Publications: Prof Emmanuel Guerre
Fernandes M, Guerre E, Horta E(2019).
Smoothing Quantile Regressions. Journal of Business & Economic Statistics1-20.
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.
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.
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.
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.
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.
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.
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.
Guerre E, Moon HR(2006).
A study of a semiparametric binary choice model with integrated covariates. ECONOMET THEOR
vol. 22,
(4)
721-742.
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.
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.
Guerre E, Moon HR(2002).
A note on the nonstationary binary choice logit model. ECON LETT
vol. 76,
(2)
267-271.
Guerre E, Lavergne P(2002).
OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS. Econometric Theory
vol. 18,
(05)
1139-1171.
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.
Perrigne I, Vuong Q, Guerre E(2000).
Optimal nonparametric estimation of first-price auctions. Econometrica
vol. 68,
(3)
525-574.
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.
Guerre E, Maes J(1998).
Optimal rate for nonparametric estimation in deterministic dynamical systems. Statistical Inference for Stochastic Processes
vol. 1,
(2)
157-173.
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.
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.
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.
