Xiaohong Chen : Citation Profile

Are you Xiaohong Chen?

Yale University

24

H index

38

i10 index

1972

Citations

RESEARCH PRODUCTION:

55

Articles

108

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 93
   Journals where Xiaohong Chen has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 87 (4.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1746
   Updated: 2018-09-15    RAS profile: 2018-05-25    
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Relations with other researchers

Works with:

LINTON, OLIVER (6)

Liao, Zhipeng (5)

Ponomareva, Maria (3)

Chen, Song (2)

Ackerberg, Daniel (2)

Ludvigson, Sydney (2)

Hahn, Jinyong (2)

Lee, Sokbae (Simon) (2)

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

Is cited by:

Chernozhukov, Victor (55)

LINTON, OLIVER (52)

Escanciano, Juan Carlos (40)

Lewbel, Arthur (36)

Hu, Yingyao (34)

Lee, Sokbae (Simon) (32)

Kristensen, Dennis (32)

Simoni, Anna (25)

hoderlein, stefan (22)

Su, Liangjun (21)

Santos, Andres (19)

Cites to:

Newey, Whitney (99)

Hansen, Lars (34)

Andrews, Donald (31)

Chernozhukov, Victor (26)

Heckman, James (25)

Imbens, Guido (25)

Gallant, A. (22)

Renault, Eric (21)

Lee, Sokbae (Simon) (20)

White, Halbert (20)

Blundell, Richard (19)

Main data

Where Xiaohong Chen has published?

Journals with more than one article published# docs
Journal of Econometrics17
Econometric Theory7
Econometrica5
Journal of Nonparametric Statistics2
Review of Economic Studies2
Statistics & Probability Letters2
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University37
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies30
Working Papers / Yale University, Department of Economics4
Papers / arXiv.org4
Boston College Working Papers in Economics / Boston College Department of Economics3

Recent works citing Xiaohong Chen (2018 and 2017)

YearTitle of citing document
2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2017ASSESSING PROVINCIAL-LEVEL DEMAND FOR FOOD QUANTITY AND QUALITY IN CHINA: AN EASI DEMAND SYSTEM APPROACH. (2017). Mendis, Sachintha ; Hovhannisyan, Vardges . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252797.

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2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: AMSE Working Papers. RePEc:aim:wpaimx:1716.

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2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Annual Review of Economics. RePEc:anr:reveco:v:9:y:2017:p:471-496.

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2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2017Nonparametric Stochastic Discount Factor Decomposition. (2017). Christensen, Timothy . In: Papers. RePEc:arx:papers:1412.4428.

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2018Local Parametric Estimation in High Frequency Data. (2018). Potiron, Yoann. In: Papers. RePEc:arx:papers:1603.05700.

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2018Locally 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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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2017Portfolio Risk Assessment using Copula Models. (2017). Semenov, Mikhail ; Smagulov, Daulet . In: Papers. RePEc:arx:papers:1707.03516.

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2017Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658.

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2017Inference on Estimators defined by Mathematical Programming. (2017). Shum, Matthew ; Shi, Xiaoxia ; Hsieh, Yu-Wei. In: Papers. RePEc:arx:papers:1709.09115.

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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function. (2017). Li, Tong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1711.10031.

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2017Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2018Adversarial Generalized Method of Moments. (2018). Syrgkanis, Vasilis ; Lewis, Gregory. In: Papers. RePEc:arx:papers:1803.07164.

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2018Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

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2018Specification testing in random coefficient models. (2018). Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2018Inference on Local Average Treatment Effects for Misclassified Treatment. (2018). Yanagi, Takahide. In: Papers. RePEc:arx:papers:1804.03349.

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

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

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors. (2018). Han, Sukjin ; Lee, Sungwon . In: Papers. RePEc:arx:papers:1808.05792.

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2017Productivity Dynamics and the Role of ‘Big-Box’ Entrants in Retailing. (2017). Maican, Florin ; Orth, Matilda . In: Journal of Industrial Economics. RePEc:bla:jindec:v:65:y:2017:i:2:p:397-438.

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2017Retail payment innovations and cash usage: accounting for attrition by using refreshment samples. (2017). Huynh, Kim ; Felt, Marie-Helene ; Chen, Heng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:503-530.

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2017A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach. (2017). Siu, Tak Kuen ; Rao, Tata Subba ; Lu, Zudi ; Tong, Howell ; Wong, Shiu Fung ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:243-265.

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2017Semi-parametric Estimation in a Single-index Model with Endogenous Variables. (2017). Birke, Melanie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; VanBellegem, Sebastien ; Van Bellegem, Sebastien . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:168-191.

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2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0640.

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2017Continuous Record Asymptotics for Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-010.

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2017A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1703.

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2017Estimation of Health Care Demand and its Implication on Income Effects of Individuals. (2017). Voia, Marcel ; Kavand, Hossein . In: Carleton Economic Papers. RePEc:car:carecp:16-01.

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2018A Reconsideration of the Sugar Sweetened Beverage Tax in a Household Production Model. (2018). bordignon, massimo ; Zhan, Lue ; Xiang, DI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7087.

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2017Regression Discontinuity Design with Continuous Measurement Error in the Running Variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11775.

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2018Overidentification in Regular Models. (2018). Chen, Xiaohong ; Santos, Andres . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1999r.

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2018Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions. (2018). Compiani, Giovanni ; Sant, Marcelo ; Haile, Philip A. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2137.

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2017Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures. (2017). Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260414.

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2017Copula-statistical precipitation forecasting model in Australia’s agro-ecological zones. (2017). Nguyen-Huy, Thong ; Khan, Shahjahan ; Mushtaq, Shahbaz ; An-Vo, Duc-Anh ; Deo, Ravinesh C. In: Agricultural Water Management. RePEc:eee:agiwat:v:191:y:2017:i:c:p:153-172.

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2017A copula-based fuzzy chance-constrained programming model and its application to electric power generation systems planning. (2017). Fan, Y R ; Chen, F ; Huang, G H. In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:291-309.

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2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

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2017Generalized partially linear regression with misclassified data and an application to labour market transitions. (2017). Wilke, Ralf ; Dlugosz, Stephan ; Mammen, Enno. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:145-159.

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2017Sieve maximum likelihood estimation for the proportional hazards model under informative censoring. (2017). Chen, Xuerong ; Sun, Jianguo ; Hu, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:224-234.

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2017An estimating equation for censored and truncated quantile regression. (2017). Frumento, Paolo ; Bottai, Matteo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:53-63.

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2018Vine copula based likelihood estimation of dependence patterns in multivariate event time data. (2018). Czado, Claudia ; Geerdens, Candida ; Killiches, Matthias ; Janssen, Paul ; Barthel, Nicole. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:117:y:2018:i:c:p:109-127.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017An extreme value analysis of the last century crises across industries in the U.S. economy. (2017). Bee, Marco ; Trapin, Luca ; Riccaboni, Massimo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78.

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2017Reserve modelling and the aggregation of risks using time varying copula models. (2017). Araichi, Sawssen ; Belkacem, Lotfi ; de Peretti, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:149-158.

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2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

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2018Identification and estimation using heteroscedasticity without instruments: The binary endogenous regressor case. (2018). Lewbel, Arthur. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:10-12.

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2017Inference in semiparametric conditional moment models with partial identification. (2017). Hong, Shengjie . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:156-179.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2017Estimation of average treatment effects with panel data: Asymptotic theory and implementation. (2017). Bell, David R ; Li, Kathleen T. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:65-75.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

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2017Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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2017Minimum distance from independence estimation of nonseparable instrumental variables models. (2017). Torgovitsky, Alexander . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:35-48.

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2017Identification in a generalization of bivariate probit models with dummy endogenous regressors. (2017). Han, Sukjin ; Vytlacil, Edward J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:63-73.

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2017Examples of L2-complete and boundedly-complete distributions. (2017). , Donald. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:213-220.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017Injectivity of a class of integral operators with compactly supported kernels. (2017). Schennach, Susanne ; Shiu, Ji-Liang ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:48-58.

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2017The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics. (2017). Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:154-168.

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2017Identification of additive and polynomial models of mismeasured regressors without instruments. (2017). Lewbel, Arthur ; D'Haultfoeuille, Xavier ; Ben-Moshe, Dan ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:207-222.

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2017Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables. (2017). Hahn, Jinyong ; Ridder, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:238-250.

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2017Regression discontinuity design with continuous measurement error in the running variable. (2017). Le Barbanchon, Thomas ; Davezies, Laurent. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:260-281.

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2017Bayesian moment-based inference in a regression model with misclassification error. (2017). van Hasselt, Martijn ; Bollinger, Christopher. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:282-294.

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2017Misclassification in binary choice models. (2017). Meyer, Bruce D ; Mittag, Nikolas . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:295-311.

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2017Counting rotten apples: Student achievement and score manipulation in Italian elementary Schools. (2017). Battistin, Erich ; Vuri, Daniela ; de Nadai, Michele . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:344-362.

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2017Direct instrumental nonparametric estimation of inverse regression functions. (2017). Krief, Jerome M. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:95-107.

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2017Rationalization and identification of binary games with correlated types. (2017). Xu, Haiqing ; Liu, Nianqing ; Vuong, Quang. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:249-268.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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2018Exponentially tilted likelihood inference on growing dimensional unconditional moment models. (2018). Tang, Niansheng ; Zhao, Puying ; Yan, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:57-74.

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2018Nonparametric estimation in case of endogenous selection. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:268-285.

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2018Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (2018). Iek, Pavel ; Lei, Jinghua. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:113-128.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Threshold regression with endogeneity. (2018). Phillips, Peter ; Yu, Ping ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

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2018Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data. (2018). Kim, Donggyu ; Wang, Yazhen ; Li, Cui-Xia ; Kong, Xin-Bing. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:69-79.

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2018Sieve maximum likelihood estimation of the spatial autoregressive Tobit model. (2018). Xu, Xingbai ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:96-112.

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2018Uniform confidence bands: Characterization and optimality. (2018). Freyberger, Joachim ; Rai, Yoshiyasu. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:119-130.

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2018Efficient propensity score regression estimators of multivalued treatment effects for the treated. (2018). Lee, Ying-Ying. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:207-222.

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2018Penalized indirect inference. (2018). Blasques, Francisco ; Duplinskiy, Artem . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:34-54.

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2018Indirect Inference with endogenously missing exogenous variables. (2018). Chaudhuri, Saraswata ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:55-75.

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2017On limiting distribution of quasi-posteriors under partial identification. (2017). Jiang, Wenxin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:60-72.

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2018Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, James . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017An improved method for forecasting spare parts demand using extreme value theory. (2017). Dekker, Rommert ; Koning, Alex J ; Renjie, Rex Wang ; van Jaarsveld, Willem ; Zhu, Sha . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:1:p:169-181.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

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2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

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2017Income and energy use in Bangladesh: A household level analysis. (2017). Hasan, Syed ; Mozumder, Pallab. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:115-126.

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2018Household energy prices and inequality: Evidence from German microdata based on the EASI demand system. (2018). Wölfing, Nikolas ; Tovar, Miguel A ; Wolfing, Nikolas M. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:84-97.

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2017Optimal combined long-term facility design and short-term operational strategy for CHP capacity investments. (2017). Mojica, Jose L ; Hedengren, John D ; Powell, Kody M ; Hansen, Brigham ; Petersen, Damon . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:97-115.

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2017Explicit cost-risk tradeoff for renewable portfolio standard constrained regional power system expansion: A case study of Guangdong Province, China. (2017). Ji, Ling ; Song, Yi-Hang ; Niu, Dong-Xiao ; Xie, Yu-Lei ; Huang, Guo-He . In: Energy. RePEc:eee:energy:v:131:y:2017:i:c:p:125-136.

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2017Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework. (2017). Sun, Haoze ; Zhang, YI ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:197-214.

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2018Normality of demand in a two-goods setting. (2018). Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:361-382.

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2017Penalized spline estimation in the partially linear model. (2017). Holland, Ashley D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:211-235.

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2017Change-point detection and bootstrap for Hilbert space valued random fields. (2017). Bucchia, Beatrice ; Wendler, Martin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:344-368.

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2011Flexible Estimation of Treatment Effect Parameters In: American Economic Review.
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2011Nonlinear Models of Measurement Errors In: Journal of Economic Literature.
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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.(2013) In: CeMMAP working papers.
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2015Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models In: Papers.
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2014Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: Cowles Foundation Discussion Papers.
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2014Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: CeMMAP working papers.
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2015Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models.(2015) In: Econometrica.
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2017Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression In: Papers.
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2017Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression.(2017) In: Cowles Foundation Discussion Papers.
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2017Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression.(2017) In: CeMMAP working papers.
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2017Monte Carlo Confidence Sets for Identified Sets In: Papers.
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2006Efficient Estimation of Semiparametric Multivariate Copula Models In: Journal of the American Statistical Association.
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2003Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics.
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2007Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments In: Boston College Working Papers in Economics.
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2008Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2008) In: Economics Letters.
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2007Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2007) In: CeMMAP working papers.
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2007Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information In: Boston College Working Papers in Economics.
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2007Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information.(2007) In: CeMMAP working papers.
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2008Copula-Based Nonlinear Quantile Autoregression In: Boston College Working Papers in Economics.
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2008Copula-Based Nonlinear Quantile Autoregression.(2008) In: Cowles Foundation Discussion Papers.
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2009Copula-based nonlinear quantile autoregression.(2009) In: Econometrics Journal.
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2008Copula-based nonlinear quantile autoregression.(2008) In: CeMMAP working papers.
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2016Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: CeMMAP working papers.
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2001The Estimation of Conditional Densities In: STICERD - Econometrics Paper Series.
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2003Estimation of Semiparametric Models when the Criterion Function is not Smooth In: STICERD - Econometrics Paper Series.
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2003Estimation of Semiparametric Models when the Criterion Function Is Not Smooth.(2003) In: Econometrica.
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2003Estimation of semiparametric models when the criterion function is not smooth.(2003) In: LSE Research Online Documents on Economics.
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2002Estimation of semiparametric models when the criterion function is not smooth.(2002) In: CeMMAP working papers.
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2009An Alternative Way of ComputingEfficient Instrumental VariableEstimators In: STICERD - Econometrics Paper Series.
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2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
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1998CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS In: Econometric Theory.
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2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory.
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2007A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA In: Econometric Theory.
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2011ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory.
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2007On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers.
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2007On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers.
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2013FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA In: Econometric Theory.
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2016AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS In: Econometric Theory.
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2006Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors In: Cowles Foundation Discussion Papers.
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2009Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals In: Cowles Foundation Discussion Papers.
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2009Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: Journal of Econometrics.
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2008Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2008) In: CeMMAP working papers.
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2009Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: CeMMAP working papers.
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2008Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects In: Cowles Foundation Discussion Papers.
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2008Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects.(2008) In: Working Papers.
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2008Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments In: Cowles Foundation Discussion Papers.
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2008Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments.(2008) In: Working Papers.
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2008Estimation of nonparametric conditional moment models with possibly nonsmooth moments.(2008) In: CeMMAP working papers.
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2009Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals In: Cowles Foundation Discussion Papers.
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2011Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2011) In: Cowles Foundation Discussion Papers.
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2012Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2012) In: Econometrica.
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2008Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship In: Cowles Foundation Discussion Papers.
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2010Estimation and model selection of semiparametric multivariate survival functions under general censorship.(2010) In: Journal of Econometrics.
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2009Efficient Estimation of Copula-based Semiparametric Markov Models In: Cowles Foundation Discussion Papers.
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2009Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers.
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2011Local identification of nonparametric and semiparametric models.(2011) In: CeMMAP working papers.
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2012Local identification of nonparametric and semiparametric models.(2012) In: CeMMAP working papers.
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2014Local Identification of Nonparametric and Semiparametric Models.(2014) In: Econometrica.
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2011Asymptotic Variance Estimator for Two-Step Semiparametric Estimators In: Cowles Foundation Discussion Papers.
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