Skip to main content
Research
  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: Prof Emmanuel Guerre

Back to Search
Gimenes N, Guerre E ( 2022 ) . Quantile regression methods for first-price auctions . Journal of Econometrics vol. 226 , ( 2 ) 224 - 247 .
Bhattacharya J, Gimenes N, Guerre E ( 2021 ) . Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders . Journal of Business and Economic Statistics vol. 40 , ( 3 ) 1020 - 1033 .
Gimenes N, Guerre E ( 2020 ) . Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids . Journal of Econometrics vol. 219 , ( 1 ) 1 - 18 .
Fernandes M, Guerre E, Horta E ( 2019 ) . Smoothing Quantile Regressions . Journal of Business & Economic Statistics vol. 39 , ( 1 ) 338 - 357 .
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 .
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 ( 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, 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 ) . Exact asymptotic minimax constants for the estimation of analytical functions in L_p . 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 .
Burridge P, Guerre E ( 1995 ) . The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test .
Back to Search