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| Chen X, Hansen LP, Hansen P. (2020) Robust Identification of Investor Beliefs National Bureau of Economic Research |
| Chen X, Huang Z, Yi Y. (2020) Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models Journal of Econometrics |
| Chen X, Pouzo D, Powell JL. (2019) Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions Journal of Econometrics. 213: 30-53 |
| Chen X, Santos A. (2018) Overidentification in Regular Models Econometrica. 86: 1771-1817 |
| Chen X, Christensen TM, Tamer E. (2017) Monte Carlo Confidence Sets for Identified Sets Econometrica. 86: 1965-2018 |
| Chen X, Christensen TM. (2017) Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression Quantitative Economics. 9: 39-84 |
| Chen X, Linton O, Yi Y. (2017) Semiparametric identification of the bid–ask spread in extended Roll models Journal of Econometrics. 200: 312-325 |
| Chen X, Qiu YJJ. (2016) Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide Annual Review of Economics. 8: 259-290 |
| Chen X, Jacho-Chávez DT, Linton O. (2016) Averaging of an increasing number of moment condition estimators Econometric Theory. 32: 30-70 |
| Chen X, Pouzo D. (2015) Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models: Sieve Wald and QLR Inference Econometrica. 83: 1013-1079 |