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Sieve inference on possibly misspecified semi-nonparametric time series models. (2014). Sun, Yixiao ; Liao, Zhipeng ; Chen, Xiaohong.
In: Journal of Econometrics.
RePEc:eee:econom:v:178:y:2014:i:p3:p:639-658.

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Cited: 39

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  1. A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza.
    In: Diskussionsschriften.
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  2. Semiparametric estimation of long-term treatment effects. (2023). Ritzwoller, David M ; Chen, Jiafeng.
    In: Journal of Econometrics.
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  3. A structural analysis of simple contracts. (2023). Zhang, Daiqiang ; Hong, Shengjie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001501.

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  4. Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong.
    In: Journal of Econometrics.
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  5. A simple nonparametric conditional quantile estimator for time series with thin tails. (2023). Wang, Qiao.
    In: Economics Letters.
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  6. SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong.
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  8. Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Tu, Yundong ; Gao, Jiti ; Dong, Chaohua.
    In: Monash Econometrics and Business Statistics Working Papers.
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  9. Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. (2021). Yi, Yanping ; Huang, Zhuo ; Chen, Xiao Hong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:484-501.

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  10. Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong.
    In: Papers.
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  11. Uniform nonparametric inference for time series. (2020). Liao, Zhipeng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:219:y:2020:i:1:p:38-51.

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  12. Towards a general large sample theory for regularized estimators. (2019). Jansson, Michael ; Pouzo, Demian.
    In: CeMMAP working papers.
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  13. Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
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  14. Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions. (2019). Sant, Marcelo ; Haile, Philip A ; Compiani, Giovanni.
    In: Cowles Foundation Discussion Papers.
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  15. Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2019). Kang, Byunghoon.
    In: Papers.
    RePEc:arx:papers:1909.12162.

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  16. Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2018). Kang, Byunghoon.
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  18. Common values, unobserved heterogeneity, and endogenous entry in U.S. offshore oil lease auctions. (2018). Sant, Marcelo ; Haile, Phil ; Compiani, Giovanni.
    In: CeMMAP working papers.
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  19. Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao.
    In: Journal of Econometrics.
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  20. Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions. (2018). Sant, Marcelo ; Haile, Philip A ; Compiani, Giovanni.
    In: Cowles Foundation Discussion Papers.
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  21. An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves. (2017). Chen, Ying ; Li, BO.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:35:y:2017:i:3:p:371-388.

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  22. Vulnerable Growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: 2017 Meeting Papers.
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  23. Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing. (2017). Kang, Byunghoon.
    In: Working Papers.
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  24. A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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  25. Nonparametric Stochastic Discount Factor Decomposition. (2017). Christensen, Timothy .
    In: Papers.
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  26. Productivity effects from inter-industry offshoring and inshoring: Firm-level evidence from Belgium. (2016). Merlevede, Bruno ; Theodorakopoulos, Angelos .
    In: FIW Working Paper series.
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  27. Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
    In: Staff Reports.
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  28. Option-implied term structures. (2016). Vogt, Erik.
    In: Staff Reports.
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  29. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2016). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong .
    In: University of California at San Diego, Economics Working Paper Series.
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  30. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2015). Yang, Jingjing ; Sun, Yixiao ; Kim, Min Seong .
    In: Working Papers.
    RePEc:rye:wpaper:wp049.

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  31. Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals. (2015). Wolter, James .
    In: Economics Series Working Papers.
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  32. Nonparametric stochastic discount factor decomposition. (2015). Christensen, Timothy .
    In: CeMMAP working papers.
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  33. Sieve semiparametric two-step GMM under weak dependence. (2015). Liao, Zhipeng ; Chen, Xiaohong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:163-186.

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  34. Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (2015). Chen, Xiaohong ; Christensen, Timothy M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:447-465.

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  35. Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (2014). Chen, Xiaohong ; Christensen, Timothy .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:46/14.

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  36. Sieve M inference on irregular parameters. (2014). Liao, Zhipeng ; Chen, Xiaohong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:70-86.

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  37. Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions. (2014). Chen, Xiaohong ; Christensen, Timothy M..
    In: Cowles Foundation Discussion Papers.
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  38. Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao.
    In: University of California at San Diego, Economics Working Paper Series.
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