Xiaohong Chen: h-index, Total Citations, and Citation Map
Xiaohong Chen's h-index is 51 (105 i10-index, 14,232+ total citations across 5+ publications) according to Google Scholar as of May 2026. Xiaohong Chen is affiliated with Professor of Economics, Yale University.
Xiaohong Chen is a researcher affiliated with Professor of Economics, Yale University, specializing in econometrics, statistics, asset pricing. Their work has been cited 14,232 times. This profile visualizes their global influence, highlighting strong citation networks in United States.
Xiaohong Chen's Citation Metrics
Bibliometric impact based on 5 indexed publications.
- H-Index
- 51
- i10-Index
- 105
- Total Citations
- 14,232
- Citing Countries
- 14
As of May 2026.
Xiaohong Chen has an h-index of 51 and 14,232 total citations across 5 publications, with research cited by institutions in 14 countries.
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We've mapped 5,000 of 14,232 citations for Xiaohong Chen
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Top Cited Works
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Large sample sieve estimation of semi-nonparametric models
20071,624
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Top Citing Institutions
Visa Evidence Package
Views and exports tuned for EB-1A, O-1A, and EB-2 NIW petitions. Sustained acclaim, geographic reach, and independent-citation filtering are the strongest evidence categories immigration adjudicators look for.
Significant Contributions
Auto-detected research lines — a seminal paper and the follow-up work building on it. Review and edit before using in a petition. Each Free PDF opens in a new tab — EB-1A organises this into the structure USCIS applies to Criterion 5 of 8 CFR § 204.5(h)(3)(v); EB-1B re-frames it under § 204.5(i)(3) (outstanding researcher); NIW presents it under prong 2 of Matter of Dhanasar.
16 citing papers could not be classified (no author data) — excluded from the percentages above.
The researcher developed estimation methods for semiparametric models with non-smooth criterion functions, establishing a foundational framework widely adopted by independent scholars.
The researcher developed large sample sieve estimation methods for semi-nonparametric models, establishing a foundational framework for flexible econometric analysis that has been widely adopted by independent scholars.
The researcher established foundational theoretical properties for GARCH and stochastic volatility models, providing critical insights into their mixing and moment behaviors that have become standard references in econometric theory.
Citation trend (last 10 years)Click to expand
Citation Trend (Last 10 Years)
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