33
H index
57
i10 index
3844
Citations
Yale University | 33 H index 57 i10 index 3844 Citations RESEARCH PRODUCTION: 60 Articles 108 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaohong Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 18 |
Econometric Theory | 7 |
Econometrica | 5 |
Econometrica | 4 |
Review of Economic Studies | 2 |
Statistics & Probability Letters | 2 |
Journal of Nonparametric Statistics | 2 |
Year | Title of citing document | |
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2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022009. Full description at Econpapers || Download paper | |
2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002. Full description at Econpapers || Download paper | |
2021 | Convergence 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. Full description at Econpapers || Download paper | |
2021 | Are unobservables separable?. (2020). FLORENS, Jean-Pierre ; Babii, Andrii. In: Papers. RePEc:arx:papers:1705.01654. Full description at Econpapers || Download paper | |
2021 | Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473. Full description at Econpapers || Download paper | |
2021 | Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881. Full description at Econpapers || Download paper | |
2021 | Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161. Full description at Econpapers || Download paper | |
2021 | Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283. Full description at Econpapers || Download paper | |
2021 | Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180. Full description at Econpapers || Download paper | |
2022 | Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350. Full description at Econpapers || Download paper | |
2022 | Identification of semiparametric discrete outcome models with bounded covariates. (2018). Kashaev, Nail. In: Papers. RePEc:arx:papers:1811.05555. Full description at Econpapers || Download paper | |
2022 | Identifying the Effect of Persuasion. (2018). Lee, Sokbae (Simon) ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:1812.02276. Full description at Econpapers || Download paper | |
2022 | Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2022 | Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490. Full description at Econpapers || Download paper | |
2021 | Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143. Full description at Econpapers || Download paper | |
2021 | The Likelihood of Mixed Hitting Times. (2019). Salimans, Tim ; Abbring, Jaap H. In: Papers. RePEc:arx:papers:1905.03463. Full description at Econpapers || Download paper | |
2022 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2021 | Estimation 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. Full description at Econpapers || Download paper | |
2021 | A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689. Full description at Econpapers || Download paper | |
2021 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2021 | Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:1912.09002. Full description at Econpapers || Download paper | |
2022 | Temporal-Difference estimation of dynamic discrete choice models. (2019). Eckardt, Dita ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1912.09509. Full description at Econpapers || Download paper | |
2021 | Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities. (2020). Xu, Sheng ; Li, Ming ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2001.00691. Full description at Econpapers || Download paper | |
2021 | Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324. Full description at Econpapers || Download paper | |
2022 | Generalized Local IV with Unordered Multiple Treatment Levels: Identification, Efficient Estimation, and Testable Implication. (2020). Xie, Haitian. In: Papers. RePEc:arx:papers:2001.06746. Full description at Econpapers || Download paper | |
2022 | Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity. (2020). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2001.09560. Full description at Econpapers || Download paper | |
2023 | Estimating the Welfare Effects of School Vouchers. (2020). Norris, Samuel ; Kamat, Vishal. In: Papers. RePEc:arx:papers:2002.00103. Full description at Econpapers || Download paper | |
2021 | Modelling volatility with v-transforms. (2020). McNeil, Alexander J. In: Papers. RePEc:arx:papers:2002.10135. Full description at Econpapers || Download paper | |
2022 | A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367. Full description at Econpapers || Download paper | |
2021 | Estimating Treatment Effects with Observed Confounders and Mediators. (2020). Childers, David ; Lipton, Zachary C ; Gupta, Shantanu. In: Papers. RePEc:arx:papers:2003.11991. Full description at Econpapers || Download paper | |
2022 | Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036. Full description at Econpapers || Download paper | |
2021 | Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318. Full description at Econpapers || Download paper | |
2021 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper | |
2021 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089. Full description at Econpapers || Download paper | |
2021 | Bootstrap 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. Full description at Econpapers || Download paper | |
2021 | Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587. Full description at Econpapers || Download paper | |
2021 | Time 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. Full description at Econpapers || Download paper | |
2022 | Robust Causal Inference Under Covariate Shift via Worst-Case Subpopulation Treatment Effects. (2020). Namkoong, Hongseok ; Jeong, Sookyo. In: Papers. RePEc:arx:papers:2007.02411. Full description at Econpapers || Download paper | |
2021 | Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507. Full description at Econpapers || Download paper | |
2022 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
2022 | An 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. Full description at Econpapers || Download paper | |
2022 | Two-Stage Maximum Score Estimator. (2020). Xu, Sheng ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2009.02854. Full description at Econpapers || Download paper | |
2021 | Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558. Full description at Econpapers || Download paper | |
2021 | Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665. Full description at Econpapers || Download paper | |
2022 | Identification of multi-valued treatment effects with unobserved heterogeneity. (2020). Fusejima, Koki. In: Papers. RePEc:arx:papers:2010.04385. Full description at Econpapers || Download paper | |
2021 | Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2020). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463. Full description at Econpapers || Download paper | |
2022 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper | |
2021 | Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158. Full description at Econpapers || Download paper | |
2021 | Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753. Full description at Econpapers || Download paper | |
2022 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2021 | An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999. Full description at Econpapers || Download paper | |
2021 | Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182. Full description at Econpapers || Download paper | |
2022 | The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422. Full description at Econpapers || Download paper | |
2022 | Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315. Full description at Econpapers || Download paper | |
2022 | Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222. Full description at Econpapers || Download paper | |
2022 | Discordant Relaxations of Misspecified Models. (2020). Li, Lixiong ; D'esir'e K'edagni, ; Mourifi, Ismael . In: Papers. RePEc:arx:papers:2012.11679. Full description at Econpapers || Download paper | |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
2022 | Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects. (2021). Ishimaru, Shoya. In: Papers. RePEc:arx:papers:2101.04346. Full description at Econpapers || Download paper | |
2022 | Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates. (2021). Postlewaite, Andrew ; Bang, Minji ; Gao, Wayne Yuan ; Sieg, Holger. In: Papers. RePEc:arx:papers:2101.05847. Full description at Econpapers || Download paper | |
2022 | Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255. Full description at Econpapers || Download paper | |
2022 | Adaptive Estimation of Quadratic Functionals in Nonparametric Instrumental Variable Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2101.12282. Full description at Econpapers || Download paper | |
2021 | New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306. Full description at Econpapers || Download paper | |
2021 | A test of non-identifying restrictions and confidence regions for partially identified parameters. (2021). Henry, Marc ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2102.04151. Full description at Econpapers || Download paper | |
2021 | Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs. (2021). Ura, Takuya ; Chiang, Harold D ; Kato, Kengo ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2102.06586. Full description at Econpapers || Download paper | |
2021 | A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063. Full description at Econpapers || Download paper | |
2021 | Deep Structural Estimation: With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui. In: Papers. RePEc:arx:papers:2102.09209. Full description at Econpapers || Download paper | |
2021 | Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076. Full description at Econpapers || Download paper | |
2022 | Overnight GARCH-It\^o Volatility Models. (2021). Wang, Yazhen ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.13467. Full description at Econpapers || Download paper | |
2022 | Causal Reinforcement Learning: An Instrumental Variable Approach. (2021). Zhang, Xiaowei ; Luo, YE ; Li, Jin. In: Papers. RePEc:arx:papers:2103.04021. Full description at Econpapers || Download paper | |
2022 | Estimating the Long-Term Effects of Novel Treatments. (2021). Syrgkanis, Vasilis ; Oprescu, Miruna ; Lewis, Greg ; Hei, Maggie ; Dillon, Eleanor ; Battocchi, Keith. In: Papers. RePEc:arx:papers:2103.08390. Full description at Econpapers || Download paper | |
2022 | Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals. (2021). Tchetgen, Eric Tchetgen ; Shpitser, Ilya ; Ying, Andrew ; Ghassami, Amiremad. In: Papers. RePEc:arx:papers:2104.02929. Full description at Econpapers || Download paper | |
2022 | Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597. Full description at Econpapers || Download paper | |
2022 | Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models. (2021). D'Haultfoeuille, Xavier ; Laage, Louise ; Davezies, Laurent. In: Papers. RePEc:arx:papers:2105.00879. Full description at Econpapers || Download paper | |
2021 | Two Sample Unconditional Quantile Effect. (2021). Li, Tong ; Inoue, Atsushi ; Xu, QI. In: Papers. RePEc:arx:papers:2105.09445. Full description at Econpapers || Download paper | |
2021 | Inference for multi-valued heterogeneous treatment effects when the number of treated units is small. (2021). Pouzo, Demian ; Dias, Marina. In: Papers. RePEc:arx:papers:2105.10965. Full description at Econpapers || Download paper | |
2022 | Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations. (2021). Tao, Yubo ; Zhang, Yichong ; Jiang, Liang. In: Papers. RePEc:arx:papers:2105.14752. Full description at Econpapers || Download paper | |
2022 | A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees. (2021). Chernozhukov, Victor ; Singh, Rahul ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2105.15197. Full description at Econpapers || Download paper | |
2021 | Semiparametric inference for partially linear regressions with Box-Cox transformation. (2021). Patilea, Valentin ; Kneip, Alois ; Becker, Daniel. In: Papers. RePEc:arx:papers:2106.10723. Full description at Econpapers || Download paper | |
2021 | Time series models with infinite-order partial copula dependence. (2021). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2107.00960. Full description at Econpapers || Download paper | |
2022 | Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2021). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780. Full description at Econpapers || Download paper | |
2022 | Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV. (2021). Kankanala, Sid ; Christensen, Timothy ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2107.11869. Full description at Econpapers || Download paper | |
2022 | Efficient Treatment Effect Estimation in Observational Studies under Heterogeneous Partial Interference. (2021). Imbens, Guido ; Liu, Jizhou ; Xiong, Ruoxuan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2107.12420. Full description at Econpapers || Download paper | |
2022 | Semiparametric Estimation of Long-Term Treatment Effects. (2021). Ritzwoller, David M ; Chen, Jiafeng. In: Papers. RePEc:arx:papers:2107.14405. Full description at Econpapers || Download paper | |
2022 | Learning Causal Relationships from Conditional Moment Conditions by Importance Weighting. (2021). Yasui, Shota ; McAlinn, Kenichiro ; Kakehi, Haruo ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2108.01312. Full description at Econpapers || Download paper | |
2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper | |
2022 | Inference in high-dimensional regression models without the exact or $L^p$ sparsity. (2021). Sasaki, Yuya ; Chiang, Harold D ; Cha, Jooyoung. In: Papers. RePEc:arx:papers:2108.09520. Full description at Econpapers || Download paper | |
2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper | |
2021 | Dynamic Games in Empirical Industrial Organization. (2021). Aguirregabiria, Victor ; Ryan, Stephen P ; Collard-Wexler, Allan. In: Papers. RePEc:arx:papers:2109.01725. Full description at Econpapers || Download paper | |
2021 | Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718. Full description at Econpapers || Download paper | |
2021 | Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity. (2021). L'Opez-Vera, Alejandro ; Ram, Andr'Es. In: Papers. RePEc:arx:papers:2109.07646. Full description at Econpapers || Download paper | |
2021 | Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109. Full description at Econpapers || Download paper | |
2021 | A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions. (2021). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982. Full description at Econpapers || Download paper | |
2021 | Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388. Full description at Econpapers || Download paper | |
2022 | Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators. (2021). Tamer, Elie ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2110.06763. Full description at Econpapers || Download paper | |
2021 | Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Papers. RePEc:arx:papers:2110.13531. Full description at Econpapers || Download paper | |
2021 | Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023. Full description at Econpapers || Download paper | |
2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper | |
2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper | |
2021 | Bootstrap inference for panel data quantile regression. (2021). Xiao, Zhijie ; Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:2111.03626. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2011 | Flexible Estimation of Treatment Effect Parameters In: American Economic Review. [Full Text][Citation analysis] | article | 10 |
2011 | Nonlinear Models of Measurement Errors In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 85 |
2016 | Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide In: Annual Review of Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2013 | Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression In: Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | Optimal uniform convergence rates for sieve nonparametric instrumental variables regression.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 35 |
2014 | Sieve 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: 35 | paper | |
2014 | Sieve 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: 35 | paper | |
2014 | Sieve 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: 35 | paper | |
2015 | Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2017 | Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression In: Papers. [Full Text][Citation analysis] | paper | 34 |
2017 | Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2017 | Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2018 | Optimal sup?norm rates and uniform inference on nonlinear functionals of nonparametric IV regression.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2017 | Monte Carlo Confidence Sets for Identified Sets In: Papers. [Full Text][Citation analysis] | paper | 38 |
2017 | Monte Carlo Confidence sets for Identified Sets.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2017 | Monte Carlo confidence sets for identified sets.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2018 | Monte Carlo Confidence Sets for Identified Sets.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2019 | Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Efficient Estimation of Semiparametric Multivariate Copula Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 75 |
2004 | Efficient Estimation of Semiparametric Multivariate Copula Models.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2003 | Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2007 | Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 23 |
2008 | Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2008) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2007 | Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2007 | Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Copula-Based Nonlinear Quantile Autoregression In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
2008 | Copula-Based Nonlinear Quantile Autoregression.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2009 | Copula-based nonlinear quantile autoregression.(2009) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2008 | Copula-based nonlinear quantile autoregression.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2002 | Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2002 | Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space.(2002) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2001 | The Estimation of Conditional Densities In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 13 |
2001 | The estimation of conditional densities.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Estimation of Semiparametric Models when the Criterion Function is not Smooth In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 263 |
2003 | Estimation of Semiparametric Models when the Criterion Function Is Not Smooth.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 263 | article | |
2003 | Estimation of semiparametric models when the criterion function is not smooth.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
2002 | Estimation of semiparametric models when the criterion function is not smooth.(2002) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
2009 | An Alternative Way of ComputingEfficient Instrumental VariableEstimators In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 8 |
2009 | An alternative way of computing efficient instrumental variable estimators.(2009) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Nonlinearity and Temporal Dependence In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 52 |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2009 | Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2010 | Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
1999 | b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
1996 | Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
1998 | CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 37 |
2002 | MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 264 |
2007 | A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2004 | A Model Selection Test for Bivariate Failure-Time Data.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 57 |
2007 | On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2007 | On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2013 | FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
2016 | AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
2006 | Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 99 |
2008 | Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2009 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | article | |
2008 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2009 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2008 | Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2008 | Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2008 | Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2008 | Estimation of nonparametric conditional moment models with possibly nonsmooth moments.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
2011 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2012 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
2008 | Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Estimation and model selection of semiparametric multivariate survival functions under general censorship.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2009 | Efficient Estimation of Copula-based Semiparametric Markov Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2009 | Efficient estimation of copula-based semiparametric Markov models.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2009 | Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2012 | The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2009 | Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2011 | Local Identification of Nonparametric and Semiparametric Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2012 | Local Identification of Nonparametric and Semiparametric Models.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2011 | Local identification of nonparametric and semiparametric models.(2011) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Local identification of nonparametric and semiparametric models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2014 | Local Identification of Nonparametric and Semiparametric Models.(2014) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2011 | Asymptotic Variance Estimator for Two-Step Semiparametric Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review.(2011) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Sensitivity Analysis in Semiparametric Likelihood Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2012 | Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | Asymptotic Efficiency of Semiparametric Two-step GMM In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Asymptotic efficiency of semiparametric two-step GMM.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2012 | Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2014 | Asymptotic Efficiency of Semiparametric Two-step GMM.(2014) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2012 | An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
2013 | An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
2007 | An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2013 | An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2012 | An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2011 | An Estimation of Economic Models with Recursive Preferences.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2007 | An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
2013 | Likelihood Inference in Some Finite Mixture Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Likelihood inference in some finite mixture models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2013 | Likelihood inference in some finite mixture models.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2014 | Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2015 | Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2014 | Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2015 | Overidentification in Regular Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2018 | Overidentification in Regular Models.(2018) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2018 | Overidentification in Regular Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2015 | Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2015 | Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2016 | MCMC Confidence sets for Identified Sets In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | MCMC Confidence sets for Identified Sets.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2016 | MCMC confidence sets for identified sets.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1998 | Sieve Extremum Estimates for Weakly Dependent Data In: Econometrica. [Citation analysis] | article | 119 |
2003 | Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions In: Econometrica. [Citation analysis] | article | 332 |
2007 | Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves In: Econometrica. [Full Text][Citation analysis] | article | 219 |
2004 | Estimation of Copula-Based Semiparametric Time Series Models In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 148 |
2006 | Estimation of copula-based semiparametric time series models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | article | |
2004 | Estimation of Copula-Based Semiparametric Time Series Models.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | paper | |
2004 | An Empirical Investigation of Habit-Based Asset Pricing Models In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 17 |
2000 | Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach In: Applied Energy. [Full Text][Citation analysis] | article | 37 |
2001 | Model check by kernel methods under weak moment conditions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | Large Sample Sieve Estimation of Semi-Nonparametric Models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 375 |
2001 | A new semiparametric spatial model for panel time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 49 |
2006 | Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 162 |
2004 | Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
2007 | Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2007 | Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
2014 | Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2014 | Sieve M inference on irregular parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2015 | High dimensional generalized empirical likelihood for moment restrictions with dependent data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
2014 | High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2017 | Semiparametric identification of the bid–ask spread in extended Roll models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Semiparametric estimation of the bid–ask spread in extended roll models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1999 | Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
1998 | Nonparametric Adaptive Learning with Feedback In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 20 |
2014 | Efficient estimation of semiparametric copula models for bivariate survival data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2017 | Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study In: Omega. [Full Text][Citation analysis] | article | 6 |
2017 | A reverse Gaussian correlation inequality by adding cones In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2008 | A note on the closed-form identification of regression models with a mismeasured binary regressor In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 17 |
2004 | Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 45 |
2009 | Principal components and the long run In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 36 |
2003 | Nonparametric IV estimation of shape-invariant Engel curves In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 38 |
2011 | A practical asymptotic variance estimator for two-step semiparametric estimators In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 47 |
2012 | A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2012 | Averaging of moment condition estimators In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Land of addicts? an empirical investigation of habit-based asset pricing models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 90 |
2004 | Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
2009 | Land of addicts? an empirical investigation of habit?based asset pricing models.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | article | |
2004 | Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | Robust Identification of Investor Beliefs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Heterogeneity and Aggregate Fluctuations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | Measurement Error Models with Auxiliary Data In: Review of Economic Studies. [Full Text][Citation analysis] | article | 69 |
2010 | Identification and estimation of nonlinear models using two samples with nonclassical measurement errors In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 19 |
2010 | Identification and estimation of nonlinear models using two samples with nonclassical measurement errors.(2010) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2013 | Comment In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2003 | Evaluating Density Forecasts via the Copula Approach In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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