International Fellows

Xiaohong Chen

Yale University

Selected Publications

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]

Xiaohong Chen, Demian Pouzo
12 September 2014 | CWP38/14

Latest version

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
Xiaohong Chen, Demian Pouzo
1 May 2015 | Journal Article
Likelihood inference in some finite mixture models

Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are […]

Xiaohong Chen, Maria Ponomareva, Elie Tamer
1 September 2014 | Journal Article

Previous version

Likelihood inference in some finite mixture models
Xiaohong Chen, Maria Ponomareva, Elie Tamer
22 May 2013 | CWP19/13
Asymptotic efficiency of semiparametric two-step GMM

Many structural economics models are semiparametric ones in which the unknown nuisance functions are identifi…ed via […]

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
4 June 2014 | CWP28/14

Latest version

Asymptotic efficiency of semiparametric two-step GMM
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, . .
14 April 2014 | Journal Article

Previous version

Asymptotic efficiency of semiparametric two-step GMM
Xiaohong Chen, Jinyong Hahn
15 October 2012 | CWP31/12
Asymptotic efficiency of semiparametric two-step GMM

Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, . .
14 April 2014 | Journal Article

Previous version

Asymptotic efficiency of semiparametric two-step GMM
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
4 June 2014 | CWP28/14
Local identification of nonparametric and semiparametric models

In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review

In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric […]

Xiaohong Chen
31 December 2013 | Journal Article

Previous version

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

Likelihood inference in some finite mixture models

Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are […]

Xiaohong Chen, Maria Ponomareva, Elie Tamer
22 May 2013 | CWP19/13

Latest version

Likelihood inference in some finite mixture models
Xiaohong Chen, Maria Ponomareva, Elie Tamer
1 September 2014 | Journal Article
An estimation of economic models with recursive preferences

This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]

Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
1 March 2013 | Journal Article

Previous version

An estimation of economic models with recursive preferences
Xiaohong Chen, Jack Favilukis, Sydney Ludvigson
15 October 2012 | CWP32/12
Local identification of nonparametric and semiparametric models

In parametric models a sufficient condition for local identification is that the vector of moment is […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12

Latest version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
23 May 2011 | CWP17/11