Concepedia

Xiaohong Chen

XC

19

Publications

1.3K

Citations

15

H-Index

2003

Active since

Affiliations

Yale University(Current)

New York University

University of Chicago

University of British Columbia

National Bureau of Economic Research

Xiaohong Chen is an author at Yale University specializing in statistics, statistical inference, and engineering.

Top concepts

StatisticsStatistical InferenceEngineeringEstimation TheoryEconometricsBusinessFinanceEconomicsAsset PricingTime Series Econometrics

Publications per year

2003–2025

19

Publications

19

Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

Xiaohong Chen, Demián Pouzo · Econometrica · 2012 · 234 citations

Econometric Model, Parameter Estimation, Engineering +10

Land of addicts? an empirical investigation of habit‐based asset pricing models

Xiaohong Chen, Sydney C. Ludvigson · Journal of Applied Econometrics · 2009 · 204 citations · Full text

Empirical Finance, Asset Allocation, Habit Function +18

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

An estimation of economic models with recursive preferences

Xiaohong Chen, Jack Favilukis, Sydney C. Ludvigson · Quantitative Economics · 2013 · 97 citations · Full text

Empirical Finance, Recursive Preferences, Asset Allocation +16

Nonlinearity and temporal dependence

Xiaohong Chen, Lars Peter Hansen, Marine Carrasco · Journal of Econometrics · 2009 · 96 citations

Deterministic Dynamical System, Temporal Dynamic, Temporal Dependence +2

Rows per page

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