Chaohua Dong

Selected Publications

High dimensional semiparametric moment restriction models

We consider nonlinear moment restriction semiparametric models where both the dimension of the parameter vector and […]

Chaohua Dong, Jiti Gao, Oliver Linton
4 December 2018 | CWP69/18

Previous version

High dimensional semiparametric moment restriction models
Chaohua Dong, Jiti Gao, Oliver Linton
10 January 2018 | CWP04/18
High dimensional semiparametric moment restriction models

Moment restriction semiparametric models, where both the dimension of parameter and the number of restrictions are […]

Chaohua Dong, Jiti Gao, Oliver Linton
10 January 2018 | CWP04/18

Latest version

High dimensional semiparametric moment restriction models
Chaohua Dong, Jiti Gao, Oliver Linton
4 December 2018 | CWP69/18
Additive nonparametric models with time variable and both stationary and nonstationary regressions

This paper considers nonparametric additive models that have a deterministic time trend and both stationary and […]

Chaohua Dong, Oliver Linton
20 December 2017 | CWP59/17