Xiaohong Chen

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	All	Since 2016
Citations	11578	4891
h-index	47	34
i10-index	117	76

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Oliver LintonUNIVERSITY OF CAMBRIDGEVerified email at cam.ac.uk
Timothy ChristensenNew York UniversityVerified email at nyu.edu
Lars Peter HansenProfessor of Economics and Statistics, University of ChicagoVerified email at uchicago.edu
Marine CarrascoUniversite de montrealVerified email at umontreal.ca
Sydney C LudvigsonSilver Professor of Economics, New York UniversityVerified email at nyu.edu
Alessandro TarozziUPF and Barcelona GSEVerified email at upf.edu
Yingyao Hu 胡颖尧Professor of Economics, Johns Hopkins UniversityVerified email at jhu.edu
Jose A. ScheinkmanColumbia UniversityVerified email at columbia.edu
Richard BlundellUniversity College LondonVerified email at ucl.ac.uk
Dennis KristensenUniversity College LondonVerified email at ucl.ac.uk
Denis NekipelovUniversity of VirginiaVerified email at virginia.edu
Arthur LewbelProfessor of Economics, Boston CollegeVerified email at bc.edu
Sokbae (Simon) LeeDepartment of Economics, Columbia UniversityVerified email at columbia.edu
Viktor TsyrennikovPromontoryVerified email at nyu.edu
Roger KoenkerHonorary Profess or Economics, UCLVerified email at uiuc.edu
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityVerified email at mcmaster.ca
Timothy G Conleyprofessor of economics, university of western ontarioVerified email at uwo.ca
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MITVerified email at mit.edu
David Tomas Jacho-ChavezEmory UniversityVerified email at emory.edu
Matthew ShumJ. Stanley Johnson Professor of Economics, CaltechVerified email at caltech.edu

Xiaohong Chen

Professor of Economics, Yale University

Verified email at yale.edu - Homepage

econometrics statistics asset pricing


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Large sample sieve estimation of semi-nonparametric models X Chen Handbook of econometrics 6, 5549-5632, 2007	848	2007
Efficient estimation of models with conditional moment restrictions containing unknown functions C Ai, X Chen Econometrica 71 (6), 1795-1843, 2003	727	2003
Classical and computational solid mechanics Y Fung, P Tong, X Chen World Scientific Publishing Company, 2017	718	2017
Mixing and moment properties of various GARCH and stochastic volatility models M Carrasco, X Chen Econometric Theory, 17-39, 2002	574	2002
Estimation of copula-based semiparametric time series models X Chen, Y Fan Journal of Econometrics 130 (2), 307-335, 2006	478	2006
Semi‐nonparametric IV estimation of shape‐invariant Engel curves R Blundell, X Chen, D Kristensen Econometrica 75 (6), 1613-1669, 2007	458	2007
Estimation of semiparametric models when the criterion function is not smooth X Chen, O Linton, I Van Keilegom Econometrica 71 (5), 1591-1608, 2003	451	2003
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification X Chen, Y Fan Journal of econometrics 135 (1-2), 125-154, 2006	424	2006
Search for the Standard Model Higgs boson produced in association with top quarks and decaying into bb¯ in pp collisions at s= 8TeV with the ATLAS detector G Aad, B Abbott, J Abdallah, R Aben, M Abolins, OS AbouZeid, ... European Physical Journal C, 2015	402	2015
Sieve extremum estimates for weakly dependent data X Chen, X Shen Econometrica, 289-314, 1998	296	1998
Land of addicts? an empirical investigation of habit‐based asset pricing models X Chen, SC Ludvigson Journal of Applied Econometrics 24 (7), 1057-1093, 2009	247	2009
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals X Chen, D Pouzo Econometrica 80 (1), 277-321, 2012	242	2012
Semiparametric efficiency in GMM models with auxiliary data X Chen, H Hong, A Tarozzi Annals of statistics 36 (2), 808-843, 2008	215*	2008
Efficient estimation of semiparametric multivariate copula models X Chen, Y Fan, V Tsyrennikov Journal of the American Statistical Association 101 (475), 1228-1240, 2006	207	2006
Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection X Chen, Y Fan Canadian Journal of Statistics 33 (3), 389-414, 2005	187	2005
Measurement error models with auxiliary data X Chen, H Hong, E Tamer The Review of Economic Studies 72 (2), 343-366, 2005	184	2005
Search for a new resonance decaying to a W or Z boson and a Higgs boson in the [... formula...] final states with the ATLAS detector G Aad, B Abbott, J Abdallah, R Aben, M Abolins, OS AbouZeid, ... The European physical journal. C, Particles and fields 75 (6), 2015	171*	2015
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals X Chen, D Pouzo Journal of Econometrics 152 (1), 46-60, 2009	171	2009
Nonlinear models of measurement errors X Chen, H Hong, D Nekipelov Journal of Economic Literature 49 (4), 901-37, 2011	161	2011
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates X Chen, Y Fan, AJ Patton Financial Markets Group, London School of Economics and Political Science, 2004	150	2004

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