Narrow search
Showing 1 - 10 of 34
Cover Image
Sieve quasi likelihood ratio inference on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2013
Persistent link: https://www.econbiz.de/10009746488
Cover Image
Methods for nonparametric and semiparametric regressions with endogeneity : a gentle guide
Chen, Xiaohong; Qiu, Yin Jia - 2016 - Revised: March 2016
Persistent link: https://www.econbiz.de/10011556765
Cover Image
Simple nonparametric estimators for the bid-ask spread in the roll model
Chen, Xiaohong; Linton, Oliver; Schneeberger, Stefan; … - 2016
Persistent link: https://www.econbiz.de/10011556780
Cover Image
Robust Identification of investor beliefs
Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - 2020 - This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
Cover Image
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph; Chen, Xiaohong - 2020 - Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Cover Image
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
Cover Image
Identification and inference in first-price auctions with risk averse bidders and selective entry
Chen, Xiaohong; Gentry, Matthew; Li, Tong; Lu, Jingfeng - 2020
Persistent link: https://www.econbiz.de/10012322359
Cover Image
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Cover Image
Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Cover Image
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong; Christensen, Timothy; Kankanala, Sid - 2021
Persistent link: https://www.econbiz.de/10012618316