The following pages link to Xiaohong Chen (Q197822):
Displaying 50 items.
- (Q274893) (redirect page) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- (Q309725) (redirect page) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- (Q496155) (redirect page) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- A reverse Gaussian correlation inequality by adding cones (Q511553) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- (Q588395) (redirect page) (← links)
- A note on the closed-form identification of regression models with a mismeasured binary regressor (Q945787) (← links)
- (Q1042945) (redirect page) (← links)
- On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Nonparametric adaptive learning with feedback (Q1270759) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639) (← links)
- Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments (Q1934886) (← links)
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Semiparametric efficiency in GMM models with auxiliary data (Q2426625) (← links)
- Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
- Likelihood inference in some finite mixture models (Q2451803) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals (Q2859056) (← links)
- A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
- ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS (Q3021619) (← links)
- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (Q3368286) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- (Q3600720) (← links)
- β-mixing and moment properties of RCA models with application to GARCH(p,q) (Q4511650) (← links)
- Sieve Extremum Estimates for Weakly Dependent Data (Q4530908) (← links)
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (Q4586273) (← links)
- Asymptotic Efficiency of Semiparametric Two-step GMM (Q4610671) (← links)
- Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (Q4614282) (← links)
- Local Identification of Nonparametric and Semiparametric Models (Q4615861) (← links)
- Monte Carlo Confidence Sets for Identified Sets (Q4630029) (← links)
- Overidentification in Regular Models (Q4644809) (← links)
- Improved rates and asymptotic normality for nonparametric neural network estimators (Q4701311) (← links)
