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Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang; Liu, Wei Wei - In: Journal of forecasting 36 (2017) 2, pp. 156-164
Persistent link: https://www.econbiz.de/10011729130
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Quantile regression methods for first-price auctions
Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247
Persistent link: https://www.econbiz.de/10013461523
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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014
framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction … power function. As an illustration, we consider testing implications from auction theory, provide primitive conditions for …
Persistent link: https://www.econbiz.de/10010254852
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Using bid rotation and incumbency to detect collusion : a regression discontinuity approach
Kawai, Kei; Nakabayashi, Jun; Ortner, Juan; Chassang, … - In: The review of economic studies : RES 90 (2023) 1, pp. 376-403
Persistent link: https://www.econbiz.de/10013547779
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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/10003351859
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A simple test for the parametric form of the variance function in nonparametric regression
Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2005
Persistent link: https://www.econbiz.de/10003309048
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A simple test for the parametric form of the variance function in nonparametric regression
Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2006
Persistent link: https://www.econbiz.de/10003309907
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2007
Persistent link: https://www.econbiz.de/10003410811
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Testing strict monotonicity in nonparametric regression
Birke, Melanie (contributor); Dette, Holger (contributor) - 2006
A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the "trueʺ regression function is...
Persistent link: https://www.econbiz.de/10003482598