Timothy Christensen

New York University (NYU) - Department of Economics

269 Mercer Street, 7th Floor

New York, NY 10011

United States

SCHOLARLY PAPERS

7

DOWNLOADS

281

SSRN CITATIONS
Rank 42,478

SSRN RANKINGS

Top 42,478

in Total Papers Citations

11

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

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 64 (348,169)

Abstract:

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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

2.

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 58 (365,709)
Citation 1

Abstract:

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3.

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 42 (420,265)

Abstract:

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4.

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 41 (424,005)
Citation 1

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

5.

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 29 (476,212)
Citation 11

Abstract:

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

6.

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 24 (503,192)

Abstract:

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

7.

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 23 (508,782)

Abstract:

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