Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions X Chen, TM Christensen Journal of Econometrics 188 (2), 447-465, 2015 | 162 | 2015 |
Forecasting spikes in electricity prices TM Christensen, AS Hurn, KA Lindsay International Journal of Forecasting 28 (2), 400-411, 2012 | 160 | 2012 |
Monte Carlo confidence sets for identified sets X Chen, TM Christensen, E Tamer Econometrica 86 (6), 1965-2018, 2018 | 139 | 2018 |
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression X Chen, TM Christensen Quantitative Economics 9 (1), 39-84, 2018 | 130 | 2018 |
Counterfactual sensitivity and robustness T Christensen, B Connault Econometrica 91 (1), 263-298, 2023 | 80 | 2023 |
Nonparametric stochastic discount factor decomposition TM Christensen Econometrica 85 (5), 1501-1536, 2017 | 72 | 2017 |
It never rains but it pours: modeling the persistence of spikes in electricity prices T Christensen, S Hurn, K Lindsay The Energy Journal 30 (1), 25-48, 2009 | 69 | 2009 |
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation X Chen, T Christensen Cowles Foundation discussion paper, 2015 | 61* | 2015 |
Nonparametric identification of positive eigenfunctions TM Christensen Econometric Theory 31 (6), 1310-1330, 2015 | 20 | 2015 |
Externally valid treatment choice C Adjaho, T Christensen arXiv preprint arXiv:2205.05561 1, 2022 | 16 | 2022 |
The devil is in the detail: hints for practical optimisation TM Christensen, AS Hurn, KA Lindsay Economic Analysis and Policy 38 (2), 345-368, 2008 | 16 | 2008 |
Optimal discrete decisions when payoffs are partially identified T Christensen, HR Moon, F Schorfheide arXiv preprint arXiv:2204.11748, 2022 | 15* | 2022 |
Existence and uniqueness of recursive utilities without boundedness TM Christensen Journal of Economic Theory 200, 105413, 2022 | 13 | 2022 |
Robust forecasting T Christensen, HR Moon, F Schorfheide arXiv preprint arXiv:2011.03153, 2020 | 12 | 2020 |
Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities X Chen, T Christensen, S Kankanala Review of Economic Studies, rdae025, 2024 | 11* | 2024 |
Detecting common dynamics in transitory components T Christensen, S Hurn, A Pagan Journal of Time Series Econometrics 3 (1), 2011 | 4 | 2011 |
Dynamic models with robust decision makers: Identification and estimation TM Christensen arXiv preprint arXiv:1812.11246, 2018 | 3 | 2018 |
Discrete time-series models when counts are unobservable TM Christensen, AS Hurn, KA Lindsay NCER Working Paper Series, 2008 | 2 | 2008 |
Inference for regression with variables generated from unstructured data L Battaglia, T Christensen, S Hansen, S Sacher arXiv preprint arXiv:2402.15585, 2024 | 1 | 2024 |
Factor Glut in Asset Pricing through a Modern Optimization Lens G Bakshi, T Christensen, J Crosby, X Gao Available at SSRN 4470335, 2023 | | 2023 |