Xiaohong Chen

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Oliver LintonUNIVERSITY OF CAMBRIDGEVerified email at cam.ac.uk
Lars Peter HansenProfessor of Economics and Statistics, University of ChicagoVerified email at uchicago.edu
Marine CarrascoUniversite de montrealVerified email at umontreal.ca
Sydney C LudvigsonJulius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics, New York UniversityVerified email at nyu.edu
Yingyao Hu 胡颖尧Professor of Economics, Johns Hopkins UniversityVerified email at jhu.edu
Alessandro TarozziProfessor, Department of Economics, European University InstituteVerified email at eui.eu
Jose A. ScheinkmanColumbia UniversityVerified email at columbia.edu
Richard BlundellUniversity College London and Institute for Fiscal StudiesVerified email at ucl.ac.uk
Dennis KristensenUniversity College LondonVerified email at ucl.ac.uk
Norman R. SwansonDistinguished Professor of Economics, Rutgers UniversityVerified email at econ.rutgers.edu
Sokbae (Simon) LeeDepartment of Economics, Columbia UniversityVerified email at columbia.edu
Denis NekipelovUniversity of VirginiaVerified email at virginia.edu
Arthur LewbelProfessor of Economics, Boston CollegeVerified email at bc.edu
Viktor TsyrennikovPromontoryVerified email at nyu.edu
Roger KoenkerHonorary Professor Economics, UCLVerified email at uiuc.edu
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityVerified email at mcmaster.ca
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;Verified email at mit.edu
David Tomas Jacho-ChavezEmory UniversityVerified email at emory.edu
Timothy G Conleyprofessor of economics, university of western ontarioVerified email at uwo.ca
Matthew ShumAmazonVerified email at caltech.edu

Xiaohong Chen

Professor of Economics, Yale University

Verified email at yale.edu - Homepage

econometrics statistics asset pricing machine learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Large sample sieve estimation of semi-nonparametric models X Chen Handbook of econometrics 6, 5549-5632, 2007	1455	2007
Efficient estimation of models with conditional moment restrictions containing unknown functions C Ai, X Chen Econometrica 71 (6), 1795-1843, 2003	960	2003
Mixing and moment properties of various GARCH and stochastic volatility models M Carrasco, X Chen Econometric Theory 18 (1), 17-39, 2002	672	2002
Estimation of semiparametric models when the criterion function is not smooth X Chen, O Linton, I Van Keilegom Econometrica 71 (5), 1591-1608, 2003	627	2003
Estimation of copula-based semiparametric time series models X Chen, Y Fan Journal of Econometrics 130 (2), 307-335, 2006	601	2006
Semi‐nonparametric IV estimation of shape‐invariant Engel curves R Blundell, X Chen, D Kristensen Econometrica 75 (6), 1613-1669, 2007	585	2007
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification X Chen, Y Fan Journal of econometrics 135 (1-2), 125-154, 2006	509	2006
Sieve extremum estimates for weakly dependent data X Chen, X Shen Econometrica, 289-314, 1998	367	1998
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals X Chen, D Pouzo Econometrica 80 (1), 277-321, 2012	356	2012
Semiparametric efficiency in GMM models with auxiliary data X Chen, H Hong, A Tarozzi	309	2008
Efficient estimation of semiparametric multivariate copula models X Chen, Y Fan, V Tsyrennikov Journal of the American Statistical Association 101 (475), 1228-1240, 2006	281	2006
Land of addicts? an empirical investigation of habit‐based asset pricing models X Chen, SC Ludvigson Journal of Applied Econometrics 24 (7), 1057-1093, 2009	278	2009
Improved rates and asymptotic normality for nonparametric neural network estimators X Chen, H White IEEE Transactions on Information Theory 45 (2), 682-691, 1999	259	1999
Nonlinear models of measurement errors X Chen, H Hong, D Nekipelov Journal of Economic Literature 49 (4), 901-937, 2011	236	2011
Measurement error models with auxiliary data X Chen, H Hong, E Tamer The Review of Economic Studies 72 (2), 343-366, 2005	230	2005
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals X Chen, D Pouzo Journal of Econometrics 152 (1), 46-60, 2009	220	2009
Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection X Chen, Y Fan Canadian Journal of Statistics 33 (3), 389-414, 2005	212	2005
An estimation of economic models with recursive preferences X Chen, J Favilukis, SC Ludvigson Quantitative Economics 4 (1), 39-83, 2013	182	2013
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions X Chen, TM Christensen Journal of Econometrics 188 (2), 447-465, 2015	179	2015
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models X Chen, D Pouzo Econometrica 83 (3), 1013-1079, 2015	168	2015

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