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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of econometrics"
~person:"Chen, Xiaohong"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Estimation theory
17
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11
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11
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6
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Chen, Xiaohong
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4
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
Cowles Foundation discussion paper
4
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2
Econometric theory
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
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3
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
4
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
5
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
6
Central limit and functional central limit theorems for Hilbert space-valued dependent processes
Chen, Xiaohong
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000853606
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