Timothy M. Christensen

Statistics and Probability · 2012–2019

A researcher in the Science corpus: 6 papers; trusts 82 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 89 citations into it; #11,834 of 12,932 by trust here, #6,853 by citations
• Economics and Econometrics — 78 citations into it; #10,981 of 23,481 by trust here, #16,151 by citations
• Finance — 51 citations into it
• Artificial Intelligence — 19 citations into it
• Management Science and Operations Research — 16 citations into it
• Statistical Learning Theory — 13 citations into it
• Applied Mathematics — 12 citations into it
• Control and Systems Engineering — 10 citations into it

Whom Timothy M. Christensen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Xiaohong Chen
2. Lars Peter Hansen
3. Elie Tamer
4. G. Duffee
5. Peter C. B. Phillips
6. Jianhua Z. Huang
7. Whitney K. Newey
8. Chunrong Ai
9. Martin Lettau
10. Victor Chernozhukov

Who trusts Timothy M. Christensen overall

1. Rafal Weron
2. Eran Raviv
3. H. Manner
4. Florian Ziel
5. Kees E. Bouwman
6. D.D.T. Türk
7. Jakub Nowotarski
8. Vira Semenova

Papers from Timothy M. Christensen's perspective

Ordered by how strongly the researchers Timothy M. Christensen trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
3. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
4. Regression Shrinkage and Selection via the Lasso
5. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
6. Introduction to Nonparametric Estimation
7. Instrumental variable estimation of nonparametric models
8. Sieve extremum estimates for weakly dependent data
9. Estimating Dynamic Models of Imperfect Competition
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (2014) — 167 citations
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015) — 139 citations
• Forecasting spikes in electricity prices (2012) — 125 citations
• Counterfactual Sensitivity and Robustness (2019) — 51 citations
• Monte Carlo Confidence Sets for Identified Sets (2016) — 95 citations
• Nonparametric stochastic discount factor decomposition (2014) — 49 citations