Timothy M. Christensen

Selected Publications

Monte Carlo confidence sets for identified sets

In complicated/nonlinear parametric models, it is generally hard to know whether the model parameters are point […]

Xiaohong Chen, Timothy M. Christensen, Elie Tamer
3 October 2017 | CWP43/17

Previous version

MCMC confidence sets for identified sets
Xiaohong Chen, Timothy M. Christensen, Keith O'Hara, Elie Tamer
7 July 2016 | CWP28/16
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and […]

Xiaohong Chen, Timothy M. Christensen
13 February 2017 | CWP09/17

Previous version

MCMC confidence sets for identified sets

In complicated/nonlinear parametric models, it is generally hard to determine whether the model parameters are (globally) […]

Xiaohong Chen, Timothy M. Christensen, Keith O'Hara, Elie Tamer
7 July 2016 | CWP28/16

Latest version

Monte Carlo confidence sets for identified sets
Xiaohong Chen, Timothy M. Christensen, Elie Tamer
3 October 2017 | CWP43/17
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation

This paper makes several contributions to the literature on the important yet difficult problem of estimating […]

Xiaohong Chen, Timothy M. Christensen
30 June 2015 | CWP32/15

Latest version

Previous version

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Xiaohong Chen, Timothy M. Christensen
4 November 2013 | CWP56/13
Nonparametric stochastic discount factor decomposition

We introduce econometric methods to perform estimation and inference on the permanent and transitory components of […]

Timothy M. Christensen
9 June 2015 | CWP24/15
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal […]

Xiaohong Chen, Timothy M. Christensen
22 December 2014 | CWP46/14

Latest version

Nonparametric identification of positive eigenfunctions

Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen […]

Timothy M. Christensen
4 September 2014 | CWP37/14

Latest version

Nonparametric identification of positive eigenfunctions
Timothy M. Christensen
31 December 2015 | Journal Article
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

We study the problem of nonparametric regression when the regressor is endogenous, which is an important […]

Xiaohong Chen, Timothy M. Christensen
4 November 2013 | CWP56/13

Latest version