification in Regular Models," (April 2015, revised June 2018) [82pp, Abstract] [See CFP1608]
CFDP 1999 Xiaohong Chen, Andres Santos, "Overidentification in Regular Models," (April 2015) [57pp, Abstract] [See CFP1608]
CFDP 1976 Xiaohong Chen, Timothy M. Christensen, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," (December 2014) [54pp, Abstract] [See 1493]
CFDP 1923R2 Xiaohong Chen, Timothy M. Christensen, "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," (August 2013, revised February 2017) [43pp, Abstract] [Supplemental material, 51 pp] [See CFP1587]

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

CFPs

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
CFP 1507 Xiaohong Chen, David T. Jacho-Chavez, Oliver B. Linton, "Averaging of an Increasing Number of Moment Condition Estimators," Econometric Theory, (February 2016), 32(1): 30-70
CFP 1497 Xiaohong Chen, Zhipeng Liao, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Journal of Econometrics, (November 2015), 189(1): 163-186 [See CFDP 2012]