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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853576
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Central limit and functional central limit theorems for Hilbert space-valued dependent processes
Chen, Xiaohong; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853606
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Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong - In: Econometric theory 12 (1996) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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Sieve extremum estimates for weakly dependent data
Chen, Xiaohong - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
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Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong - 1995
Persistent link: https://www.econbiz.de/10000924643
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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
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Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
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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
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An estimation of economic models with recursive preferences
Chen, Xiaohong; Favilukis, Jack; Ludvigson, Sydney C. - In: Quantitative economics : QE ; journal of the … 4 (2013) 1, pp. 39-83
This paper presents estimates of key preference parameters of the Epstein and Zin (1989 , 1991) and Weil (1989) recursive utility model, evaluates the model’s ability to fit asset return data relative to other asset pricing models, and investigates the implications of such estimates for the...
Persistent link: https://www.econbiz.de/10011756863