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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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econ.EM2021★ 6 cited

Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities

Xiaohong Chen, Timothy Christensen, Sid Kankanala

We introduce two data-driven procedures for optimal estimation and inference in nonparametric models using instrumental variables. The first is a data-driven choice of sieve dimens…