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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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An equality test across nonparametric regressions
Lavergne, Pascal - 1998
Persistent link: https://www.econbiz.de/10000996316
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An equality test across nonparametric regressions
Lavergne, Pascal - In: Journal of econometrics 103 (2001) 1/2, pp. 307-344
Persistent link: https://www.econbiz.de/10001585369
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An equality test across nonparametric regressions
Lavergne, Pascal - 1998 - Rev.
A procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of...
Persistent link: https://www.econbiz.de/10009578576
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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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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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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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Smoothing quantile regressions
Fernandes, Marcelo; Guerre, Emmanuel; Horta, Eduardo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 338-357
Persistent link: https://www.econbiz.de/10012424529
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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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Semiparametric quantile models for ascending auctions with asymmetric bidders
Bhattacharya, Jayeeta; Sanches, Nathalie Gimenes; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1020-1033
Persistent link: https://www.econbiz.de/10013539413