陳曉紅 (1965年)

關於名為陳曉紅的其他人物，請見「陳曉紅」。

陳曉紅（1965年—）^[1]，出生於湖北武漢，美籍華裔經濟學家，目前擔任耶魯大學Malcolm K. Brachman經濟學教授。她是和2017年中國經濟學獎獲得者，也是第一位來自中國大陸的經濟計量學會會士。^[2]她的研究領域為計量經濟學理論，提出了一套對於具有內生性的半非參數條件矩模型的估計和推斷方法。^[3]

陳曉紅 Xiaohong Chen
出生	中國湖北省武漢市
母校	武漢大學 (B.A.) 中國人民大學 (中美經濟學培訓班) 西安大略大學 (M.A.) 聖地牙哥加利福尼亞大學 (Ph.D.)
僱主	耶魯大學
榮譽	2007 經濟計量學會會士 2012 Fellow of Journal of Econometrics 2017 中國經濟學獎 2018 Sargan Lecturer, Econometric Society 2019 美國人文與科學院院士

部分研究論文

• Carroll, R. J., Chen, X., & Hu, Y. (2010). Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Journal of Nonparametric Statistics, 22(4), 419-423.
• Chen, X., & Christensen, T. M. (2015). Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression. Quantitative Economics, 9, 39-84.
• Chen, X., & Fan, Y. (2006). Estimation of copula-based semiparametric time series models. Journal of Econometrics, 130(2), 307-335.
• Chen, X., & Gao, F. (2017). A Reverse Gaussian Correlation Inequality by Adding Cones. Statistics & Probability Letters, 123, 84-87.
• Chen, X., Jacho-Chávez, D. T., & Linton, O. (2016). Averaging of an Increasing Number of Moment Condition Estimators. Econometric Theory, 32, 30-70.
• 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., Linton, O., Schneeberger, S., & Yi, Y. (2019). Semiparametric estimation of the bid–ask spread in extended roll models. Journal of Econometrics, 208(1), 160-178.
• Chen, X., & Ludvigson, S. (2009). Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior. Journal of Applied Econometrics, 24, 1057-1093.
• Chen, X., & Qiu, Y. J. (2016). Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide. SSRN Electronic Journal, 2016(8), 259-290.
• Chen, X., & Santos, A. (2018). Overidentification in Regular Models. Econometrica, 86(5), 1771-1817.
• Chen, X., Shao, Q., Wu, W. B., & Xu, L. (2016). Self-normalized Cramér-type moderate deviations under dependence. The Annals of Statistics, 44, 1593-1617.
• Tamer, E., Christensen, T. M., & Chen, X. (2018). Monte Carlo confidence sets for identified sets. Econometrica, 86(6), 1965-2018.^[4]