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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Johansen, Søren"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Estimation theory
115
Schätztheorie
115
Time series analysis
41
Zeitreihenanalyse
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Nichtparametrisches Verfahren
32
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32
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31
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Chen, Xiaohong
Gouriéroux, Christian
Johansen, Søren
Härdle, Wolfgang
114
Phillips, Peter C. B.
97
Pesaran, M. Hashem
77
Gao, Jiti
74
Chernozhukov, Victor
65
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63
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59
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58
McAleer, Michael
53
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48
Lütkepohl, Helmut
43
Kapetanios, George
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
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36
Weidner, Martin
35
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34
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33
Wolf, Michael
33
Kleibergen, Frank
32
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32
Simar, Léopold
31
Cai, Zongwu
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Smith, Richard J.
29
Andrews, Donald W. K.
28
Kitagawa, Toru
28
Kiviet, J. F.
28
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28
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27
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26
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14
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13
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11
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4
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ECONIS (ZBW)
115
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
3
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
4
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
5
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
6
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
7
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
8
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
9
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
10
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
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