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person:"Chen, Xiaohong"
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Search: subject_exact:"Estimation theory"
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Estimation theory
10
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10
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5
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5
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4
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4
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2
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Chen, Xiaohong
Smith, Richard J.
Phillips, Peter C. B.
22
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
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8
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Chan, Ngai Hang
7
Horváth, Lajos
7
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7
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7
Otsu, Taisuke
7
Wang, Qiying
7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
Ling, Shiqing
5
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5
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5
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5
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5
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Econometric theory
CEMMAP working papers / Centre for Microdata Methods and Practice
27
Cowles Foundation discussion paper
18
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16
Journal of econometrics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
DAE working paper
8
Discussion paper / Department of Economics, University of California San Diego
4
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Applications of differential geometry to econometrics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
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1
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1
Handbook of econometrics : volume 6B
1
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1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
Saved in:
2
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
3
GEL criteria for moment condition models
Smith, Richard J.
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
Saved in:
4
A model selection test for bivariate failure-time data
Chen, Xiaohong
;
Fan, Yanqin
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
Saved in:
5
Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
Saved in:
6
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification
Guggenberger, Patrik
;
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 667-709
Persistent link: https://www.econbiz.de/10003004703
Saved in:
7
Tests of rank
Robin, Jean-Marc
;
Smith, Richard J.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 151-175
Persistent link: https://www.econbiz.de/10001483362
Saved in:
8
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
9
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
Saved in:
10
Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J.
- In:
Econometric theory
10
(
1994
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10001163338
Saved in:
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