Xiaohong Chen

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	すべて	2020 年以来
引用	12953	4588
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12 件の論文

1 件の論文

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共著者

Oliver LintonUNIVERSITY OF CAMBRIDGE確認したメールアドレス: cam.ac.uk
Lars Peter HansenProfessor of Economics and Statistics, University of Chicago確認したメールアドレス: uchicago.edu
Marine CarrascoUniversite de montreal確認したメールアドレス: umontreal.ca
Sydney C LudvigsonJulius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics, New York University確認したメールアドレス: nyu.edu
Alessandro TarozziProfessor, Department of Economics, European University Institute確認したメールアドレス: eui.eu
Yingyao Hu 胡颖尧Professor of Economics, Johns Hopkins University確認したメールアドレス: jhu.edu
Jose A. ScheinkmanColumbia University確認したメールアドレス: columbia.edu
Richard BlundellUniversity College London and Institute for Fiscal Studies確認したメールアドレス: ucl.ac.uk
Dennis KristensenUniversity College London確認したメールアドレス: ucl.ac.uk
Sokbae (Simon) LeeDepartment of Economics, Columbia University確認したメールアドレス: columbia.edu
Norman R. SwansonDistinguished Professor of Economics, Rutgers University確認したメールアドレス: econ.rutgers.edu
Denis NekipelovUniversity of Virginia確認したメールアドレス: virginia.edu
Arthur LewbelProfessor of Economics, Boston College確認したメールアドレス: bc.edu
Viktor TsyrennikovPromontory確認したメールアドレス: nyu.edu
Roger KoenkerHonorary Professor Economics, UCL確認したメールアドレス: uiuc.edu
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;確認したメールアドレス: mit.edu
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster University確認したメールアドレス: mcmaster.ca
David Tomas Jacho-ChavezEmory University確認したメールアドレス: emory.edu
Timothy G Conleyprofessor of economics, university of western ontario確認したメールアドレス: uwo.ca
Matthew ShumAmazon確認したメールアドレス: caltech.edu

フォロー

Xiaohong Chen

Professor of Economics, Yale University

確認したメールアドレス: yale.edu - ホームページ

econometrics statistics asset pricing machine learning


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Large sample sieve estimation of semi-nonparametric models X Chen Handbook of econometrics 6, 5549-5632, 2007	1448	2007
Efficient estimation of models with conditional moment restrictions containing unknown functions C Ai, X Chen Econometrica 71 (6), 1795-1843, 2003	955	2003
Mixing and moment properties of various GARCH and stochastic volatility models M Carrasco, X Chen Econometric Theory 18 (1), 17-39, 2002	672	2002
Estimation of semiparametric models when the criterion function is not smooth X Chen, O Linton, I Van Keilegom Econometrica 71 (5), 1591-1608, 2003	612	2003
Estimation of copula-based semiparametric time series models X Chen, Y Fan Journal of Econometrics 130 (2), 307-335, 2006	594	2006
Semi‐nonparametric IV estimation of shape‐invariant Engel curves R Blundell, X Chen, D Kristensen Econometrica 75 (6), 1613-1669, 2007	581	2007
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification X Chen, Y Fan Journal of econometrics 135 (1-2), 125-154, 2006	507	2006
Sieve extremum estimates for weakly dependent data X Chen, X Shen Econometrica, 289-314, 1998	370	1998
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals X Chen, D Pouzo Econometrica 80 (1), 277-321, 2012	352	2012
Semiparametric efficiency in GMM models with auxiliary data X Chen, H Hong, A Tarozzi	296	2008
Land of addicts? an empirical investigation of habit‐based asset pricing models X Chen, SC Ludvigson Journal of Applied Econometrics 24 (7), 1057-1093, 2009	292	2009
Efficient estimation of semiparametric multivariate copula models X Chen, Y Fan, V Tsyrennikov Journal of the American Statistical Association 101 (475), 1228-1240, 2006	282	2006
Improved rates and asymptotic normality for nonparametric neural network estimators X Chen, H White IEEE Transactions on Information Theory 45 (2), 682-691, 1999	245	1999
Nonlinear models of measurement errors X Chen, H Hong, D Nekipelov Journal of Economic Literature 49 (4), 901-937, 2011	236	2011
Measurement error models with auxiliary data X Chen, H Hong, E Tamer The Review of Economic Studies 72 (2), 343-366, 2005	233	2005
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals X Chen, D Pouzo Journal of Econometrics 152 (1), 46-60, 2009	217	2009
Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection X Chen, Y Fan Canadian Journal of Statistics 33 (3), 389-414, 2005	209	2005
An estimation of economic models with recursive preferences X Chen, J Favilukis, SC Ludvigson Quantitative Economics 4 (1), 39-83, 2013	184	2013
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions X Chen, TM Christensen Journal of Econometrics 188 (2), 447-465, 2015	173	2015
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models X Chen, D Pouzo Econometrica 83 (3), 1013-1079, 2015	161	2015

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