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Chen’s research is mostly about penalized sieve (such as splines, wavelets, neural networks) estimation and inference on semiparametric and nonparametric models, such as semiparametric models of nonlinear time series, empirical asset pricing, copula, missing data, measurement error, nonparametric instrumental variables, semi/nonparametric conditional moment restrictions, causal inference. Some example publications are: ``On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation’’ X. Chen and Z. Qi, Proceedings of the 39th International Conference on Machine Learning, PMLR 162:3558-3582, 2022, ArXiv:2201.06169. https://proceedings.mlr.press/v162/chen22u.html ``Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models’’ (C. Breunig and X. Chen), December 2021. Cowles Foundation Discussion Paper no 2238R. Revised for Econometrica. ``Adaptive Estimation and Uniform Confidence Bands for Nonparametric Instrumental Variables’’ (X. Chen, T. Christensen and S. Kankanala), 2021, Cowles Foundation Discussion Paper no 2292, Revision requested by the Review of Economic Studies. ``Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators’’ (Jiafeng Chen, Xiaohong Chen and Elie Tamer), Cowles Foundation Discussion Paper no 2319, Revision requested by Journal of Econometrics ``Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models’’ by X. Chen and D. Pouzo, Econometrica, 2015, 83, 1013-1079. ``High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data’’ by J. Chang, S. Chen and X. Chen, Journal of Econometrics, 2015, 185, 283-304 ``Semiparametric Efficiency in GMM Models with Auxiliary Data’’ by X. Chen, H. Hong and A. Tarozzi, Annals of Statistics, 2008, 36, 808-843 ``Large Sample Sieve Estimation of Semi-nonparametric Models’’ by X. Chen, chapter 76 in Handbook of Econometrics, Vol. 6B, 2007, eds. James J. Heckman and Edward E. Leamer, North-Holland ``Measurement Error Models with Auxiliary Data’’ by X. Chen, H. Hong and E. Tamer, Review of Economic Studies, 2005, 72, 343-366 “Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space” by X. Chen and H. White, Studies in Nonlinear Dynamics and Econometrics 2002, vol. 6, issue 1, article 1. “Semiparametric ARX Neural Network Models with an Application to Forecasting Inflation” by X. Chen, J. Racine and N. Swanson, 2001, IEEE Transactions on Neural Networks, 12, 674-683. “Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators” by X. Chen and H. White, 1999. IEEE Tran. Information Theory, Vol. 45, 682-691. “Sieve Extremum Estimates for Weakly Dependent Data” by X. Chen and X. Shen, 1998, Econometrica, 66, 289-314.

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