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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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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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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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Semiparametric estimation of first-price auctions with risk-averse bidders
Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - In: The review of economic studies 78 (2011) 1, pp. 112-147
Persistent link: https://www.econbiz.de/10009162062
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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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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter - In: Econometric theory 12 (1996) 4, pp. 705-723
Persistent link: https://www.econbiz.de/10001210203
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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/10001702336
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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. 267-271
Persistent link: https://www.econbiz.de/10001690462