Chuan Goh

University of Guelph

Department of Economics and Finance

University of Guelph, 50 Stone Road East

Guelph, Ontario

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

510

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Nonstandard Quantile-Regression Inference

Econometric Theory, Vol. 25, No. 5, pp. 1415-1432, 2009
Number of pages: 18 Posted: 21 May 2007 Last Revised: 04 Sep 2009
Chuan Goh and Keith Knight
University of Guelph and University of Toronto - Department of Statistics
Downloads 162 (232,205)

Abstract:

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Quantile regression, hypothesis testing, bandwidth selection

2.

Bootstrap-Based Bandwidth Selection for Semiparametric Generalized Regression Estimators

Number of pages: 49 Posted: 26 Sep 2004 Last Revised: 12 Jul 2010
Chuan Goh
University of Guelph
Downloads 115 (302,824)

Abstract:

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Bandwidth selection, semiparametric, single-index model, bootstrap, m-out-of-n bootstrap, kernel smoothing

3.

Nonparametric Inferences on Conditional Quantile Processes

University of Toronto, Department of Economics Working Paper No. 277
Number of pages: 32 Posted: 23 Feb 2006
Chuan Goh
University of Guelph
Downloads 74 (399,889)

Abstract:

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quantile regression, nonparametric inference, minimax rate, additive models, local polynomials, generalized likelihood ratio

4.

Efficient Semiparametric Detection of Changes in Trend

Number of pages: 62 Posted: 09 Jun 2008 Last Revised: 11 Jul 2009
Chuan Goh
University of Guelph
Downloads 71 (409,112)

Abstract:

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Structural change, trend-stationary processes, nonparametric regression, efficient influence function

5.

Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations

Number of pages: 26 Posted: 29 Jan 2009 Last Revised: 17 Jun 2009
Chuan Goh
University of Guelph
Downloads 46 (501,829)

Abstract:

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semiparametric, identification at infinity, special regressor, rate-adaptive, regression quantile

6.

Simple Edgeworth Approximations for Semiparametric Averaged Derivatives

Economics Bulletin, Vol. 3, No. 50, pp. 1-8, 2005
Number of pages: 9 Posted: 01 Apr 2005 Last Revised: 09 Feb 2009
Chuan Goh
University of Guelph
Downloads 42 (519,847)

Abstract:

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Edgeworth expansion, bootstrap, semiparametric estimation, single-index model, averaged derivatives