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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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On the score function of the box-cox tranformation [transformation] for integrated time series
Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000908210
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Design adaptive pointwise nearest neighbor regression
Guerre, Emmanuel - 1997
Persistent link: https://www.econbiz.de/10000980272
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Processus à mémoire longue et théorème non central limite : une introduction
Guerre, Emmanuel - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10001141265
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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 study of a semiparametric binary choice model with integrated covariates
Guerre, Emmanuel; Moon, Hyungsik Roger - In: Econometric theory 22 (2006) 4, pp. 721-742
Persistent link: https://www.econbiz.de/10003351880
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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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Adaptive rate-optimal detection of small autocorrelation coefficient
Guay, Alain; Guerre, Emmanuel; Lazarová, Štepána - 2009
A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...
Persistent link: https://www.econbiz.de/10003850599
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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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Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133
Persistent link: https://www.econbiz.de/10003608129