Qian Chen
Personal Details
First Name:  Qian 
Middle Name:  
Last Name:  Chen 
Suffix:  
RePEc ShortID:  pch1021 
[This author has chosen not to make the email address public]  
Affiliation
China Academy of Public Finance and Public Policy
Central University of Finance and Economics (CUFE)
Beijing, Chinahttp://capfpp.cufe.edu.cn/
RePEc:edi:ppcufcn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
 Qian Chen & David E. Giles, 2009.
"FiniteSample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates,"
Econometrics Working Papers
0906, Department of Economics, University of Victoria.
 Qian Chen & David Giles, 2012. "Finitesample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409426, May.
 Qian Chen & David E. Giles, 2009. "FiniteSample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria.
 Qian Chen & David E. Giles, 2008. "FiniteSample Moments of the MLE for the Binary Logit Model," Econometrics Working Papers 0801, Department of Economics, University of Victoria.
 Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the HalfLife Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
 Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the AndersonDarling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
 Chen Qian & David E. Giles, 2005.
"The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results,"
Econometrics Working Papers
0517, Department of Economics, University of Victoria.
 Qian, Chen & Giles, David E., 2007. "The bias of elasticity estimators in linear regression: Some analytic results," Economics Letters, Elsevier, vol. 94(2), pages 185191, February.
Articles
 Qian, Chen & Giles, David E., 2007.
"The bias of elasticity estimators in linear regression: Some analytic results,"
Economics Letters, Elsevier, vol. 94(2), pages 185191, February.
 Chen Qian & David E. Giles, 2005. "The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results," Econometrics Working Papers 0517, Department of Economics, University of Victoria.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
 Qian Chen & David E. Giles, 2009.
"FiniteSample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates,"
Econometrics Working Papers
0906, Department of Economics, University of Victoria.
 Qian Chen & David Giles, 2012. "Finitesample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409426, May.
Cited by:
 Heckemeyer, Jost H. & Richter, Katharina & Spengel, Christoph, 2014. "Tax planning of R&D intensive multinationals," ZEW Discussion Papers 14114, ZEW  Leibniz Centre for European Economic Research.
 Christopher Withers & Saralees Nadarajah, 2013. "Calibration with low bias," Statistical Papers, Springer, vol. 54(2), pages 371379, May.
 Qian Chen & David E. Giles, 2009. "FiniteSample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria.
 Qian Chen & David E. Giles, 2009.
"FiniteSample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates,"
Econometrics Working Papers
0907, Department of Economics, University of Victoria.
Cited by:
 David E. Giles & Hui Feng, 2009. "Almost Unbiased Estimation of the Poisson Regression Model," Econometrics Working Papers 0909, Department of Economics, University of Victoria.
 David E Giles & Hui Feng, 2011. "Reducing the bias of the maximum likelihood estimator for the Poisson regression model," Economics Bulletin, AccessEcon, vol. 31(4), pages 29332943.
 Qian Chen & David E. Giles, 2009.
"FiniteSample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates,"
Econometrics Working Papers
0906, Department of Economics, University of Victoria.
 Qian Chen & David Giles, 2012. "Finitesample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409426, May.
 Qian Chen & David E. Giles, 2007.
"A Saddlepoint Approximation to the Distribution of the HalfLife Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle,"
Econometrics Working Papers
0703, Department of Economics, University of Victoria.
Cited by:
 HwaTaek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 22792294, June.
Articles

Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Coauthorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided. NEPECM: Econometrics (6) 20060101 20070611 20070611 20080415 20090816 20091010. Author is listed
 NEPDCM: Discrete Choice Models (2) 20080415 20090816
 NEPETS: Econometric Time Series (1) 20070611
 NEPIFN: International Finance (1) 20070611
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Qian Chen should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.