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20132022
most citedOptimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

143 citations · 364 across the 13 of their papers we have counts for

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math.ST2013★ 1 cited

Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression

Xiaohong Chen, Timothy Christensen

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and…

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…