Xiaohong Chen

Institution: Yale University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1996

Most Recent: 2019

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	0.00	-
Last 10 Years	6.73	2.35	1.68	0.00	10.76	90%
All Time	20.18	33.64	8.41	0.34	62.56	98%

Publication Statistics

Raw Publications 38

Coauthorship-Adjusted Count 30.96

Publications (38)

Year	Article	Journal	Tier	Authors
2019	Semiparametric estimation of the bid–ask spread in extended roll models	Journal of Econometrics	A	4
2018	Monte Carlo Confidence Sets for Identified Sets	Econometrica	S	3
2018	Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression	Quantitative Economics	B	2
2018	Overidentification in Regular Models	Econometrica	S	2
2017	Semiparametric identification of the bid–ask spread in extended Roll models	Journal of Econometrics	A	3
2016	AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS	Econometric Theory	B	3
2015	Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions	Journal of Econometrics	A	2
2015	High dimensional generalized empirical likelihood for moment restrictions with dependent data	Journal of Econometrics	A	3
2015	Sieve semiparametric two-step GMM under weak dependence	Journal of Econometrics	A	2
2015	Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models	Econometrica	S	2
2014	Asymptotic Efficiency of Semiparametric Two-step GMM	Review of Economic Studies	S	4
2014	Likelihood inference in some finite mixture models	Journal of Econometrics	A	3
2014	Local Identification of Nonparametric and Semiparametric Models	Econometrica	S	4
2014	Sieve inference on possibly misspecified semi-nonparametric time series models	Journal of Econometrics	A	3
2014	Sieve M inference on irregular parameters	Journal of Econometrics	A	2
2013	FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA	Econometric Theory	B	3
2013	Comment	Journal of the American Statistical Association	B	1
2012	A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators	Review of Economics and Statistics	A	3
2012	The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions	Journal of Econometrics	A	2
2011	ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS	Econometric Theory	B	2
2011	Flexible Estimation of Treatment Effect Parameters	American Economic Review	S	3
2010	Nonlinearity and temporal dependence	Journal of Econometrics	A	3
2010	Estimation and model selection of semiparametric multivariate survival functions under general censorship	Journal of Econometrics	A	4
2009	Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals	Journal of Econometrics	A	2
2009	Land of addicts? an empirical investigation of habit‐based asset pricing models	Journal of Applied Econometrics	B	2
2008	Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments	Economics Letters	C	3
2007	Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models	Journal of Econometrics	A	3
2007	Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables	Journal of Econometrics	A	2
2007	A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA	Econometric Theory	B	2
2006	Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification	Journal of Econometrics	A	2
2006	Estimation of copula-based semiparametric time series models	Journal of Econometrics	A	2
2005	Measurement Error Models with Auxiliary Data	Review of Economic Studies	S	3
2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS	Econometric Theory	B	2
2001	A new semiparametric spatial model for panel time series	Journal of Econometrics	A	2
1999	Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series	Journal of Econometrics	A	2
1998	Nonparametric Adaptive Learning with Feedback	Journal of Economic Theory	A	2
1998	CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS	Econometric Theory	B	2
1996	Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications	Econometric Theory	B	2