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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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Showing 2020Show all

2 papers · 1 filter

econ.EM2020★ 1 cited

Robust Forecasting

Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distribu…

econ.TH2020★ 12 cited

Existence and uniqueness of recursive utilities without boundedness

Timothy M. Christensen

This paper derives primitive, easily verifiable sufficient conditions for existence and uniqueness of (stochastic) recursive utilities for several important classes of preferences.…