Xiaohong Chen

CFDPs

CFDP 1897R Xiaohong Chen, Demian Pouzo, "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," (May 2013, revised April 2014) [62pp, Abstract]
CFDP 1897 Xiaohong Chen, Demian Pouzo, "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," (May 2013) [43pp, Abstract]
CFDP 1895 Xiaohong Chen, Maria Ponomareva, Elie Tamer, "Likelihood Inference in Some Finite Mixture Models," (May 2013) [37pp, Abstract] (See: 1437)
CFDP 1883 Xiaohong Chen, Jack Favilukis, Sydney C. Ludvigson, "An Estimation of Economic Models with Recursive Preferences," (December 2012) [58pp, Abstract]
CFDP 1880 Xiaohong Chen, Jinyong Hahn, Zhipeng Liao, "Asymptotic Efficiency of Semiparametric Two-step GMM," (October 2012) [24pp, Abstract] (See: 1427)
CFDP 1849 Xiaohong Chen, Zhipeng Liao, Yixiao Sun, "Sieve Inference on Semi-nonparametric Time Series Models," (February 2012) [54pp, Abstract] (See: 1401)
CFDP 1836 Xiaohong Chen, Elie Tamer, Alexander Torgovitsky, "Sensitivity Analysis in Semiparametric Likelihood Models," (November 2011) [58pp, Abstract]
CFDP 1804 Xiaohong Chen, "Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review," (May 2011) [56pp, Abstract] (See: 1388)
CFDP 1803 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," (May 2011) [50pp, Abstract] (See: 1357)
CFDP 1795R Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," (April 2011, revised November 2012) [45pp, Abstract] (See: 1415)

CFPs

CFP 1427 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, Zhipeng Liao, "Asymptotic Efficiency of Semiparametric Two-step GMM," Review of Economic Studies, (July 2014), 81(3): 919-943 (See CFDP 1880)
CFP 1415 Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," Econometrica, (March 2014), 82(2): 785-809 ([Supplemental Appendix]) (See CFDP 1795R)
CFP 1411 Xiaohong Chen, "Comment on ‘Generalized Jackknife Estimators of Weighted Average Derivatives’ by Cattaneo, Crump and Jansson," Journal of the American Statistical Association, (December 2013), 108(504): 1262-1264
CFP 1402 Guang Cheng, Lan Zhou, Xiaohong Chen, Jianhua Z. Huang, "Efficient Estimation of Semiparametric Copula Models for Bivariate Survival Data," Journal of Multivariate Analysis, (January 2014), 123: 330-344
CFP 1401 Xiaohong Chen, Zhipeng Liao, Yixiao Sun, "Sieve Inference on Possibly Misspecified Semi-nonparametric Time Series Models," Journal of Econometrics, (January 2014), 178(3): 639-658 (See CFDP 1849)
CFP 1388 Xiaohong Chen, "Penalized Sieve Estimation and Inference of Semi-nonparametric Dynamic Models: A Selective Review," (Advances in Economics and Econometrics, 2010 World Congress of the Econometric Society book volumes, Cambridge University Press, 2013) (See CFDP 1804)
CFP 1387 Xiaohong Chen, Jack Favilukis, Sydney C. Ludvigson, "An Estimation of Economic Models with Recursive Preferences," Quantitative Economics, (March 2013), 4(1): 39-83 (See CFDP 1883)
CFP 1384 Minjing Tao, Yazhen Wang, Xiaohong Chen, "Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data," Econometric Theory, (August 2013), 29(4): 838-856
CFP 1366 Chunrong Ai, Xiaohong Chen, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Journal of Econometrics, (October 2012), 170(2): 442-457 (See CFDP 1731)
CFP 1357 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Review of Economics and Statistics, (May 2012), 94(2): 482-498 (See CFDP 1803)