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Information about:
Emmanuel Guerre

Personal Details | Affiliation | Works
This is information that was supplied by Emmanuel Guerre in registering through RePEc. If you are Emmanuel Guerre , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Emmanuel
Middle Name:
Last Name: Guerre
Suffix:

RePEc Short-ID: pgu22

Email:
Homepage: http://webspace.qmul.ac.uk/eguerre/
Postal Address: Department of Economics, Queen Mary, University of London Department of Economics, Queen Mary, University of London, Mile End Road, London E1 4NS, United Kingdom.
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009. "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers 645, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Other versions:

  2. Emmanuel Guerre & Camille Sabbah, 2009. "Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function," Working Papers 648, Queen Mary, University of London, Department of Economics. [Downloadable!]

  3. 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!]
    Published as:

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

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

  6. 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!]

  7. 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:

  8. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA. [Downloadable!]

  9. 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!]

  10. Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions: Technical Appendices," Papers 9503, Southern California - Department of Economics.

  11. Burridge, P. & Guerre, E., 1995. "The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test," Discussion Papers 95-19, Department of Economics, University of Birmingham.

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

  13. 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:

  14. Emmanuel Guerre ; Offer Lieberman, . "An a -Level Adaptive Test for Regression Models via Regressogram Selection," Working Papers 99-24, Centre de Recherche en Economie et Statistique. [Downloadable!]

  15. Emmanuel Guerre, . "Design Adaptive Pointwise Nearest Neighbor Regression," Working Papers 97-42, Centre de Recherche en Economie et Statistique. [Downloadable!]

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)

  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:

  3. Guerre, Emmanuel & Moon, Hyungsik Roger, 2006. "A Study Of A Semiparametric Binary Choice Model With Integrated Covariates," Econometric Theory, Cambridge University Press, vol. 22(04), pages 721-742, August. [Downloadable!]
    Other versions:

  4. 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!]

  5. 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!]

  6. 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)

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

  8. Guerre, Emmanuel, 2000. "Design Adaptive Nearest Neighbor Regression Estimation," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 219-244, November. [Downloadable!] (restricted)

  9. 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:

  10. Burridge, Peter & Guerre, Emmanuel, 1996. "The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test," Econometric Theory, Cambridge University Press, vol. 12(04), pages 705-723, October. [Downloadable!]

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2005-11-19
  2. NEP-ECM: Econometrics (6) 2001-07-23 2004-11-22 2005-11-19 2009-07-11 2009-09-19 2009-09-26 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2004-11-22
  4. NEP-PKE: Post Keynesian Economics (1) 2009-09-26
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This page was last updated on 2009-12-8.

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