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Selecting estimated models using chi-square statistics
Vuong, Quang H. - In: Annales d'économie et de statistique (1993), pp. 143-164
Persistent link: https://www.econbiz.de/10001144562
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Generalized inverses and asymptotic properties of wald tests
Vuong, Quang H. - In: Economics letters 4 (1987), pp. 343-347
Persistent link: https://www.econbiz.de/10001035174
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Efficient conditional quantile estimation : the time series case
Komunjer, Ivana (contributor); Vuong, Quang H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003762973
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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
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Structural econometric models of strategic behavior : structural analysis of auction data
Laffont, Jean-Jacques; Vuong, Quang H. - 2010
Persistent link: https://www.econbiz.de/10003889238
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Efficient estimation in dynamic conditional quantile models
Komunjer, Ivana; Vuong, Quang H. - In: Journal of econometrics 157 (2010) 2, pp. 272-285
Persistent link: https://www.econbiz.de/10008663018
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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Identification and estimation of bidders' risk aversion in first-price auctions
Perrigne, Isabelle; Vuong, Quang H. - In: The American economic review 97 (2007) 2, pp. 444-448
Persistent link: https://www.econbiz.de/10003502187
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev.
A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...
Persistent link: https://www.econbiz.de/10009578578
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Nonparametric identification of a contract model with adverse selection and moral hazard
Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 5, pp. 1499-1539
Persistent link: https://www.econbiz.de/10009376274