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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/10007268469
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Adaptive consistent unit-root tests 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/10007894517
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Robust adaptive rate-optimal testing for the white noise hypothesis
Guay, Alain; Guerre, Emmanuel; Lazarová, Štěpána - In: Journal of econometrics 176 (2013) 2, pp. 134-145
Persistent link: https://www.econbiz.de/10010152651
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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/10007268464
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Optimal Nonparametric Estimation of First-Price Auctions
Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 525-574
Persistent link: https://www.econbiz.de/10006780326
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The Limit Distribution of Level Crossings of a Random Walk, and a Simple Unit Root Test
Burridge, Peter; Guerre, Emmanuel - In: Econometric theory 12 (1996) 4, pp. 705-723
Persistent link: https://www.econbiz.de/10007003405
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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/10006972583
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A note on the nonstationary binary choice logit model
Guerre, Emmanuel; Moon, Hyungsik Roger - In: Economics letters 76 (2002) 2, pp. 267-272
Persistent link: https://www.econbiz.de/10006767517
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UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
Guerre, Emmanuel; Sabbah, Camille - In: Econometric theory 28 (2011) 1, pp. 87-130
Persistent link: https://www.econbiz.de/10009832942
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Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1193-1228
Persistent link: https://www.econbiz.de/10008279078