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Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008
a simulation study and an empirical estimation of a system of nonparametric quantile IV Engel curves. -- nonsmooth …
Persistent link: https://www.econbiz.de/10003739667
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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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Estimation of copula-based semiparametric time series models
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 130 (2006) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong; Pouzo, Demian - 2009
This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown parametric components (Θ) and unknown functions (h)of endogenous variables. We show that: (1) the penalized sieve minimum distance(PSMD) estimator (ˆΘ, ˆh) can...
Persistent link: https://www.econbiz.de/10003869261
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Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.; Chen, Xiaohong; Kristensen, Dennis - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008
Persistent link: https://www.econbiz.de/10003671278
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Large sample sieve estimation of semi-nonparametric models
Chen, Xiaohong - 2007
Persistent link: https://www.econbiz.de/10003601887
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On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003540221
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A model selection test for bivariate failure-time data
Chen, Xiaohong; Fan, Yanqin - In: Econometric theory 23 (2007) 3, pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
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An alternative way of computing efficient instrumental variable estimators
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003942445