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Optimal minimax rates for nonparametric specification testing in regression models

Guerre, Emmanuel; Lavergne, Pascal - In: Econometric theory 18 (2002) 5, pp. 1139-1171

Persistent link: https://www.econbiz.de/10001702336

Optimal nonparametric estimation of first-price auctions

Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 525-574

Persistent link: https://www.econbiz.de/10001476515

Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series

Guerre, Emmanuel - 2004

Persistent link: https://www.econbiz.de/10002554161

Nonparametric identification of risk aversion in first-price auctions under exclusion restrictions

Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1193-1227

Persistent link: https://www.econbiz.de/10003881925

Semiparametric estimation of first-price auctions with risk-averse bidders

Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - In: The review of economic studies 78 (2011) 1, pp. 112-147

Persistent link: https://www.econbiz.de/10009162062

Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function

Guerre, Emmanuel; Sabbah, Camille - 2009

This paper investigates the bias and the Bahadur representation of a local polynomial estimator of the conditional quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile level, the covariates and the smoothing parameter. The...