Similar Search Results - EconBiz

Heteroscedastic transformation models with covariate dependent censoring

Khan, Shakeeb; Shin, Youngki; Tamer, Elie T. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 40-48

Persistent link: https://www.econbiz.de/10009159129

Nonparametric recursive moment estimation with dependent data

Chen, Xiaohong - 1995

Persistent link: https://www.econbiz.de/10000924643

Penalized sieve estimation and inference of seminonparametric dynamic models : a selective review

Chen, Xiaohong - 2013

Persistent link: https://www.econbiz.de/10010247717

Penalized sieve estimation and inference of semi-nonparametric dynamic models : a selective review

Chen, Xiaohong - 2011

In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. We describe popular classes of semi-nonparametric dynamic models and some temporal dependence properties. We then...

Persistent link: https://www.econbiz.de/10009230387

Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications

Chen, Xiaohong; White, Halbert - 1997 - Rev

Persistent link: https://www.econbiz.de/10000996022

Sieve extremum estimates for weakly dependent data

Chen, Xiaohong - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 289-314

Persistent link: https://www.econbiz.de/10001237572

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

Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications

Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284

Persistent link: https://www.econbiz.de/10001245306

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

Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates

Patton, Andrew J.; Chen, Xiaohong; Fan, Yanqin - 2004

Persistent link: https://www.econbiz.de/10002034254

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