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: CFP 1616)
CFDP 2037R Xiaohong Chen, Timothy M. Christensen, Keith O’Hara, 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: CFP 1617)
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: CFP 1608)
CFDP 1999 Xiaohong Chen, Andres Santos, "Overidentification in Regular Models," (April 2015) [57pp, Abstract] (See: CFP 1608)
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: CFP 1587)

CFPs

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)
CFP 1493 Xiaohong Chen, Timothy M. Christensen, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Journal of Econometrics, (October 2015), 188(2): 447-465 (See CFDP 1976)
CFP 1478 Xiaohong Chen, Demian Pouzo, "Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models," Econometrica, (May 2015), 83(3): 1013-1079 (See CFDP 1897R2)
CFP 1456 Jinyuan Chang, Song Xi Chen, Xiaohong Chen, "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," Journal of Econometrics, (March 2015), 185(1): 283-304
CFP 1437 Xiaohong Chen, Maria Ponomareva, Elie Tamer, "Likelihood Inference in Some Finite Mixture Models," Journal of Econometrics, (September 2014), 182(1): 87-99 (See CFDP 1895)
CFP 1436 Xiaohong Chen, Zhipeng Liao, "Sieve M Inference on Irregular Parameters," Journal of Econometrics, (September 2014), 182(1): 70-86
CFP 1435 Xiaohong Chen, Norman R. Swanson, "Causality, Prediction, and Specification Analysis: Recent Advances and Future Directions," Journal of Econometrics, (September 2014), 182(1): 1-4