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Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601

Persistent link: https://www.econbiz.de/10001517339

Optimal nonparametric estimation of first-price auctions

Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 525-574

Persistent link: https://www.econbiz.de/10001476515

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev

Persistent link: https://www.econbiz.de/10000995905

Semiparametric estimation of first-price auctions with risk averse bidders

Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - 2003

Persistent link: https://www.econbiz.de/10001762371

Asymmetry in first-price auctions with affiliated private values

Campo, Sandra; Perrigne, Isabelle; Vuong, Quang H. - In: Journal of applied econometrics 18 (2003) 2, pp. 179-207

Persistent link: https://www.econbiz.de/10001754950

Semiparametric estimation of the optimal reserve price in first-price auctions

Li, Tong; Perrigne, Isabelle; Vuong, Quang H. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 53-64

Persistent link: https://www.econbiz.de/10001728819

Semiparametric Estimation of First-Price Auction Models

Aryal, Gaurab - 2019

In this paper we propose a two-step semiparametric procedure to estimate first-price auction models. In the first-step, we estimate the bid density and distribution using local polynomial method, and recover a sample of (pseudo) private values. In the second-step, we apply the method of moments...

Persistent link: https://www.econbiz.de/10012904820

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

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

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