Narrow search
Showing 1 - 10 of 13
Cover Image
Are there common values in first-price auctions? A tail-index nonparametric test
Hill, Jonathan B.; Shneyerov, Artyom - In: Journal of econometrics 174 (2013) 2, pp. 144-164
Persistent link: https://www.econbiz.de/10010102104
Cover Image
Are there common values in first-price auctions? : a tail-index nonparametric test
Hill, Jonathan B.; Shneyerov, Artyom - In: Journal of econometrics 174 (2013) 2, pp. 144-164
Persistent link: https://www.econbiz.de/10009751236
Cover Image
What model for entry in first-price auctions? A nonparametric approach
Marmer, Vadim; Shneyerov, Artyom; Xu, Pai - In: Journal of econometrics 176 (2013) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10010131793
Cover Image
Quantile-based nonparametric inference for first-price auctions
Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 167 (2012) 2, pp. 345-358
Persistent link: https://www.econbiz.de/10009833973
Cover Image
What model for entry in first-price auctions? : a nonparametric approach
Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Journal of econometrics 176 (2013) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10009764390
Cover Image
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 211 (2019) 2, pp. 507-538
Persistent link: https://www.econbiz.de/10012303834
Cover Image
Quantile-based nonparametric inference for first-price auctions
Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 167 (2012) 2, pp. 345-357
Persistent link: https://www.econbiz.de/10009612859
Cover Image
Moment condition tests for heavy tailed time series
Hill, Jonathan B.; Aguilar, Mike - In: Journal of econometrics 172 (2013) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10010063353
Cover Image
Moment condition tests for heavy tailed time series
Hill, Jonathan B.; Aguilar, Mike - In: Journal of econometrics 172 (2013) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10009706204
Cover Image
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike; Hill, Jonathan B. - In: Journal of econometrics 184 (2015) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10011326820