International Fellows

Xiaohong Chen

Yale University

Selected Publications

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 September 2008 | Journal Article

Previous version

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables […]

Xiaohong Chen, Demian Pouzo
11 May 2008 | CWP09/08

Latest version

Estimation of nonparametric conditional moment models with possibly nonsmooth moments

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be […]

Xiaohong Chen, Demian Pouzo
25 April 2008 | CWP12/08

Latest version

Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Xiaohong Chen, Demian Pouzo
10 January 2012 | Journal Article
Semi-nonparametric IV estimation of shape-invariant Engel curves

This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant […]

Richard Blundell, Xiaohong Chen, Dennis Kristensen
19 October 2007 | Journal Article

Previous version

Nonparametric IV estimation of shape-invariant Engel curves
Richard Blundell, Xiaohong Chen, Dennis Kristensen
1 October 2003 | CWP15/03
On rate optimality for ill-posed inverse problems in econometrics

In this paper, we clarify the relations between the existing sets of regularity conditions for convergence […]

Xiaohong Chen, Markus Reiss
10 September 2007 | CWP20/07

Latest version

On rate optimality for ill-posed inverse problems in econometrics
Xiaohong Chen, Markus Reiss
30 June 2011 | Journal Article
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
13 August 2007 | CWP18/07

Latest version

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 August 2007 | CWP17/07

Latest version

Nonparametric IV estimation of shape-invariant Engel curves

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total […]

Richard Blundell, Xiaohong Chen, Dennis Kristensen
1 October 2003 | CWP15/03

Latest version

Semi-nonparametric IV estimation of shape-invariant Engel curves
Richard Blundell, Xiaohong Chen, Dennis Kristensen
19 October 2007 | Journal Article
Estimation of semiparametric models when the criterion function is not smooth

We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]

Xiaohong Chen, Oliver Linton, Ingred van Keilegom
1 September 2003 | Journal Article

Previous version

Estimation of semiparametric models when the criterion function is not smooth
Xiaohong Chen, Oliver Linton, Ingred van Keilegom
7 November 2002 | CWP02/02
Estimation of semiparametric models when the criterion function is not smooth

We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]

Xiaohong Chen, Oliver Linton, Ingred van Keilegom
7 November 2002 | CWP02/02

Latest version

Estimation of semiparametric models when the criterion function is not smooth
Xiaohong Chen, Oliver Linton, Ingred van Keilegom
1 September 2003 | Journal Article