Concepedia

Timothy Christensen

TC

12

Publications

516

Citations

11

H-Index

2008

Active since

Affiliations

New York University(Current)

Queensland University of Technology

University College London

Yale University

Timothy Christensen is an author at New York University specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringBusinessEconometricsEconomicsStatistical InferenceFinanceEconomic AnalysisEstimation TheoryBias

Publications per year

2008–2024

12

Publications

12

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Xiaohong Chen, Timothy Christensen · Journal of Econometrics · 2015 · 138 citations · Full text

Parameter Estimation, Engineering, Weak Dependence +8

Monte Carlo Confidence Sets for Identified Sets

Xiaohong Chen, Timothy Christensen, Elie Tamer · Econometrica · 2018 · 79 citations · Full text

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Xiaohong Chen, Timothy Christensen · Quantitative Economics · 2018 · 70 citations · Full text

Nonparametric Stochastic Discount Factor Decomposition

Timothy Christensen · Econometrica · 2017 · 54 citations · Full text

Dynamic Economic Model, Economics, Asset Pricing +10

It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices

Timothy Christensen, Stan Hurn, K. A. Lindsay · The Energy Journal · 2009 · 51 citations

Electricity Prices, Engineering, Power Market +17

Rows per page

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