Xiaohong Chen : Citation Profile

Are you Xiaohong Chen?

Yale University

26

H index

48

i10 index

2526

Citations

RESEARCH PRODUCTION:

60

Articles

109

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 105
   Journals where Xiaohong Chen has often published
   Relations with other researchers
   Recent citing documents: 229.    Total self citations: 95 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1746
   Updated: 2020-10-17    RAS profile: 2019-08-31    
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Relations with other researchers

Works with:

LINTON, OLIVER (6)

Santos, Andres (3)

Liao, Zhipeng (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaohong Chen.

Is cited by:

LINTON, OLIVER (87)

Chernozhukov, Victor (55)

Kristensen, Dennis (46)

Simoni, Anna (45)

Escanciano, Juan Carlos (43)

GAO, Jiti (42)

Lewbel, Arthur (41)

Lee, Sokbae (Simon) (39)

Hu, Yingyao (35)

hoderlein, stefan (30)

Su, Liangjun (24)

Cites to:

Newey, Whitney (97)

Hansen, Lars (35)

Chernozhukov, Victor (31)

Andrews, Donald (30)

LINTON, OLIVER (28)

Imbens, Guido (28)

Heckman, James (25)

Renault, Eric (23)

Lee, Sokbae (Simon) (22)

Gallant, A. (20)

White, Halbert (20)

Main data

Where Xiaohong Chen has published?

Journals with more than one article published# docs
Journal of Econometrics18
Econometric Theory7
Econometrica5
Econometrica4
Review of Economic Studies2
Statistics & Probability Letters2
Journal of Nonparametric Statistics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University38
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies30
Papers / arXiv.org5
Working Papers / Yale University, Department of Economics4
Boston College Working Papers in Economics / Boston College Department of Economics3

Recent works citing Xiaohong Chen (2020 and 2019)

YearTitle of citing document
2019Correcting for Misreporting of Government Benefits. (2019). Mittag, Nikolas. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:2:p:142-64.

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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2020Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977.

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2019Confidence Intervals for Projections of Partially Identified Parameters. (2019). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki. In: Papers. RePEc:arx:papers:1601.00934.

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2020Locally Robust Semiparametric Estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Newey, Whitney K ; Ichimura, Hidehiko. In: Papers. RePEc:arx:papers:1608.00033.

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2020Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2019Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2020Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2020Optimal Linear Instrumental Variables Approximations. (2018). Escanciano, Juan Carlos ; Li, Wei. In: Papers. RePEc:arx:papers:1805.03275.

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2020Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1806.00666.

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2020Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161.

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2019Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors. (2019). Han, Sukjin ; Lee, Sungwon. In: Papers. RePEc:arx:papers:1808.05792.

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2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

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2020Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283.

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2020Nonparametric Regression with Selectively Missing Covariates. (2018). Haan, Peter ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1810.00411.

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2019Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180.

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2020Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

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2020Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350.

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2019Identifying the Effect of Persuasion. (2018). Lee, Sokbae (Simon) ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:1812.02276.

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2019Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241.

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2019Non-Parametric Inference Adaptive to Intrinsic Dimension. (2019). Lewis, Gregory ; Syrgkanis, Vasilis ; Khosravi, Khashayar. In: Papers. RePEc:arx:papers:1901.03719.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019A General Framework for Prediction in Time Series Models. (2019). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1902.01622.

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2019Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075.

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2019Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2019Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143.

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2019Nonparametric Estimation and Inference in Economic and Psychological Experiments. (2019). Centorrino, Samuele ; Bernasconi, Michele ; Seri, Raffaello. In: Papers. RePEc:arx:papers:1904.11156.

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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2020Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399.

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2019Discerning Solution Concepts. (2019). Salcedo, Bruno ; Kashaev, Nail. In: Papers. RePEc:arx:papers:1909.09320.

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2019Specification Testing in Nonparametric Instrumental Quantile Regression. (2019). Breunig, Christoph. In: Papers. RePEc:arx:papers:1909.10129.

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2019Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression. (2019). Breunig, Christoph. In: Papers. RePEc:arx:papers:1909.10133.

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2019Robust Likelihood Ratio Tests for Incomplete Economic Models. (2019). Kaido, Hiroaki ; Zhang, YI. In: Papers. RePEc:arx:papers:1910.04610.

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2020A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2020Dual IV: A Single Stage Instrumental Variable Regression. (2019). Raj, Anant ; Lee, Si Kai ; Mehrjou, Arash ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:1910.12358.

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2019Randomization tests of copula symmetry. (2019). Beare, Brendan ; Seo, Juwon. In: Papers. RePEc:arx:papers:1911.05307.

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2019Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables. (2019). Ullah, Aman ; Centorrino, Samuele ; Xue, Jing ; Amanullah, . In: Papers. RePEc:arx:papers:1911.06857.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2019Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830.

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2019Temporal-Difference estimation of dynamic discrete choice models. (2019). Eckardt, Dita ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1912.09509.

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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020Generalized Local IV with Unordered Multiple Treatment Levels: Identification, Efficient Estimation, and Testable Implication. (2020). Xie, Haitian. In: Papers. RePEc:arx:papers:2001.06746.

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2020Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity. (2020). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2001.09560.

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2020Estimating the Welfare Effects of School Vouchers. (2020). Norris, Samuel ; Kamat, Vishal. In: Papers. RePEc:arx:papers:2002.00103.

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2020Forecasting Realized Volatility Matrix With Copula-Based Models. (2020). Tao, Minjing ; Wang, Wenjing. In: Papers. RePEc:arx:papers:2002.08849.

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2020Modelling volatility with v-transforms. (2020). McNeil, Alexander J. In: Papers. RePEc:arx:papers:2002.10135.

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2020Identification of Random Coefficient Latent Utility Models. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2003.00276.

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2020A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367.

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2020Estimating Treatment Effects with Observed Confounders and Mediators. (2020). Childers, David ; Lipton, Zachary C ; Gupta, Shantanu. In: Papers. RePEc:arx:papers:2003.11991.

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2020Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2020Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2020Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513.

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2020Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs. (2020). Zhang, Yichong ; Liu, Xiaobin ; Jiang, Liang. In: Papers. RePEc:arx:papers:2005.11967.

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2020Minimax Estimation of Conditional Moment Models. (2020). Syrgkanis, Vasilis ; MacKey, Lester ; Lewis, Greg ; Dikkala, Nishanth. In: Papers. RePEc:arx:papers:2006.07201.

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2020Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587.

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2020Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling. (2020). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2006.11088.

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2020Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos . In: Papers. RePEc:arx:papers:2006.16214.

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2020Robust Causal Inference Under Covariate Shift via Worst-Case Subpopulation Treatment Effects. (2020). Namkoong, Hongseok ; Jeong, Sookyo. In: Papers. RePEc:arx:papers:2007.02411.

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2020Filtered and Unfiltered Treatment Effects with Targeting Instruments. (2020). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432.

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2020Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2020An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212.

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2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

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2020Two-Stage Maximum Score Estimator. (2020). Xu, Sheng ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2009.02854.

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2020Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data. (2020). Tao, Jing ; Peng, Sida ; Ning, Yang. In: Papers. RePEc:arx:papers:2009.03151.

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2020Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558.

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2020Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665.

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2020Identification of multi-valued treatment effects with unobserved heterogeneity. (2020). Fusejima, Koki. In: Papers. RePEc:arx:papers:2010.04385.

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2020Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos. In: Working Papers. RePEc:bfi:wpaper:2020-54_revised.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

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2019COUPLING COUPLES WITH COPULAS: ANALYSIS OF ASSORTATIVE MATCHING ON RISK ATTITUDE. (2019). Nikoloulopoulos, Aristidis K ; Moffatt, Peter G. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:654-666.

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2019General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003.

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2019The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2019Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904.

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2020Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model. (2020). Hongjun, Wang ; Ruihua, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:240-252:n:3.

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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity. (2019). LINTON, OLIVER ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

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2019Two-Step Estimation and Inference with Possibly Many Included Covariates. (2019). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt86c7x315.

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2019Ambiguity Attitudes, Leverage Cycle and Asset Prices. (2019). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13875.

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2019Comovement of Home Prices: A Conditional Copula Approach. (2019). Li, QI ; Long, Wei ; Hou, Lei. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:houlongli.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2019). Kolesar, Michal ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158r.

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2019Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2215.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236.

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2020Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238.

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2020Copula-Based Time Series With Filtered Nonstationarity. (2020). Wang, BO ; Xiao, Zhijie ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2242.

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2020Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry. (2020). Li, Tong ; Lu, Jingfeng ; Gentry, Matthew ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2257.

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2020Energy systems planning: A survey on models for integrated power and natural gas networks coordination. (2020). Pozo, David ; Nie, Yinghui ; Farrokhifar, Meisam. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300799.

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2020Fiscal incentives, competition, and investment in China. (2020). Liu, Yongzheng ; Lv, Bingyang. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301324.

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2019A class of semiparametric transformation cure models for interval-censored failure time data. (2019). Sun, Jianguo ; Zhao, Xingqiu ; Hu, Tao ; Li, Shuwei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:153-165.

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2019Modelling and estimation of nonlinear quantile regression with clustered data. (2019). Geraci, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:136:y:2019:i:c:p:30-46.

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2020Variational inference for high dimensional structured factor copulas. (2020). Nguyen, Hoang ; Galeano, Pedro ; Ausin, Concepcion M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320301031.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2019Regularization parameter selection for penalized empirical likelihood estimator. (2019). Sueishi, Naoya ; Ando, Tomohiro. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:1-4.

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2020Sieve extremum estimation of a semiparametric transformation model. (2020). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300446.

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2019Banded spatio-temporal autoregressions. (2019). Gao, Zhaoxing ; Yao, Qiwei ; Wang, Hansheng ; Ma, Yingying . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:211-230.

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2019Large-dimensional factor modeling based on high-frequency observations. (2019). Pelger, Markus. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:23-42.

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2019Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data. (2019). Dai, Chaoxing ; Xiu, Dacheng ; Lu, Kun. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:43-79.

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2019Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables. (2019). Khalil, Umair ; Yildiz, Nee ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:346-366.

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More than 100 citations found, this list is not complete...

Xiaohong Chen has edited the books:

YearTitleTypeCited

Works by Xiaohong Chen:

YearTitleTypeCited
2011Flexible Estimation of Treatment Effect Parameters In: American Economic Review.
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2011Nonlinear Models of Measurement Errors In: Journal of Economic Literature.
[Full Text][Citation analysis]		article60
2016Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide In: Annual Review of Economics.
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2016Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide.(2016) In: Cowles Foundation Discussion Papers.
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2013Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression In: Papers.
[Full Text][Citation analysis]		paper5
2013Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression.(2013) In: Cowles Foundation Discussion Papers.
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2013Optimal uniform convergence rates for sieve nonparametric instrumental variables regression.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 5		paper
2015Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models In: Papers.
[Full Text][Citation analysis]		paper21
2014Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2014Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2014Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2015Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models.(2015) In: Econometrica.
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