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

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Design adaptive pointwise nearest neighbor regression

Guerre, Emmanuel - 1997

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Model equivalence tests for overidentifying restrictions

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Model equivalence tests in a parametric framework

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Selection of regressors in econometrics : parametric and nonparametric methods

Lavergne, Pascal - In: Econometric reviews 17 (1998) 3, pp. 227-273

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A generalization of the Burridge-Guerre nonparametric root test

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Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function

Guerre, Emmanuel; Sabbah, Camille - 2009

This paper investigates the bias and the Bahadur representation of a local polynomial estimator of the conditional quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile level, the covariates and the smoothing parameter. The...

Persistent link: https://www.econbiz.de/10003877118

Robust adaptive rate-optimal testing for the white noise hypothesis

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Multivariate local polynomial estimators : uniform boundary properties and asymptotic linear representation

Fan, Yanqin; Guerre, Emmanuel - In: Essays in honor of Aman Ullah, (pp. 489-537). 2016

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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 (2012) 1, pp. 87-129

Persistent link: https://www.econbiz.de/10009520972