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Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - 2008
Persistent link: https://www.econbiz.de/10003778347
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Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
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Sieve quasi likelihood ratio inference on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2013
Persistent link: https://www.econbiz.de/10009746488
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Methods for nonparametric and semiparametric regressions with endogeneity : a gentle guide
Chen, Xiaohong; Qiu, Yin Jia - 2016 - Revised: March 2016
Persistent link: https://www.econbiz.de/10011556765
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Simple nonparametric estimators for the bid-ask spread in the roll model
Chen, Xiaohong; Linton, Oliver; Schneeberger, Stefan; … - 2016
Persistent link: https://www.econbiz.de/10011556780
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MCMC confidence sets for identified sets
Chen, Xiaohong; Christensen, Timothy M.; O'Hara, Keith; … - 2016 - First draft: August 2015; revised July 5, 2016
Persistent link: https://www.econbiz.de/10011556878
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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
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - 2015
Persistent link: https://www.econbiz.de/10011312300
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Overidentification in regular models
Chen, Xiaohong; Santos, Andres - 2015
Persistent link: https://www.econbiz.de/10011312349
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Principal components and long run implications of multivariate diffusions
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José … - 2009
Persistent link: https://www.econbiz.de/10003827949