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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Andrews, Donald W. K."
~person:"Kiviet, J. F."
~subject:"Bootstrap-Verfahren"
~subject:"Least squares method"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Bootstrap-Verfahren
Least squares method
Schätztheorie
Estimation theory
93
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Theorie
25
Theory
25
Method of moments
22
Momentenmethode
22
Bootstrap approach
16
Statistical test
15
Statistischer Test
15
Regression analysis
14
Regressionsanalyse
14
Time series analysis
12
Zeitreihenanalyse
12
Induktive Statistik
11
Statistical inference
11
IV-Schätzung
9
Instrumental variables
9
Modellierung
9
Scientific modelling
9
Kleinste-Quadrate-Methode
7
Panel
7
Panel study
7
Bias
6
Systematischer Fehler
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Einheitswurzeltest
4
Random matrices
4
Sampling
4
Stichprobenerhebung
4
Unit root test
4
Asymptotics
3
Autocorrelation
3
Autokorrelation
3
Confidence set
3
Estimation
3
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Free
76
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Book / Working Paper
93
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Working Paper
Arbeitspapier
93
Article in journal
91
Aufsatz in Zeitschrift
91
Graue Literatur
87
Non-commercial literature
87
Aufsatz im Buch
5
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5
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3
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English
93
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Chen, Xiaohong
Andrews, Donald W. K.
Kiviet, J. F.
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Gao, Jiti
75
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Kapetanios, George
43
Lütkepohl, Helmut
43
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
Scaillet, Olivier
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Kilian, Lutz
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Lucas, André
28
Croux, Christophe
27
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University of Exeter / Department of Economics
3
Centre for Microdata Methods and Practice <London>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Cowles Foundation discussion paper
46
Discussion paper / Tinbergen Institute
17
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Discussion papers in economics
3
Yale Economics Department working papers
3
CESifo working papers
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
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1
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1
Dresdner Beiträge zu quantitativen Verfahren
1
Econometrics papers
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Economic Growth Centre working paper series
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Stellenbosch economic working papers : a working paper of the Department of Economics and the Bureau at the University of Stellenbosch
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ECONIS (ZBW)
93
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
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:
4
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:
5
Instrument-free inference under confined regressor endogeneity : derivations and applications
Kiviet, J. F.
-
2020
Persistent link: https://www.econbiz.de/10012388217
Saved in:
6
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:
7
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:
8
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:
9
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.
;
Kwon, Soonwoo
-
2019
-
Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Saved in:
10
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
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