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Author: Xiaohong Chen
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Xiaohong Chen, David T. Jacho-Chávez and Oliver Linton
A new way of constructing efficient semiparametric instrumental variable estimators is proposed. The method involves the combination of a large number of possibly inefficient estimators rather than combining the instrume...Read more...
Xiaohong Chen, Oliver Linton and Ingrid Van Keilegom
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions ...Read more...
Xiaohong Chen, Oliver Linton and Peter M Robinson
We discuss a number of issues in the smoothed nonparametric estimation of kernel conditional probability density functions for stationary processes. The kernel conditional density estimate is a ratio of joint and margina...Read more...