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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~accessRights:"restricted"
~person:"Chen, Xiaohong"
~person:"Hoderlein, Stefan"
~subject:"Forecasting model"
~subject:"Instrumental variables"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
~type_genre:"Textbook"
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Regressionsanalyse
Ökonometrie
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Instrumental variables
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Nichtparametrisches Verfahren
Estimation theory
12
Schätztheorie
12
Nonparametric statistics
10
Estimation
3
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3
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3
Control variables
2
Method of moments
2
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2
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2
Weighted average derivatives
2
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Artificial Neural Networks
1
Bid–ask spread
1
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1
Chi-square inference
1
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Chen, Xiaohong
Hoderlein, Stefan
Tsionas, Efthymios G.
21
Gao, Jiti
17
Linton, Oliver
17
Tu, Yundong
16
Cai, Zongwu
15
Parmeter, Christopher F.
14
Chen, Songnian
13
Li, Degui
13
Phillips, Peter C. B.
13
Su, Liangjun
13
Kumbhakar, Subal
12
Li, Qi
11
Sun, Yiguo
11
Zhang, Xinyu
11
Escanciano, Juan Carlos
9
Ullah, Aman
9
Florens, Jean-Pierre
8
Kapetanios, George
8
Kumar, Dilip
8
Lewbel, Arthur
8
Marcellino, Massimiliano
8
Peng, Bin
8
Peng, Liang
8
Racine, Jeffrey
8
Breunig, Christoph
7
Fan, Yanqin
7
Hahn, Jinyong
7
Henderson, Daniel J.
7
Lan, Wei
7
Shang, Han Lin
7
Wang, Qiying
7
Westerlund, Joakim
7
Wu, Ximing
7
Demetrescu, Matei
6
Hsu, Yu-Chin
6
Kim, Kyoo Il
6
Li, Jia
6
Liu, Ruixuan
6
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6
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Journal of econometrics
8
Econometric theory
2
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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.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
5
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
6
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
7
Semiparametric estimation of random coefficients in structural economic models
Hoderlein, Stefan
;
Nesheim, Lars
;
Simoni, Anna
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1265-1305
Persistent link: https://www.econbiz.de/10011810421
Saved in:
8
The triangular model with random coefficients
Hoderlein, Stefan
;
Holzmann, Hajo
;
Meister, Alexander
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10011917439
Saved in:
9
Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan
;
Su, Liangjun
;
White, Halbert
;
Yang, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 183-202
Persistent link: https://www.econbiz.de/10011704789
Saved in:
10
Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan
;
Sherman, Robert P.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10011500272
Saved in:
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