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Emmanuel Guerre
Emmanuel Guerre
Verified email at qmul.ac.uk
Title
Cited by
Cited by
Year
Optimal nonparametric estimation of first‐price auctions
E Guerre, I Perrigne, Q Vuong
Econometrica 68 (3), 525-574, 2000
9512000
Semiparametric estimation of first-price auctions with risk-averse bidders
S Campo, E Guerre, I Perrigne, Q Vuong
The Review of Economic Studies 78 (1), 112-147, 2011
2322011
Nonparametric identification of risk aversion in first‐price auctions under exclusion restrictions
E Guerre, I Perrigne, Q Vuong
Econometrica 77 (4), 1193-1227, 2009
1772009
Data-driven rate-optimal specification testing in regression models
E Guerre, P Lavergne
The Annals of Statistics 33 (2), 840-870, 2005
872005
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
E Guerre, C Sabbah
Econometric Theory 28 (1), 87-129, 2012
802012
Optimal minimax rates for nonparametric specification testing in regression models
E Guerre, P Lavergne
Econometric Theory 18 (5), 1139-1171, 2002
582002
Adaptive consistent unit-root tests based on autoregressive threshold model
F Bec, A Guay, E Guerre
Journal of Econometrics 142 (1), 94-133, 2008
512008
The limit distribution of level crossings of a random walk, and a simple unit root test
P Burridge, E Guerre
Econometric Theory 12 (4), 705-723, 1996
421996
Design-adaptive pointwise non-parametric regression estimation for recurrent Markov time series
E Guerre
CREST Working Paper, 2004
302004
Nonparametric Estimation of First-Price Auctions: Technical Appendices
E Guerre, I Perrigne, Q Vuong
Southern California-Department of Economics Papers, 1995
27*1995
Smoothing quantile regressions
M Fernandes, E Guerre, E Horta
Journal of Business & Economic Statistics 39 (1), 338-357, 2021
262021
Partial identification of functionals of the joint distribution of “potential outcomes”
Y Fan, E Guerre, D Zhu
Journal of Econometrics 197 (1), 42-59, 2017
252017
A study of a semiparametric binary choice model with integrated covariates
E Guerre, HR Moon
Econometric Theory 22 (4), 721-742, 2006
212006
Rate-optimal data-driven specification testing for regression models
E Guerre, P Lavergne
Annals of Statistics 33, 840-870, 2005
212005
Adaptive consistent unit root tests based on autoregressive threshold model
F Bec, A Guay, E Guerre
INSEE, 2002
20*2002
A data-driven nonparametric specification test for dynamic regression models
A Guay, E Guerre
Econometric Theory 22 (4), 543-586, 2006
172006
Exact asymptotic minimax constants for the estimation of analytical functions in Lp
E Guerre, AB Tsybakov
Probability theory and related fields 112 (1), 33-51, 1998
171998
Design adaptive nearest neighbor regression estimation
E Guerre
Journal of multivariate analysis 75 (2), 219-244, 2000
162000
A note on the nonstationary binary choice logit model
E Guerre, HR Moon
Economics Letters 76 (2), 267-271, 2002
142002
Multivariate local polynomial estimators: Uniform boundary properties and asymptotic linear representation
Y Fan, E Guerre
Advances in Econometrics, 489-537, 2016
132016
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