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 |
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Working papers
- 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: - 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!]
- 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: - Guerre, 2004.
"Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series,"
Econometrics
0411007, EconWPA.
[Downloadable!]
Other versions: - Emmanuel Guerre & Pascal Lavergne, 2004.
"Data-Driven Rate-Optimal Specification Testing In Regression Models,"
Econometrics
0411008, EconWPA.
[Downloadable!]
- 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!]
- 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: - Emmanuel Guerre & Pascal Lavergne, 2001.
"Rate-optimal data-driven specification testing in regression models,"
Econometrics
0107001, EconWPA.
[Downloadable!]
- 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!]
- Guerre, E. & Perrigne, I. & Vuong, Q., 1995.
"Nonparametric Estimation of First-Price Auctions: Technical Appendices,"
Papers
9503, Southern California - Department of Economics.
- 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.
- Guerre, E. & Perrigne, I. & Vuong, Q., 1995.
"Nonparametric Estimation of First-Price Auctions,"
Papers
9504, Southern California - Department of Economics.
- 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: - 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!]
- Emmanuel Guerre, .
"Design Adaptive Pointwise Nearest Neighbor Regression,"
Working Papers
97-42, Centre de Recherche en Economie et Statistique.
[Downloadable!]
Articles
- 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)
- 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: - 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: - 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!]
- 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!]
- 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)
- Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2000.
"Optimal Nonparametric Estimation of First-Price Auctions,"
Econometrica,
Econometric Society, vol. 68(3), pages 525-574, May.
- Guerre, Emmanuel, 2000.
"Design Adaptive Nearest Neighbor Regression Estimation,"
Journal of Multivariate Analysis,
Elsevier, vol. 75(2), pages 219-244, November.
[Downloadable!] (restricted)
- 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: - 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):
- NEP-DCM: Discrete Choice Models (1) 2005-11-19
- 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
- NEP-ETS: Econometric Time Series (1) 2004-11-22
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