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Chuan Goh

Personal Details

First Name:Chuan
Middle Name:
Last Name:Goh
Suffix:
RePEc Short-ID:pgo112
http://www.chuangoh.org
Department of Economics and Finance University of Guelph 50 Stone Road East Guelph, ON N1G 2W1 Canada

Affiliation

Department of Economics and Finance
College of Business and Economics
University of Guelph

Guelph, Canada
http://www.uoguelph.ca/economics/

: (519) 824-4120 ext. 53898
(519) 763-8497
Guelph, Ontario, N1G 2W1
RePEc:edi:degueca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chuan Goh, 2017. "Rate-Optimal Estimation of the Intercept in a Semiparametric Sample-Selection Model," Papers 1710.01423, arXiv.org, revised Feb 2018.
  2. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
  3. Chuan Goh, 2009. "Efficient Semiparametric Detection of Changes in Trend," Working Papers tecipa-373, University of Toronto, Department of Economics.
  4. Chuan Goh, 2009. "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers tecipa-375, University of Toronto, Department of Economics.
  5. Chuan Goh, 2009. "Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations," Working Papers tecipa-374, University of Toronto, Department of Economics.
  6. Chuan Goh, 2007. "Nonparametric Inferences on Conditional Quantile Processes," Working Papers tecipa-277, University of Toronto, Department of Economics.
  7. Chuan Goh, 2007. "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers tecipa-274, University of Toronto, Department of Economics.

Articles

  1. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
  2. Goh, S.C. & Knight, K., 2009. "Nonstandard Quantile-Regression Inference," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1415-1432, October.
  3. S. C. Goh, 2005. "Simple Edgeworth approximations for semiparametric averaged derivatives," Economics Bulletin, AccessEcon, vol. 3(50), pages 1-8.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.

    Cited by:

    1. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.

Articles

  1. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.

    Cited by:

    1. Julio Galvez & Javier Mencía, 2014. "Distributional Linkages between European Sovereign Bond and Bank Asset Returns," Working Papers wp2014_1407, CEMFI.
    2. Conde-Amboage, Mercedes & Sánchez-Sellero, César & González-Manteiga, Wenceslao, 2015. "A lack-of-fit test for quantile regression models with high-dimensional covariates," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 128-138.
    3. Christoph Breunig, 2016. "Specification Testing in Nonparametric Instrumental Quantile Regression," SFB 649 Discussion Papers SFB649DP2016-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

  2. Goh, S.C. & Knight, K., 2009. "Nonstandard Quantile-Regression Inference," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1415-1432, October.

    Cited by:

    1. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    2. Fernandes, Marcelo & Guerre, Emmanuel & Horta, Eduardo, 2017. "Smoothing quantile regressions," Textos para discussão 457, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    3. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2007-01-13 2007-01-23 2009-10-10 2009-10-10 2009-10-24 2010-11-27 2017-10-08. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2007-01-13 2009-10-10

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