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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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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
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The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 170 (2012) 2, pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
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Nonlinearity and temporal dependence
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine - In: Journal of econometrics 155 (2010) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10003966974