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) |
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CFP 1345 |
Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica, (January 2012), 80(1): 277-321 ([Supplemental Material]) (See CFDP 1650R2) |
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CFP 1344 |
Xiaohong Chen, Han Hong, Denis Nekipelov, "Nonlinear Models of Measurement Errors," Journal of Economic Literature, (December 2011), 49(4): 901-937 |
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CFP 1329 |
Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Econometric Theory, (June 2011), 27(3): 497-521 (See CFDP 1626) |
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CFP 1299 |
Xiaohong Chen, Yanqin Fan, Demian Pouzo, Zhiliang Ying, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Journal of Econometrics, (July 2010), 157(1): 129-142 (See CFDP 1683) |
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CFP 1298 |
Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," Journal of Econometrics, (April 2010), 155(2): 155-169 (See CFDP 1652R) |
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CFP 1285 |
Xiaohong Chen, Sydney C. Ludvigson, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," Journal of Applied Econometrics, (August 2009), 24(7): 1057-1093 |
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CFP 1284 |
Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," Annals of Statistics, (January 2009), 37(6B): 4214-4253 (See CFDP 1691) |
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CFP 1283 |
Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions," Annals of Statistics, (January 2009), 37(6B): 4279-4312 (See CFDP 1694) |
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CFP 1282 |
Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-based Nonlinear Quantile Autoregression," Econometrics Journal, (January 2009), 12(1): S50-S67 (See CFDP 1679) |
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