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First-price sealed-bid auctions with secret reservation prices

Elyakime, Bernard; Laffont, Jean-Jacques; Loisel, Patrice; … - 1994

Persistent link: https://www.econbiz.de/10000899900

Selecting estimated models using chi-square statistics

Vuong, Quang H.; Wang, Weiren - 1991

Persistent link: https://www.econbiz.de/10000827751

A structural approach to empirical analysis of collusive behavior

Gasmi, Farid - In: European economic review : EER 34 (1990) 2, pp. 513-523

Persistent link: https://www.econbiz.de/10001090988

Econometrics of first-price auctions

Laffont, Jean-Jacques - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 4, pp. 953-980

Persistent link: https://www.econbiz.de/10001185693

Semiparametric estimation of first-price auctions with risk-averse bidders

Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - In: The review of economic studies 78 (2011) 1, pp. 112-147

Persistent link: https://www.econbiz.de/10009162062

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

Nonparametric significance testing

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

A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...

Persistent link: https://www.econbiz.de/10009578578

Nonidentification of insurance models with probability of accidents

Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H. - 2011

Persistent link: https://www.econbiz.de/10009411453

Tests of noncausality under Markov assumptions for qualitative panel data

Bouissou, M. B. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 2, pp. 395-414

Persistent link: https://www.econbiz.de/10001008088