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Efficient Estimation of Semipa...
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Chen, Xiaohong
532
Fan, Yanqin
136
Pouzo, Demian
46
Tsyrennikov, Viktor
38
Ludvigson, Sydney C.
32
Li, Qi
26
White, Halbert
24
Linton, Oliver
23
Liao, Zhipeng
21
Hahn, Jinyong
20
Hansen, Lars Peter
19
Hong, Han
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Hu, Yingyao
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Ai, Chunrong
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Tamer, Elie T.
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Su, LuJun
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Tan, Chunqiao
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Centre for Microdata Methods and Practice (CEMMAP)
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Society for Economic Dynamics - SED
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1
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1
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Journal of econometrics
48
Cowles Foundation Discussion Paper
39
Cowles Foundation discussion paper
35
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31
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28
cemmap working paper
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Econometric theory
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Journal of Econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Econometric Theory
12
Econometrica
10
Economics letters
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China economic review : an international journal
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Discussion paper / Department of Economics, University of California San Diego
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Business Strategy and the Environment
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of the American Statistical Association : JASA
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LSE Research Online Documents on Economics
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Vanderbilt University Department of Economics Working Papers
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NBER working paper series
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China Economic Review
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Economics Letters
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Energy economics
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Group decision and negotiation
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International journal of information technology and management : IJITM
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Journal of monetary economics
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Journal of the Operational Research Society
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Review of Economic Studies
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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1
Efficient estimation of semiparametric multivariate copula models
Chen, Xiaohong
;
Fan, Yanqin
;
Tsyrennikov, Viktor
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1228-1240
Persistent link: https://www.econbiz.de/10003375981
Saved in:
2
Theory and Methods - Efficient Estimation of Semiparametric Multivariate Copula Models
Chen, Xiaohong
;
Fan, Yanqin
;
Tsyrennikov, Viktor
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 1228-1240
Persistent link: https://www.econbiz.de/10007292881
Saved in:
3
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
Saved in:
4
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
5
Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong
;
Fan, Yanqin
;
Pouzo, Demian
;
Ying, Zhiliang
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 129-142
Persistent link: https://www.econbiz.de/10008661728
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Evaluating density forecasts via the copula approach
Chen, Xiaohong
;
Fan, Yanqin
- In:
Finance research letters
1
(
2004
)
1
,
pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
Saved in:
9
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
Saved in:
10
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
Saved in:
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