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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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Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
Chen, Xiaohong; Christensen, Timothy M. - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 39-84
This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h 0 and functionals of h 0 .First,wederivesup-normconvergence rates for computationally simple sieve NPIV (series two-stage...
Persistent link: https://www.econbiz.de/10011884399
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001659348
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong (contributor); White, Halbert (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 1
Persistent link: https://www.econbiz.de/10001790000
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong (contributor); Koenker, Roger (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003773621
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - 2008
Persistent link: https://www.econbiz.de/10003839704
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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
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Nonlinear models of measurement errors
Chen, Xiaohong; Hong, Han; Nekipelov, Denis N. - In: Journal of economic literature 49 (2011) 4, pp. 901-937
Persistent link: https://www.econbiz.de/10009526970
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - In: The econometrics journal 12 (2009), pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
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Nonlinearity and temporal dependence
Chen, Xiaohong (contributor); Hansen, Lars Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724264