Emmanuel Guerre

Available identifiers

zbMath Open guerre.emmanuelMaRDI QIDQ290941

List of research outcomes

Publication	Date of Publication	Type
Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	2024-10-17	Paper
Smoothing Quantile Regressions	2024-10-11	Paper
Quantile regression methods for first-price auctions	2022-02-10	Paper
Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids	2021-02-09	Paper
Partial identification of functionals of the joint distribution of ``potential outcomes	2017-01-30	Paper
Adaptive consistent unit-root tests based on autoregressive threshold model	2016-06-03	Paper
Robust adaptive rate-optimal testing for the white noise hypothesis	2014-04-03	Paper
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION	2012-03-29	Paper
Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders	2011-06-30	Paper
Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions	2010-03-19	Paper
A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS	2006-11-14	Paper
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES	2006-11-14	Paper
Data-driven rate-optimal specification testing in regression models	2005-09-12	Paper
OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS	2003-05-18	Paper
A note on the nonstationary binary choice logit model	2002-07-31	Paper
Optimal Nonparametric Estimation of First-price Auctions	2002-05-28	Paper
Design adaptive nearest neighbor regression estimation	2001-06-05	Paper
Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)	2001-02-13	Paper
Geometric versus arithmetic random walk: The case of trended variables	2000-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3980870	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q4712097	1992-06-25	Paper

Research outcomes over time

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