The following pages link to Xiaohong Chen (Q197822):
Displaying 18 items.
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (Q4807280) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- (Q5325807) (← links)
- Recursive Nonparametric Estimation for Time Series (Q5346129) (← links)
- FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA (Q5403112) (← links)
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves (Q5443637) (← links)
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth (Q5472999) (← links)
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions (Q5473005) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- Efficient Estimation of Semiparametric Multivariate Copula Models (Q5755034) (← links)
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900980) (← links)
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900981) (← links)
- Model check by kernel methods under weak moment conditions. (Q5941112) (← links)
- Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators (Q6108330) (← links)
- Working along both lines? The relationship between government green publicity and emissions tax (Q6572839) (← links)
- Robust inference for moment condition models without rational expectations (Q6600028) (← links)
- Information bounds for Gaussian copula parameter in stationary semiparametric Markov models (Q6650746) (← links)
- Matching \(\mu \)-logic (Q6654486) (← links)
