209 citations · 673 across the 20 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…
math.ST2013★ 64 cited
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Jinyuan Chang, Song Xi Chen, Xiaohong Chen
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly depend…