Xiaohong Chen

CFDPs

CFDP 1652 Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," (May 2008) [31pp, Abstract]
CFDP 1650R2 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," (April 2008, revised January 2011) [60pp, Abstract] (See: 1345)
CFDP 1650R Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," (April 2008, revised July 2009) [50pp, Abstract]
CFDP 1650 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," (April 2008, revised October 2008) [60pp, Abstract]
CFDP 1644 Xiaohong Chen, Han Hong, Alessandro Tarozzi, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," (March 2008) [50pp, Abstract] (See: 1223)
CFDP 1640R Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," (February 2008, revised July 2009) [33pp, Abstract] (See: 1277)
CFDP 1640 Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," (February 2008) [47pp, Abstract]
CFDP 1626 Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," (September 2007) [27pp, Abstract] (See: 1329)
CFDP 1590 Xiaohong Chen, Yingyao Hu, "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," (November 2006) [58pp, Abstract]

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

CFPs

CFP 1277 Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Journal of Econometrics, (September 2009), 152(1): 46-60 (See CFDP 1640R)
CFP 1262 Xiaohong Chen, "Large Sample Sieve Estimation of Semi-Nonparametric Models," 5550-5632 (in James J. Heckman and Edward E. Leamer, eds., Handbook of Econometrics, Vol. 6B. North-Holland, 2007)
CFP 1261 Richard Blundell, Xiaohong Chen, Dennis Kristensen, "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, (November 2007), 75(6): 1613-1669
CFP 1260 Xiaohong Chen, Yingyao Hu, Arthur Lewbel, "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor without Instruments," Economics Letters, (September 2008), 100(3): 381-384
CFP 1259 Xiaohong Chen, Yingyao Hu, Arthur Lewbel, "A Note on the Closed-form Identification of Regression Models with a Mismeasured Binary Regressor," Statistics and Probability Letters, (September 2008), 78(12): 1473-1479
CFP 1223 Xiaohong Chen, Han Hong, Alessandro Tarozzi, "Semiparametric Efficiency in GMM Models with Auxiliary Data," The Annals of Statistics, (January 2008), 36(2): 808-843