The following pages link to Emmanuel Guerre (Q290941):
Displaying 22 items.
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Partial identification of functionals of the joint distribution of ``potential outcomes'' (Q506042) (← links)
- Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\) (Q1271262) (← links)
- (Q1299542) (redirect page) (← links)
- Geometric versus arithmetic random walk: The case of trended variables (Q1299544) (← links)
- A note on the nonstationary binary choice logit model (Q1607279) (← links)
- Design adaptive nearest neighbor regression estimation (Q1840778) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids (Q2227070) (← links)
- Data-driven rate-optimal specification testing in regression models (Q2388358) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders (Q3012092) (← links)
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (Q3224039) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES (Q3408517) (← links)
- (Q3980870) (← links)
- Optimal Nonparametric Estimation of First-price Auctions (Q4530972) (← links)
- (Q4712097) (← links)
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS (Q4807329) (← links)
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions (Q5305250) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders (Q6620924) (← links)
