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Citations of
Emmanuel Guerre

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics 0411007, EconWPA. [Downloadable!]
    Other versions:

    Cited by:

    1. Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation, Yale University. [Downloadable!]
    3. Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation, Yale University. [Downloadable!]
    4. Qiying Wang & Peter C.B. Phillips, 2006. "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1594, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:

  2. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, EconWPA. [Downloadable!]

    Cited by:

    1. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]

  3. Sandra Campo ; Emmanuel Guerre ; Isabelle Perrigne ; Quang Vuong, 2003. "Semiparametric Estimation of First-price Auctions with Risk Averse Bidders," Working Papers 2003-09, Centre de Recherche en Economie et Statistique. [Downloadable!]

    Cited by:

    1. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Paul Pezanis-Christou & Andres Romeu, 2002. "Structural Inferences from First-Price Auction Experiments," UFAE and IAE Working Papers 531.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    3. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Levine's Bibliography 122247000000001045, UCLA Department of Economics. [Downloadable!]
      Other versions:
    4. Harry J. Paarsch & Jacques Robert, 2003. "Testing Equilibrium Behaviour At First-Price, Sealed-Bid Auctions With Discrete Bid Increments," CIRANO Working Papers 2003s-32, CIRANO. [Downloadable!]
    5. Olivier Armantier and Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics. [Downloadable!]
    6. Patrick Bajari & Stephanie Houghton & Steve Tadelis, 2006. "Bidding for Incomplete Contracts: An Empirical Analysis," NBER Working Papers 12051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Lu, Jingfeng & Perrigne, Isabelle, 2006. "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," MPRA Paper 948, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    8. Reiss, Peter C. & Wolak, Frank A., 2003. "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers 1831, Stanford University, Graduate School of Business. [Downloadable!]
    9. Laurent Lamy, 2008. "The econometrics of auctions with asymmetric anonymous bidders," PSE Working Papers 2008-64, PSE (Ecole normale supérieure). [Downloadable!]
      Other versions:

  4. Frédérique Bec ; Alain Guay ; Emmanuel Guerre, 2002. "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model," Working Papers 2002-46, Centre de Recherche en Economie et Statistique. [Downloadable!]
    Published as:

    Cited by:

    1. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006. [Downloadable!]
    2. Theis Lange, 2009. "First and second order non-linear cointegration models," CREATES Research Papers 2009-04, School of Economics and Management, University of Aarhus. [Downloadable!]
    3. Rodolphe Blavy & Luciana Juvenal, 2009. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 441-464. [Downloadable!]
      Other versions:
    4. Frédérique Bec & Mélika Ben Salem & Anders Rahbek, 2008. "Purchasing power parity: A nonlinear multivariate perspective," Economics Bulletin, Economics Bulletin, vol. 6(39), pages 1-6. [Downloadable!]
    5. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0601, Brock University, Department of Economics, revised Feb 2006. [Downloadable!]
      Other versions:
    6. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics. [Downloadable!]
      Other versions:
    7. Myunghwan Seo, 2005. "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series /2005/484, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    8. Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
      Other versions:
    9. George Kapetanios & Yongcheol Shin, 2004. "Unit Root Tests in Three-Regime SETAR Models," ESE Discussion Papers 104, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  5. E. Guerre & Pascal Lavergne, 2000. "Minimax Rates for Nonparametric Specification Testing in Regression Models," Econometric Society World Congress 2000 Contributed Papers 0644, Econometric Society. [Downloadable!]

    Cited by:

    1. Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics. [Downloadable!]
    2. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    3. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA. [Downloadable!]
    4. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
    5. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM. [Downloadable!]
    6. Richard Blundell & Joel Horowitz, 2004. "A nonparametric test of exogeneity," CeMMAP working papers CWP15/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    7. Joel Horowitz & Sokbae 'Simon' Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    8. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, EconWPA. [Downloadable!]

  6. Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions," Papers 9504, Southern California - Department of Economics.

    Cited by:

    1. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Gadi Barlevy & H.N. Nagaraja, 2006. "Identification of Search Models with Initial Condition Problems," NBER Working Papers 12166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Katharina Sailer, 2006. "Searching the eBay Marketplace," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    4. Xun Tang, 2008. "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive 08-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    5. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Levine's Bibliography 122247000000001045, UCLA Department of Economics. [Downloadable!]
      Other versions:
    6. Henderson, Daniel J., 2008. "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper 8768, University Library of Munich, Germany. [Downloadable!]
    7. Harry J. Paarsch & Jacques Robert, 2003. "Testing Equilibrium Behaviour At First-Price, Sealed-Bid Auctions With Discrete Bid Increments," CIRANO Working Papers 2003s-32, CIRANO. [Downloadable!]
    8. Olivier Armantier and Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics. [Downloadable!]
    9. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    10. Tostao, Emilio & Chung, Chanjin & Brorsen, B. Wade, 2006. "Integrating the Structural Auction Approach and Traditional Measures of Market Power," 2006 Annual meeting, July 23-26, Long Beach, CA 21244, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    11. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO. [Downloadable!]
      Other versions:
    12. Harry J. Paarsch & Bjarne Brentstrup, 2004. "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Computing in Economics and Finance 2004 36, Society for Computational Economics. [Downloadable!]
      Other versions:
    13. Jonathan Levin & Susan Athey & Enrique Seira, 2004. "Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions," Working Papers 2004.142, Fondazione Eni Enrico Mattei. [Downloadable!]
      Other versions:
    14. Benkard, C. Lanier & Berry, Steven, 2006. "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comments on B. Brown (1983) and Roehrig (1988)," Research Papers 1868r, Stanford University, Graduate School of Business. [Downloadable!]
      Other versions:
    15. Shneyerov, Art & Wong, Adam Chi Leung, 2008. "Identification in First-Price and Dutch Auctions when the Number of Potential Bidders is Unobservable," Micro Theory Working Papers artyom_shneyerov-2008-12, Microeconomics.ca Website, revised 01 Oct 2008. [Downloadable!]
    16. A. Banerji & J. V. Meenakshi, 2004. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence from Basmati Auctions in North India," Working papers 129, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    17. Lu, Jingfeng & Perrigne, Isabelle, 2006. "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," MPRA Paper 948, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    18. Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, EconWPA. [Downloadable!]
      Other versions:
    19. Marmer, Vadim & Shneyerov, Artyom, 2006. "Quantile-Based Nonparametric Inference for First-Price Auctions," MPRA Paper 5899, University Library of Munich, Germany, revised 02 Mar 2006. [Downloadable!]
      Other versions:
    20. Quang Vuong & Sandra Campo & Isabelle Perrigne, 2003. "Asymmetry in first-price auctions with affiliated private values," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 179-207. [Downloadable!]
    21. Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics. [Downloadable!]
    22. Moita, Rodrigo & Rezende, Leonardo, 2008. "Quantity-before-Price Auction: Evaluating the Performance of the Brazilian Existing Energy Market," Ibmec Working Papers wpe_149, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    23. van den Berg, Gerard J & van der Klaauw, Bas, 2007. "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers 6323, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    24. Reiss, Peter C. & Wolak, Frank A., 2003. "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers 1831, Stanford University, Graduate School of Business. [Downloadable!]
    25. Patrick Bajari & Jeremy T. Fox, 2004. "Should Governments Auction Nationwide Spectrum Licenses? Estimating Bidder Valuations," Working Papers 04-15, NET Institute, revised Sep 2004. [Downloadable!]
    26. Susan Athey, 2005. "Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions," Theory workshop papers 658612000000000098, UCLA Department of Economics. [Downloadable!]
    27. Kenneth Hendricks & Joris Pinkse & Robert H. Porter, 2001. "Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions," NBER Working Papers 8294, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    28. Launov, Andrey, 2003. "A Study of the Austrian Labor Market Dynamics Using a Model of Search Equilibrium," IZA Discussion Papers 801, Institute for the Study of Labor (IZA). [Downloadable!]

  7. Emmanuel Guerre ; Jules Maes, . "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Working Papers 98-06, Centre de Recherche en Economie et Statistique. [Downloadable!]
    Published as:

    Cited by:

    1. Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics 0411007, EconWPA. [Downloadable!]
      Other versions:

Articles

  1. Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2009. "Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions," Econometrica, Econometric Society, vol. 77(4), pages 1193-1227, 07. [Downloadable!] (restricted)

    Cited by:

    1. Lu, Jingfeng & Perrigne, Isabelle, 2006. "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," MPRA Paper 948, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  2. Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008. "Adaptive consistent unit-root tests based on autoregressive threshold model," Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Guay, Alain & Guerre, Emmanuel, 2006. "A Data-Driven Nonparametric Specification Test For Dynamic Regression Models," Econometric Theory, Cambridge University Press, vol. 22(04), pages 543-586, August. [Downloadable!]

    Cited by:

    1. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]

  4. Guerre, Emmanuel & Lavergne, Pascal, 2002. "Optimal Minimax Rates For Nonparametric Specification Testing In Regression Models," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1139-1171, October. [Downloadable!]

    Cited by:

    1. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    2. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
    3. Richard Blundell & Joel Horowitz, 2004. "A nonparametric test of exogeneity," CeMMAP working papers CWP15/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    4. Joel Horowitz & Sokbae 'Simon' Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    5. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, EconWPA. [Downloadable!]
    6. Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 691-714, September. [Downloadable!] (restricted)

  5. Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July. [Downloadable!] (restricted)

    Cited by:

    1. Emmanuel Guerre & Hyungsik Roger Moon, 2005. "A Study of a Semiparametric Binary Choice Model with Integrated Covariates," IEPR Working Papers 05.37, Institute of Economic Policy Research (IEPR). [Downloadable!]
      Other versions:

  6. Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2000. "Optimal Nonparametric Estimation of First-Price Auctions," Econometrica, Econometric Society, vol. 68(3), pages 525-574, May.

    Cited by:

    1. Estelle Cantillon, 2002. "Combination Bidding in Multi-Unit Auctions," Theory workshop papers 357966000000000091, UCLA Department of Economics. [Downloadable!]
    2. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Leonardo Rezende, 2008. "Econometrics of auctions by least squares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 925-948. [Downloadable!]
    4. Gadi Barlevy & H.N. Nagaraja, 2006. "Identification of Search Models with Initial Condition Problems," NBER Working Papers 12166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Elena Krasnokutskaya, 2004. "Identification and Estimation in Highway Procurement Auctions under Unobserved Auction Heterogeneity," PIER Working Paper Archive 05-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    6. Marmer, Vadim & Shneyerov, Artyom, 2008. "Quantile-Based Nonparametric Inference for First-Price Auctions," Micro Theory Working Papers marmer-08-01-17-12-16-12, Microeconomics.ca Website, revised 27 Aug 2008. [Downloadable!]
      Other versions:
    7. Katharina Sailer, 2006. "Searching the eBay Marketplace," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    8. Gautam Gowrisankaran & John Krainer, 2004. "The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model," Working Papers 04-16, NET Institute, revised Nov 2004. [Downloadable!]
      Other versions:
    9. Harry J. Paarsch & Jacques Robert, 2003. "Testing Equilibrium Behaviour At First-Price, Sealed-Bid Auctions With Discrete Bid Increments," CIRANO Working Papers 2003s-32, CIRANO. [Downloadable!]
    10. Patrick Bajari & Jeremy T. Fox, 2005. "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers 11671, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Lu Ji & Tong Li, 2008. "Multi-round procurement auctions with secret reserve prices: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 897-923. [Downloadable!]
    12. Yingyao Hu & David McAdams & Matthew Shum, 2009. "Nonparametric identification of auction models with non-separable unobserved heterogeneity," CeMMAP working papers CWP15/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    13. Olivier Armantier and Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics. [Downloadable!]
    14. Patrick Bajari & Ali Hortacsu, 2003. "Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data," NBER Working Papers 9889, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    15. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Micro Theory Working Papers marmer-07-11-22-02-26-44, Microeconomics.ca Website, revised 22 Nov 2007. [Downloadable!]
    16. Patrick Bajari & Stephanie Houghton & Steve Tadelis, 2006. "Bidding for Incomplete Contracts: An Empirical Analysis," NBER Working Papers 12051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 2008. "Approximation of Nash equilibria in Bayesian games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 965-981. [Downloadable!]
    18. Lu, Jingfeng & Perrigne, Isabelle, 2006. "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," MPRA Paper 948, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    19. Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, EconWPA. [Downloadable!]
      Other versions:
    20. Sudip Gupta, 2004. "Endogenous Asymmetry and Entry in Sequential Multi-Unit Auctions: Identification and Estimation," Econometric Society 2004 North American Summer Meetings 566, Econometric Society. [Downloadable!]
    21. Hollifield, Burton & Miller, Robert & Sandås, Patrik, 2001. "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers 2843, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    22. Quang Vuong & Sandra Campo & Isabelle Perrigne, 2003. "Asymmetry in first-price auctions with affiliated private values," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 179-207. [Downloadable!]
    23. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2001. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," Cahiers de recherche du Département des sciences économiques, UQAM 20-05, Université du Québec à Montréal, Département des sciences économiques. [Downloadable!]
      Other versions:
    24. Susan Athey & Jonathan Levin & Enrique Seira, 2008. "Comparing Open and Sealed Bid Auctions: Evidence from Timber Auctions," NBER Working Papers 14590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    25. Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics. [Downloadable!]
    26. Ivaldi, Marc & Motis, Jrissy, 2007. "Mergers as Auctions," IDEI Working Papers 461, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
      Other versions:
    27. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany. [Downloadable!]
    28. van den Berg, Gerard J & van der Klaauw, Bas, 2007. "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers 6323, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    29. Cantillon, Estelle & Pesendorfer, Martin, 2007. "Combination Bidding in Multi-Unit Auctions," CEPR Discussion Papers 6083, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    30. Matthew Shum, 1998. "Structural Estimation Of Auction Models," Working Papers mshum-98-01, University of Toronto, Department of Economics. [Downloadable!]
    31. Patrick Bajari & Jeremy T. Fox, 2004. "Should Governments Auction Nationwide Spectrum Licenses? Estimating Bidder Valuations," Working Papers 04-15, NET Institute, revised Sep 2004. [Downloadable!]
    32. Kenneth Hendricks & Joris Pinkse & Robert H. Porter, 2001. "Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions," NBER Working Papers 8294, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    33. Laurent Lamy, 2008. "The econometrics of auctions with asymmetric anonymous bidders," PSE Working Papers 2008-64, PSE (Ecole normale supérieure). [Downloadable!]
      Other versions:
    34. Harry J. Paarsch & Bjarne Brendstrup, 2004. "Nonparametric Estimation of Dutch and First-Price, Sealed-Bid Auction Models with Asymmetric Bidders," Econometric Society 2004 North American Summer Meetings 39, Econometric Society. [Downloadable!]
    35. Philippe Février, 2008. "Nonparametric identification and estimation of a class of common value auction models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 949-964. [Downloadable!]
    36. Patrick Bajari & Stephanie Houghton & Steven Tadelis, 2004. "Bidding for Incompete Contracts," Working Papers 2004.141, Fondazione Eni Enrico Mattei. [Downloadable!]
    37. Launov, Andrey, 2003. "A Study of the Austrian Labor Market Dynamics Using a Model of Search Equilibrium," IZA Discussion Papers 801, Institute for the Study of Labor (IZA). [Downloadable!]
    38. C. Lanier Benkard & Steven Berry, . "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)," Cowles Foundation Discussion Papers 1482, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    39. Anirvan Banerji, 2007. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence From Basmati Auctions in North India," Working Papers id:1156, esocialsciences.com. [Downloadable!]

  7. E. Guerre & J. Maës, 1998. "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Statistical Inference for Stochastic Processes, Springer, vol. 1(2), pages 157-173, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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