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2. Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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1. Optimal Linear Instrumental Variables Approximations. (2021). Escanciano, Juan Carlos ; Li, Wei.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:221:y:2021:i:1:p:223-246.

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2. A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). shi, xiaoxia ; Liao, Zhipeng.
   In: Quantitative Economics.
   RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

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3. Optimal Linear Instrumental Variables Approximations. (2020). Escanciano, Juan Carlos ; Li, Wei.
   In: Papers.
   RePEc:arx:papers:1805.03275.

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4. Towards a General Large Sample Theory for Regularized Estimators. (2020). Jansson, Michael ; Pouzo, Demian.
   In: Papers.
   RePEc:arx:papers:1712.07248.

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5. Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions. (2019). Powell, James ; Chen, Xiaohong ; Pouzo, Demian.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:213:y:2019:i:1:p:30-53.

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6. Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions. (2019). Powell, James ; Chen, Xiaohong ; Pouzo, Demian.
   In: Papers.
   RePEc:arx:papers:1902.10100.

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7. Locally robust semiparametric estimation. (2018). Newey, Whitney ; Ichimura, Hidehiko ; Escanciano, Juan Carlos ; Chernozhukov, Victor ; Robins, James M.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:30/18.

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8. Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

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9. Nonparametric estimation in case of endogenous selection. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:202:y:2018:i:2:p:268-285.

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10. Nonparametric Estimation in Case of Endogenous Selection. (2017). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph.
    In: Rationality and Competition Discussion Paper Series.
    RePEc:rco:dpaper:58.

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11. The influence function of semiparametric estimators. (2017). Newey, Whitney ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:06/17.

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12. Retail payment innovations and cash usage: accounting for attrition by using refreshment samples. (2017). Huynh, Kim ; Felt, Marie-Helene ; Chen, Heng.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:180:y:2017:i:2:p:503-530.

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13. Locally robust semiparametric estimation. (2016). Newey, Whitney ; Ichimura, Hidehiko ; Escanciano, Juan Carlos ; Chernozhukov, Victor.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:31/16.

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14. Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide. (2016). Chen, Xiaohong ; Qiu, Yin Jia .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2032.

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15. Identification Properties of Recent Production Function Estimators. (2015). Ackerberg, Daniel ; Caves, Kevin ; Frazer, Garth.
    In: Econometrica.
    RePEc:wly:emetrp:v:83:y:2015:i::p:2411-2451.

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16. Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals. (2015). Wolter, James .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:760.

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17. Constrained conditional moment restriction models. (2015). Santos, Andres ; Newey, Whitney ; Chernozhukov, Victor.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:59/15.

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18. Estimation of panel data partly specified Tobit regression with fixed effects. (2015). Li, Hongjun ; Lin, Zhongjian ; Meng, Meixia ; Ai, Chunrong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:316-326.

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19. Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2015). Chen, Xiaohong ; Pouzo, Demian.
    In: Papers.
    RePEc:arx:papers:1411.1144.

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20. Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:38/14.

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21. Asymptotic efficiency of semiparametric two-step GMM. (2014). Hahn, Jinyong ; Chen, Xiaohong ; Ackerberg, Daniel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:28/14.

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22. Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1897rr.

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23. Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1897r.

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24. Estimation of cost efficiencies from mergers: application to US radio. (2014). Jeziorski, Przemyslaw.
    In: RAND Journal of Economics.
    RePEc:bla:randje:v:45:y:2014:i:4:p:816-846.

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25. Subcontracting and competitive bidding on incomplete procurement contracts. (2014). Miller, Daniel.
    In: RAND Journal of Economics.
    RePEc:bla:randje:v:45:y:2014:i:4:p:705-746.

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26. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-799-906.

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27. Expansion of Lévy Process Functionals and Its Application in Statistical Estimation. (2012). GAO, Jiti ; Dong, Chaohua.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2012-2.

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28. Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors. (2012). Tripathi, Gautam ; Severini, Thomas A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:491-498.

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29. The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. (2012). Chen, Xiaohong ; Ai, Chunrong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:442-457.

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30. Asymptotic Efficiency of Semiparametric Two-step GMM. (2012). Liao, Zhipeng ; Hahn, Jinyong ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1880.

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31. An Estimation of Economic Models with Recursive Preferences. (2011). Ludvigson, Sydney ; Favilukis, Jack ; Chen, Xiaohong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17130.

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32. Instrumental variable methods for recovering continuous linear functionals. (2011). Santos, Andres.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:161:y:2011:i:2:p:129-146.

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33. Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. (2010). Hu, Yingyao ; Chen, Xiaohong ; Carroll, Raymond.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:22:y:2010:i:4:p:379-399.

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34. The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors. (2010). Hahn, Jinyong ; Ridder, Geert.
    In: Textos para discussão.
    RePEc:rio:texdis:575.

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35. Characterization of the asymptotic distribution of semiparametric M-estimators. (2010). Lee, Sokbae ; Ichimura, Hidehiko.
    In: Post-Print.
    RePEc:hal:journl:peer-00741628.

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36. Characterization of the asymptotic distribution of semiparametric M-estimators. (2010). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
    In: Post-Print.
    RePEc:hal:journl:hal-00741628.

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37. Characterization of the asymptotic distribution of semiparametric M-estimators. (2010). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:2:p:252-266.

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38. An alternative root-n consistent estimator for panel data binary choice models. (2010). Gan, Li ; Ai, Chunrong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:93-100.

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39. Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin. (2009). Vytlacil, Edward ; Heckman, James ; Carneiro, Pedro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15211.

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40. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.

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41. Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin. (2009). Vytlacil, Edward ; Heckman, James ; Carneiro, Pedro.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4324.

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42. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/09.

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43. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:1:p:46-60.

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44. Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions. (2009). Chen, Xiaohong ; Ai, Chunrong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1731.

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45. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1640r.

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46. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:12/08.

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47. Conditional empirical likelihood estimation and inference for quantile regression models. (2008). Otsu, Taisuke.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:508-538.

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48. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Working Papers.
    RePEc:ecl:yaleco:47.

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49. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650.

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50. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

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