143 citations · 364 across the 13 of their papers we have counts for
Showing stat.MEShow all
3 papers · 1 filter
stat.ME2015★ 77 cited
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
Xiaohong Chen, Timothy M. Christensen
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function and its…
stat.ME2014★ 54 cited
Nonparametric Stochastic Discount Factor Decomposition
Timothy Christensen
Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investme…
stat.ME2013★ 16 cited
Nonparametric identification of positive eigenfunctions
Timothy Christensen
Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen linear operators. Examples include long-run risk-return re…