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Chuan Goh

This is information that was supplied by Chuan Goh in registering through RePEc. If you are Chuan Goh, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Chuan
Middle Name:
Last Name:Goh
RePEc Short-ID:pgo112
[This author has chosen not to make the email address public]
Department of Economics and Finance University of Guelph 50 Stone Road East Guelph, ON N1G 2W1 Canada
Guelph, Canada

: (519) 824-4120 ext. 53898
(519) 763-8497
Guelph, Ontario, N1G 2W1
RePEc:edi:degueca (more details at EDIRC)
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  1. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
  2. Chuan Goh, 2009. "Efficient Semiparametric Detection of Changes in Trend," Working Papers tecipa-373, University of Toronto, Department of Economics.
  3. Chuan Goh, 2009. "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers tecipa-375, University of Toronto, Department of Economics.
  4. Chuan Goh, 2009. "Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations," Working Papers tecipa-374, University of Toronto, Department of Economics.
  5. Chuan Goh, 2007. "Nonparametric Inferences on Conditional Quantile Processes," Working Papers tecipa-277, University of Toronto, Department of Economics.
  6. 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.
  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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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 (6) 2007-01-13 2007-01-23 2009-10-10 2009-10-10 2009-10-24 2010-11-27. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2007-01-13 2009-10-10

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