Similar Search Results

Optimal minimax rates for nonparametric specification testing in regression models

Guerre, Emmanuel; Lavergne, Pascal - In: Econometric theory 18 (2002) 5, pp. 1139-1171

Persistent link: https://www.econbiz.de/10001702336

The general asymptotic behavior of estimators of the box-cox model for integrated times series

Guerre, Emmanuel - 1995

Persistent link: https://www.econbiz.de/10000921097

On the score function of the box-cox tranformation [transformation] for integrated time series

Guerre, Emmanuel - 1995

Persistent link: https://www.econbiz.de/10000908210

Design adaptive pointwise nearest neighbor regression

Guerre, Emmanuel - 1997

Persistent link: https://www.econbiz.de/10000980272

A data-driven nonparametric specification test for dynamic regression models

Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586

Persistent link: https://www.econbiz.de/10003351859

A study of a semiparametric binary choice model with integrated covariates

Guerre, Emmanuel; Moon, Hyungsik Roger - In: Econometric theory 22 (2006) 4, pp. 721-742

Persistent link: https://www.econbiz.de/10003351880

A generalization of the Burridge-Guerre nonparametric root test

García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761

Persistent link: https://www.econbiz.de/10003351884

Adaptive rate-optimal detection of small autocorrelation coefficient

Guay, Alain; Guerre, Emmanuel; Lazarová, Štepána - 2009

A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...

Persistent link: https://www.econbiz.de/10003850599

Nonparametric identification of risk aversion in first-price auctions under exclusion restrictions

Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1193-1227

Persistent link: https://www.econbiz.de/10003881925

Adaptive consistent unit-root test based on autoregressive threshold model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133

Persistent link: https://www.econbiz.de/10003608129