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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"White, Halbert"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation theory
24
Schätztheorie
24
Theorie
19
Theory
19
Time series analysis
13
Zeitreihenanalyse
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Chen, Xiaohong
White, Halbert
Phillips, Peter C. B.
66
Bahmani-Oskooee, Mohsen
56
Linton, Oliver
46
Lee, Lung-fei
37
Gil-Alaña, Luis A.
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McAleer, Michael
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28
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Koop, Gary
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Ng, Serena
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23
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23
Franses, Philip Hans
23
Kumbhakar, Subal
23
Bai, Jushan
22
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22
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Applied economics
Journal of econometrics
The review of economics and statistics
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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5
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International journal of contemporary hospitality management
2
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ECONIS (ZBW)
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1
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Financing difficulties for SMEs and credit rationing : an expanded model of mortgage loans with asymmetric information
Ma, Benjiang
;
Zhou, Zhongmin
;
Chen, Xiaohong
- In:
Applied economics
51
(
2019
)
48
,
pp. 5243-5257
Persistent link: https://www.econbiz.de/10012197214
Saved in:
5
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
6
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
7
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
8
Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan
;
Su, Liangjun
;
White, Halbert
;
Yang, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 183-202
Persistent link: https://www.econbiz.de/10011704789
Saved in:
9
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan
;
Chen, Song Xi
;
Chen, Xiaohong
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
Saved in:
10
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
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