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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Iowa State University, Department of Economics"
~person:"Chen, Xiaohong"
~person:"Chernozhukov, Victor"
~person:"Escanciano, Juan Carlos"
~person:"Galichon, Alfred"
~person:"Lee, Sokbae"
~person:"Mourifié, Ismael"
~subject:"Statistical inference"
~subject:"Statistischer Test"
~subject:"optimality"
~type_genre:"Graue Literatur"
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Estimation theory
Statistical inference
Statistischer Test
optimality
Schätztheorie
21
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Method of moments
4
Momentenmethode
4
Statistical test
4
Time series analysis
4
Zeitreihenanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
IV-Schätzung
3
Instrumental variables
3
Modellierung
3
Regression analysis
3
Regressionsanalyse
3
Scientific modelling
3
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Semiparametric efficiency
2
Theorie
2
Theory
2
(Nonlinear) Irregular Functionals
1
ARCH model
1
ARCH-Modell
1
Adaptive testing
1
Artificial neural networks
1
Auto-correlation robust inference
1
Bayes-Statistik
1
Bayesian Model Selection
1
Bayesian inference
1
Cointegration
1
Con dence sets
1
Earnings Distribution
1
Econometric Model Evaluation
1
Efficient inuence
1
Einheitswurzeltest
1
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21
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21
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Graue Literatur
Arbeitspapier
21
Non-commercial literature
21
Working Paper
21
Article in journal
3
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3
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English
21
Author
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Chen, Xiaohong
Chernozhukov, Victor
Escanciano, Juan Carlos
Galichon, Alfred
Lee, Sokbae
Mourifié, Ismael
Phillips, Peter C. B.
78
Andrews, Donald W. K.
26
Schmid, Timo
10
Guggenberger, Patrik
9
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Sun, Yixiao
7
Tzavidis, Nikos
6
Breunig, Christoph
5
Cheng, Xu
5
Salvati, Nicola
5
Yu, Jun
5
Cho, Jin Seo
4
Gao, Jiti
4
Giles, David E. A.
4
Jin, Sainan
4
Lieberman, Offer
4
Pouzo, Demian
4
Schmitt, Christian
4
Shimotsu, Katsumi
4
Sul, Donggyu
4
Wang, Qiying
4
Wang, Ying
4
Fair, Ray C.
3
Giraitis, Liudas
3
Groß, Marcus
3
Han, Chirok
3
Kheifets, Igor
3
Kolesár, Michal
3
Laisney, François
3
Lechner, Michael
3
Rendtel, Ulrich
3
Schumacher, Christian
3
Shi, Xiaoxia
3
Su, Liangjun
3
Anders, Ulrich
2
Angrist, Joshua D.
2
Bandi, Federico M.
2
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Journal of forecasting
Cowles Foundation discussion paper
Discussion paper
Econometrics : open access journal
Economics letters
Working paper / Iowa State University, Department of Economics
CEMMAP working papers / Centre for Microdata Methods and Practice
81
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
CAEPR working papers
7
Discussion paper series / IZA
3
Working paper / National Bureau of Economic Research, Inc.
3
Yale Economics Department working papers
3
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Discussion paper / Department of Economics, University of California San Diego
2
Boston College working papers in economics
1
Department of Economics discussion papers / Columbia University
1
Department of Economics working paper series / McMaster University, Department of Economics
1
Discussion paper / University of Bristol, Department of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Econometrics papers
1
Working papers / Federal Reserve Bank of Chicago
1
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ECONIS (ZBW)
21
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1
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
2
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
3
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
4
Discordant relaxations of misspecified models
Kédagni, Désiré
;
Li, Lixiong
;
Mourifié, Ismael
-
2021
Persistent link: https://www.econbiz.de/10012650288
Saved in:
5
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
7
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
8
Censored quantile instrumental variable estimation with Stata
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Han, Sukjin
; …
-
2018
Persistent link: https://www.econbiz.de/10011802288
Saved in:
9
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
Saved in:
10
Overidentification in regular models
Chen, Xiaohong
;
Santos, Andres
-
2015
Persistent link: https://www.econbiz.de/10011312349
Saved in:
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