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Estimation of copula-based semiparametric time series models
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 130 (2006) 2, pp. 307-336
Persistent link: https://www.econbiz.de/10006748296
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373
Persistent link: https://www.econbiz.de/10006785374
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Chen, Xiaohong; Hong, Han; Shum, Matthew - In: Journal of econometrics 141 (2007) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10007797063
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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 141 (2007) 1, pp. 5-43
Persistent link: https://www.econbiz.de/10007797067
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1, pp. 125-154
Persistent link: https://www.econbiz.de/10007279942
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The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 170 (2012) 2, pp. 442-458
Persistent link: https://www.econbiz.de/10010013524
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong; Pouzo, Demian - In: Journal of econometrics 152 (2009) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10008301017
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Nonlinearity and temporal dependence
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine - In: Journal of econometrics 155 (2010) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10008391948
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Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - In: Journal of econometrics 157 (2010) 1, pp. 129-143
Persistent link: https://www.econbiz.de/10008418101