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Publications:  Prof Emmanuel Guerre

Fernandes M, Guerre E, Horta E(2019). Smoothing Quantile Regressions. Journal of Business & Economic Statistics1-20.
10.1080/07350015.2019.1660177
FAN Y, GUERRE E, ZHU D(2016). Partial identification of functionals of the joint distribution of “potential outcomes”. Journal of Econometrics vol. 197, (1) 42-59.
10.1016/j.jeconom.2016.10.005
https://qmro.qmul.ac.uk/xmlui/handle/123456789/17668
Guay A, Guerre E, Lazarová Š(2013). Robust adaptive rate-optimal testing for the white noise hypothesis. Journal of Econometrics vol. 176, (2) 134-145.
10.1016/j.jeconom.2013.05.001
https://qmro.qmul.ac.uk/xmlui/handle/123456789/15807
Guerre E, Sabbah C(2011). Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function. Econometric Theory vol. 28, (1) 87-129.
10.1017/S0266466611000132
https://qmro.qmul.ac.uk/xmlui/handle/123456789/15806
Campo S, GUERRE E, Perrigne I, Vuong Q(2011). Semiparametric estimation of first-price auctions with risk averse bidders,. The Review of Economic Studies vol. 78, (1) 112-147.
10.1093/restud/rdq001
Guerre E, Perrigne I, Vuong Q(2009). Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions. ECONOMETRICA vol. 77, (4) 1193-1227.
10.3982/ECTA7028
Guay A, Guerre E, Lazarova S (2009). Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Bec F, Guay A, Guerre E(2008). Adaptive consistent unit-root tests based on autoregressive threshold model. J ECONOMETRICS vol. 142, (1) 94-133.
10.1016/j.jeconom.2007.05.011
Guerre E, Moon HR(2006). A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES. Econometric Theory vol. 22, (04) 721-742.
Guay A, Guerre E(2006). A data-driven nonparametric specification test for dynamic regression models. ECONOMET THEOR vol. 22, (4) 543-586.
10.1017/S0266466606060282
Guerre E, Moon HR(2006). A study of a semiparametric binary choice model with integrated covariates. ECONOMET THEOR vol. 22, (4) 721-742.
10.1017/S0266466606060336
Guay A, Guerre E(2006). A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS. Econometric Theory vol. 22, (04) 543-586.
Guerre E, Lavergne P(2005). Data-driven rate-optimal specification testing in regression models. ANN STAT vol. 33, (2) 840-870.
10.1214/009053604000001200
https://qmro.qmul.ac.uk/xmlui/handle/123456789/15808
Guerre E, Lavergne P(2005). Data-driven rate-optimal specification testing in regression models. Annals of Statistics vol. 33, (2) 840-870.
Guerre E (2004). Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Guerre E, Lavergne P(2002). Optimal minimax rates for nonparametric specification testing in regression models. ECONOMET THEOR vol. 18, (5) 1139-1171.
10.1017/S0266466602185069
Guerre E, Moon HR(2002). A note on the nonstationary binary choice logit model. ECON LETT vol. 76, (2) 267-271.
10.1016/S0165-1765(02)00052-6
Guerre E, Lavergne P(2002). OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS. Econometric Theory vol. 18, (05) 1139-1171.
10.1017/S0266466602185069
Guerre E, Lavergne P (2001). Rate-optimal data-driven specification testing in regression models. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable , Notes: Type of Document - pdf; prepared on IBM PC ; to print on HP;,
Guerre E(2000). Design adaptive nearest-neighbor regression estimation. Journal of Multivariate Analysis vol. 75, (2) 219-244.
10.1006/jmva.2000.1901
Perrigne I, Vuong Q, Guerre E(2000). Optimal nonparametric estimation of first-price auctions. Econometrica vol. 68, (3) 525-574.
10.1111/1468-0262.00123
Guerre E, Maës J(1998). Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems. Statistical Inference for Stochastic Processes vol. 1, (2) 157-173.
Guerre E, Jouneau J(1998). Geometric versus arithmetic random walk : the case of trended variables. Journal of Statistical Planning and Inference vol. 68, (2) 203-220.
10.1016/S0378-3758(97)00142-0
Guerre E, Maes J(1998). Optimal rate for nonparametric estimation in deterministic dynamical systems. Statistical Inference for Stochastic Processes vol. 1, (2) 157-173.
10.1023/A:1009975728919
Guerre E (1997). Design Adaptive Pointwise Nearest Neighbor Regression.
Guerre E, Tsybakov A(1996). Abstract. The Lp minimax risks (1 p < 1) are studied for statistical estimation in the Gaussian white noise model. The asymptotic rate and constants are given, and the optimal estimator is proposed. This,together with the work of Golubev, Levit and Tsybakov (1996) es-tablishes the classi®cation of the Lp minimax constants on the classes of analytical functions. Probability Theory and Related Fields vol. 112, (1) 33-51.
10.1007/s004400050182
Burridge P, Guerre E(1996). The limit distribution of level crossings of random walk, and a simple unit root test. Econometric Theory vol. 12, 705-723.
10.1017/S026646660000699X
Guerre E, Perrigne I, Vuong Q (1995). Nonparametric Estimation of First-Price Auctions.
Guerre E, Perrigne I, Vuong Q (1995). Nonparametric Estimation of First-Price Auctions: Technical Appendices.
Guerre E (1995). The General Asymptotic Behavior of Estimators of the Box- Cox Model for Integrated Time Series.
Burridge P, Guerre E (1995). The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test.
Guerre E(1991). Estimation de contrastes de Kullback par la methode du noyau : loi limite. Compte- Rendus a l’Academie des Sciences vol. 313, (5) 321-324.
Guerre E(1990). Estimation non parametrique de l’entropie d’un processus stationnaire. Compte- Rendus a l’Academie des Sciences vol. 311, (1) 61-63.
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