Timothy Christensen

New York University (NYU) - Department of Economics

269 Mercer Street, 7th Floor

New York, NY 10011

United States

SCHOLARLY PAPERS

9

DOWNLOADS

1,078

TOTAL CITATIONS
Rank 23,863

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Top 23,863

in Total Papers Citations

49

Scholarly Papers (9)

1.

Culling the Factor Zoo

Number of pages: 52 Posted: 06 Jun 2023 Last Revised: 15 Jan 2025
Gurdip Bakshi, Timothy Christensen, John Crosby and Xiaohui Gao
Temple University-Fox School of Business, New York University (NYU) - Department of Economics, University of Maryland - Robert H. Smith School of Business and Temple University-Fox School of Business
Downloads 316 (204,102)

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Asset Pricing, Factor Models, Stochastic Discount Factor, Model Selection, Manhattan Distance, Mixed-Integer Optimization

2.

Optimal Sup-Norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation

Cowles Foundation Discussion Paper No. 1923R
Number of pages: 40 Posted: 03 Apr 2015
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Downloads 189 (339,954)

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Ill-posed inverse problems, Series 2SLS, Optimal sup-norm convergence rates, Adaptive estimation, Random matrices, Bootstrap uniform confidence bands, Nonlinear welfare functionals, Nonparametric demand analysis with endogeneity

3.

Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression

Cowles Foundation Discussion Paper No. 1923
Number of pages: 37 Posted: 04 Nov 2013
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Downloads 120 (496,382)

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Nonparametric instrumental variables; Statistical ill-posed inverse problems; Optimal uniform convergence rates; Weak dependence; Random matrices; Splines; Wavelets

4.

MCMC Confidence Sets for Identified Sets

Cowles Foundation Discussion Paper No. 2037
Number of pages: 69 Posted: 05 May 2016
Xiaohong Chen, Timothy Christensen and Elie T. Tamer
Yale University - Cowles Foundation, New York University (NYU) - Department of Economics and Harvard University
Downloads 97 (579,687)
Citation 2

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5.

Robust Forecasting

PIER Working Paper No. 20-038
Number of pages: 60 Posted: 01 Dec 2020
Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
New York University (NYU) - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 85 (629,460)
Citation 2

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Statistical Decision Theory, Dynamic Discrete Choice, Forecasting, Identification, Minimax Loss, Minimax Regret, Panel Data Models, Robustness, Structural Breaks

6.

Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression

Cowles Foundation Discussion Paper No. 1923R2
Number of pages: 95 Posted: 15 Feb 2017 Last Revised: 29 Apr 2017
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Downloads 80 (652,215)
Citation 15

Abstract:

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Series 2SLS, Optimal Sup-Norm Convergence Rates, Uniform Gaussian Process Strong Approximation, Score Bootstrap Uniform Confidence Bands, Nonlinear Welfare Functionals, Nonparametric Demand with Endogeneity

7.

MCMC Con dence Sets for Identi ed Sets

Cowles Foundation Discussion Paper No. 2037R
Number of pages: 107 Posted: 08 Jul 2016
Xiaohong Chen, Timothy Christensen, Keith O'Hara and Elie T. Tamer
Yale University - Cowles Foundation, New York University (NYU) - Department of Economics, New York University (NYU) and Harvard University
Downloads 70 (701,856)

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8.

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

Cowles Foundation Discussion Paper No. 1976
Number of pages: 55 Posted: 24 Dec 2014 Last Revised: 13 Mar 2015
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Downloads 64 (735,932)
Citation 14

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Nonparametric series regression, Optimal uniform convergence rates, Weak dependence, Random matrices, Splines, Wavelets, (Nonlinear) Irregular Functionals, Sieve t statistics

9.

Monte Carlo Confidence Sets for Identified Sets

Cowles Foundation Discussion Paper No. 2037R2
Number of pages: 104 Posted: 29 Sep 2017
Xiaohong Chen, Timothy Christensen and Elie T. Tamer
Yale University - Cowles Foundation, New York University (NYU) - Department of Economics and Harvard University
Downloads 57 (780,008)
Citation 16

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