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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economic studies"
~language:"cat"
~language:"eng"
~person:"Chen, Xiaohong"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Estimation theory
13
Schätztheorie
13
Time series analysis
10
Zeitreihenanalyse
10
Theorie
8
Theory
8
Method of moments
5
Momentenmethode
5
Semiparametric efficiency
4
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3
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3
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3
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2
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2
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1
Bid-ask spread
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Bid–ask spread
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1
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Chen, Xiaohong
Phillips, Peter C. B.
70
Linton, Oliver
48
Stulz, René M.
37
Lee, Lung-fei
35
Ghysels, Eric
33
Robinson, Peter M.
32
Taylor, Robert
32
Timmermann, Allan
31
Bollerslev, Tim
30
Li, Qi
30
Aït-Sahalia, Yacine
29
Hsiao, Cheng
28
Pesaran, M. Hashem
28
Su, Liangjun
28
Park, Joon Y.
27
White, Halbert
26
Gao, Jiti
25
Todorov, Viktor
25
Chen, Songnian
24
Gouriéroux, Christian
24
Koop, Gary
24
Lewbel, Arthur
24
Yu, Jun
24
Swanson, Norman R.
23
Andrews, Donald W. K.
22
Harvey, Campbell R.
22
McAleer, Michael
22
Renault, Eric
22
Schmidt, Peter
22
Tauchen, George Eugene
22
Bai, Jushan
21
Dufour, Jean-Marie
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Diebold, Francis X.
20
Hong, Han
20
Horowitz, Joel
20
Ng, Serena
20
Shleifer, Andrei
20
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Journal of econometrics
Journal of financial economics
The review of economic studies
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
China economic review : an international journal
4
Energy economics
4
Group decision and negotiation
4
Journal of the Operational Research Society
4
European journal of operational research : EJOR
3
International journal of production research
3
Journal of business ethics : JBE
3
Journal of travel and tourism marketing
3
Quantitative economics : QE ; journal of the Econometric Society
3
International journal of contemporary hospitality management
2
International journal of information technology and management : IJITM
2
Journal of the Operational Research Society : OR
2
Omega : the international journal of management science
2
Operational research : an international journal
2
Tourism management : research, policies, practice
2
Annual review of economics
1
Applied economics
1
Applied financial economics
1
Chinese management studies : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decision support systems : DSS ; the international journal
1
Economic modelling
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Finance research letters
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
Information systems and e-business management : ISeB
1
International entrepreneurship and management journal
1
International journal of production economics
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of business ethics : JOBE
1
Journal of business research : JBR
1
Journal of economic literature
1
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ECONIS (ZBW)
25
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25
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date (oldest first)
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
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:
7
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan
;
Chen, Song Xi
;
Chen, Xiaohong
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
Saved in:
8
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:
9
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:
10
Asymptotic efficiency of semiparametric two-step GMM
Ackerberg, Daniel A.
;
Chen, Xiaohong
;
Hahn, Jinyong
; …
- In:
The review of economic studies
81
(
2014
)
3
,
pp. 919-943
Persistent link: https://www.econbiz.de/10010485052
Saved in:
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