Xiaohong Chen
Yale University
H-index: 47
North America-United States
Top articles of Xiaohong Chen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Improved estimation of semiparametric dynamic copula models with filtered nonstationarity | Journal of Econometrics | Xiaohong Chen Bo Wang Zhijie Xiao Yanping Yi | 2024/4/30 |
Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities | The Review of Economic Studies | Timothy Christensen Xiaohong Chen Sid Kankanala | 2024/3/18 |
Robust inference for moment condition models without rational expectations | Journal of Econometrics | Xiaohong Chen Lars Peter Hansen Peter G Hansen | 2024/1/25 |
Causal inference of general treatment effects using neural networks with a diverging number of confounders | Journal of Econometrics | Xiaohong Chen Ying Liu Shujie Ma Zheng Zhang | 2024/1/1 |
Identification and inference in first-price auctions with risk averse bidders and selective entry | Available at SSRN 3681530 | Xiaohong Chen Matthew L Gentry Tong Li Jingfeng Lu | 2023/5/28 |
STEEL: Singularity-aware Reinforcement Learning | arXiv preprint arXiv:2301.13152 | Xiaohong Chen Zhengling Qi Runzhe Wan | 2023/1/30 |
Non-parametric Estimation and Uniform Inference of General Treatment Models | Chunrong Ai Xiaohong Chen Wei Huang Zheng Zhang | 2023 | |
SGMM: Stochastic approximation to generalized method of moments | arXiv preprint arXiv:2308.13564 | Xiaohong Chen Sokbae Lee Yuan Liao Myung Hwan Seo Youngki Shin | 2023/8/25 |
Copula-based time series with filtered nonstationarity | Journal of econometrics | Xiaohong Chen Zhijie Xiao Bo Wang | 2022/5/1 |
Conditional Treatment Effects in Difference in Differences Designs | Brantly Callaway Xiaohong Chen Pedro HC Sant’Anna | 2022/4/9 | |
Inference on time series nonparametric conditional moment restrictions using general sieves | arXiv preprint arXiv:2301.00092 | Xiaohong Chen Yuan Liao Weichen Wang | 2022/12/31 |
On well-posedness and minimax optimal rates of nonparametric q-function estimation in off-policy evaluation | Xiaohong Chen Zhengling Qi | 2022/6/28 | |
Robust Estimation and Inference when Beliefs are Subjective | Xiaohong Chen Lars Peter Hansen Peter G Hansen | 2021 | |
Heterogeneity and aggregate fluctuations | Minsu Chang Xiaohong Chen Frank Schorfheide | 2021/5/31 | |
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models | Journal of econometrics | Xiaohong Chen Zhuo Huang Yanping Yi | 2021/5/1 |
Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators | Jiafeng Chen Xiaohong Chen Elie Tamer | 2021 | |
Robust identification of investor beliefs | Proceedings of the National Academy of Sciences | Xiaohong Chen Lars Peter Hansen Peter G Hansen | 2020/12/29 |
Efficient estimation of treatment effects using neural networks with a diverging number of confounders | Available at SSRN 3693072 | Xiaohong Chen Ying Liu Shujie Ma Zheng Zhang | 2020/9/15 |
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic | arXiv preprint arXiv:2008.11140 | Xiaohong Chen Sokbae Lee Myung Hwan Seo Myunghyun Song | 2020/8/25 |
Adaptive, rate-optimal hypothesis testing in nonparametric iv models | arXiv preprint arXiv:2006.09587 | Christoph Breunig Xiaohong Chen | 2020/6/17 |
Co-Authors
