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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~person:"Chen, Xiaohong"
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Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation theory
13
Schätztheorie
13
Time series analysis
10
Zeitreihenanalyse
10
Theorie
8
Theory
8
Method of moments
4
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4
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3
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Chen, Xiaohong
Phillips, Peter C. B.
66
Bahmani-Oskooee, Mohsen
56
Linton, Oliver
46
Narayan, Paresh Kumar
46
Gil-Alaña, Luis A.
41
Gupta, Rangan
37
Lee, Lung-fei
35
McAleer, Michael
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Moosa, Imad A.
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Taylor, Robert
32
Li, Qi
31
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
29
Apergēs, Nikolaos
28
Pesaran, M. Hashem
28
Chang, Tsangyao
27
Hsiao, Cheng
26
Park, Joon Y.
26
Barros, Carlos Pestana
25
Gao, Jiti
25
Goodell, John W.
25
Tiwari, Aviral Kumar
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
Lee, Chien-chiang
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Koop, Gary
23
Swanson, Norman R.
23
Hammoudeh, Shawkat
22
Renault, Eric
22
Taylor, Mark P.
22
Timmermann, Allan
22
Wohar, Mark E.
22
Xuan Vinh Vo
22
Franses, Philip Hans
21
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Journal of econometrics
Applied economics
International review of financial analysis
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
China economic review : an international journal
4
Energy economics
4
Group decision and negotiation
4
Journal of the Operational Research Society
4
European journal of operational research : EJOR
3
International journal of production research
3
Journal of business ethics : JBE
3
Journal of travel and tourism marketing
3
Quantitative economics : QE ; journal of the Econometric Society
3
International journal of contemporary hospitality management
2
International journal of information technology and management : IJITM
2
Journal of the Operational Research Society : OR
2
Omega : the international journal of management science
2
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2
The review of economic studies
2
Tourism management : research, policies, practice
2
Annual review of economics
1
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1
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Economics letters
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1
International entrepreneurship and management journal
1
International journal of production economics
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Journal of Asian economics
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Journal of applied econometrics
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ECONIS (ZBW)
24
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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
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:
5
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:
6
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:
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
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
9
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:
10
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:
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