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Adaptive consistent unit-root tests 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/10007894517
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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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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
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
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Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10011818340
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Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
Gimenes, Nathalie; Guerre, Emmanuel - In: Journal of econometrics 219 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012483183
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Quantile regression methods for first-price auctions
Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247
Persistent link: https://www.econbiz.de/10013461523
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Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 90 (1999) 2, pp. 337
Persistent link: https://www.econbiz.de/10006786370
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 82 (1998) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006790191
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579