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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
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Design adaptive pointwise nearest neighbor regression
Guerre, Emmanuel - 1997
Persistent link: https://www.econbiz.de/10000980272
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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
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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
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Robust adaptive rate-optimal testing for the white noise hypothesis
Guay, Alain; Guerre, Emmanuel; Lazarová, Stěpána - In: Journal of econometrics 176 (2013) 2, pp. 134-145
Persistent link: https://www.econbiz.de/10009786505
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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
Persistent link: https://www.econbiz.de/10011530319
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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
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Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel - 2004
Persistent link: https://www.econbiz.de/10002554161
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Optimal nonparametric estimation of first-price auctions
Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 525-574
Persistent link: https://www.econbiz.de/10001476515
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995 - Rev
Persistent link: https://www.econbiz.de/10000931591