Xiaohong Chen, Victor Chernozhukov, Sokbae 'Simon' Lee and Whitney Newey, November 2012,  Local identification of nonparametric and semiparametric models,  cemmap Working Papers , CWP37/12

Xiaohong Chen, Jinyong Hahn and Zhipeng Liao, October 2012,  Asymptotic efficiency of semiparametric two-step GMM,  cemmap Working Papers , CWP31/12

Xiaohong Chen, Jack Favilukis and Sydney Ludvigson, October 2012,  An estimation of economic models with recursive preferences,  cemmap Working Papers , CWP32/12

Xiaohong Chen, David T. Jacho-Chavez and Oliver Linton, September 2012,  Averaging of moment condition estimators,  cemmap Working Papers , CWP26/12

Xiaohong Chen, Zhipeng Liao and Yixiao Sun, February 2012,  Sieve inference on semi-nonparametric time series models,  cemmap Working Papers , CWP06/12

Xiaohong Chen, June 2011,  Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review,  cemmap Working Papers , CWP23/11

Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn, June 2011,  A practical asymptotic variance estimator for two-step semiparametric estimators,  cemmap Working Papers , CWP22/11

Xiaohong Chen, Victor Chernozhukov, Sokbae 'Simon' Lee and Whitney Newey, May 2011,  Local identification of nonparametric and semiparametric models,  cemmap Working Papers , CWP17/11

Xiaohong Chen, Wu, Wei Biao and Yi, Yanping, May 2010,  Efficient estimation of copula-based semiparametric Markov models,  Annals of Statistics,  Volume 37, Number 6B (2009), 4214-4253, Journal Articles

Chunrong Ai and Xiaohong Chen, October 2009,  Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions,  cemmap Working Papers , CWP28/09