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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Chen, Xiaohong"
~person:"Delgado, Miguel A."
~subject:"ARCH-Modell"
~subject:"Konsumentenverhalten"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Statistischer Test"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Konsumentenverhalten
Nonparametric statistics
Schätzung
Statistischer Test
Nichtparametrisches Verfahren
22
Estimation theory
15
Schätztheorie
15
Time series analysis
15
Zeitreihenanalyse
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12
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10
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Chen, Xiaohong
Delgado, Miguel A.
Linton, Oliver
28
Phillips, Peter C. B.
20
Su, Liangjun
18
Gao, Jiti
16
Li, Qi
16
Robinson, Peter M.
15
Todorov, Viktor
14
Lewbel, Arthur
13
Xiao, Zhijie
13
Cai, Zongwu
12
Francq, Christian
12
Park, Joon Y.
12
Simar, Léopold
12
Bollerslev, Tim
11
Fan, Yanqin
11
Horowitz, Joel
11
Hsiao, Cheng
11
Janiszewski, Chris A.
11
Andrews, Donald W. K.
10
Aït-Sahalia, Yacine
10
Florens, Jean-Pierre
10
Tauchen, George Eugene
10
Chen, Songnian
9
Hoderlein, Stefan
9
Koop, Gary
9
Li, Degui
9
White, Halbert
9
Zakoïan, Jean-Michel
9
Andersen, Torben
8
Ghysels, Eric
8
Hong, Yongmiao
8
Hu, Yingyao
8
Krishna, Aradhna
8
Laran, Juliano
8
Sasaki, Yuya
8
Sun, Yixiao
8
Taylor, Robert
8
Wyer, Robert S.
8
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of contemporary hospitality management
2
Journal of applied econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The econometrics journal
2
Annales d'économie et de statistique
1
Annual review of economics
1
Economics letters
1
Journal of international economics
1
Journal of retailing and consumer services
1
Journal of the American Statistical Association : JASA
1
Journal of travel and tourism marketing
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The review of economic studies
1
The review of economics and statistics
1
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ECONIS (ZBW)
26
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26
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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
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:
4
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:
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
Nonparametric tests for conditional symmetry
Delgado, Miguel A.
;
Song, Xiaojun
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
Saved in:
7
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
8
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
9
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
10
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
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