Information about:
Emmanuel Guerre

Other registered authors

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

• Department of Economics
  Queen Mary
  University of London

  Location: London, United Kingdom
  Homepage: http://www.econ.qmul.ac.uk/
  Email:
  Phone: +44 (0) 20 7882 5096
  Fax: +44 (0) 20 8983 3580
  Postal: London E1 4NS
  Handle: RePEc:edi:deqmwuk (registered authors at this institution)

Working papers

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!]
   Published as:
   • 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, May. [Downloadable!]

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

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

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

6. Guerre, E. & Lieberman, O., 1999. "An &-Level Adaptive Test for Regression models via Regressogram Selection," Papers 9924, Institut National de la Statistique et des Etudes Economiques-.

7. Guerre, E. & Maes, J., 1998. "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Papers 9806, Institut National de la Statistique et des Etudes Economiques-.
   Published as:
   • 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)

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

9. Burridge, P. & Guerre, E., 1995. "The Limit Distribution of Level Crossings of a Random Walk, and a Simple Unit Root Test," Papers 9533, Institut National de la Statistique et des Etudes Economiques-.

10. 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.

11. Guerre, E. & Jouneau, F., 1995. "Geometric Versus Arithmetic Random Walk: The Case of Trended Variables," Papers 9556, Institut National de la Statistique et des Etudes Economiques-.

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

13. Guerre, E., 1995. "The General Asymptotic Behavior of Estimators of the Box- Cox Model for Integrated Time Series," Papers 9548, Institut National de la Statistique et des Etudes Economiques-.

1. 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)

2. 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, May. [Downloadable!]
   Other versions:
   • 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!]

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, May. [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, July. [Downloadable!]

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)

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.

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:
   • Guerre, E. & Maes, J., 1998. "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Papers 9806, Institut National de la Statistique et des Etudes Economiques-.

1. NEP-DCM: Discrete Choice Models (1) 2005-11-19 Author is listed
2. NEP-ECM: Econometrics (3) 2001-07-23 2004-11-22 2005-11-19 Author is listed
3. NEP-ETS: Econometric Time Series (1) 2004-11-22 Author is listed

This page was last updated on 2008-8-16.