Optimal nonparametric estimation of first‐price auctions E Guerre, I Perrigne, Q Vuong Econometrica 68 (3), 525-574, 2000 | 1076 | 2000 |
Semiparametric estimation of first-price auctions with risk-averse bidders S Campo, E Guerre, I Perrigne, Q Vuong The Review of Economic Studies 78 (1), 112-147, 2011 | 250 | 2011 |
Nonparametric identification of risk aversion in first‐price auctions under exclusion restrictions E Guerre, I Perrigne, Q Vuong Econometrica 77 (4), 1193-1227, 2009 | 197 | 2009 |
Smoothing quantile regressions M Fernandes, E Guerre, E Horta Journal of Business & Economic Statistics 39 (1), 338-357, 2021 | 106 | 2021 |
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function E Guerre, C Sabbah Econometric Theory 28 (1), 87-129, 2012 | 88 | 2012 |
Data-driven rate-optimal specification testing in regression models E Guerre, P Lavergne The Annals of Statistics 33 (2), 840-870, 2005 | 87 | 2005 |
Optimal minimax rates for nonparametric specification testing in regression models E Guerre, P Lavergne Econometric Theory 18 (5), 1139-1171, 2002 | 59 | 2002 |
Adaptive consistent unit-root tests based on autoregressive threshold model F Bec, A Guay, E Guerre Journal of Econometrics 142 (1), 94-133, 2008 | 54 | 2008 |
Partial identification of functionals of the joint distribution of “potential outcomes” Y Fan, E Guerre, D Zhu Journal of Econometrics 197 (1), 42-59, 2017 | 44 | 2017 |
The limit distribution of level crossings of a random walk, and a simple unit root test P Burridge, E Guerre Econometric Theory 12 (4), 705-723, 1996 | 43 | 1996 |
Nonparametric Estimation of First-Price Auctions: Technical Appendices E Guerre, I Perrigne, Q Vuong Southern California-Department of Economics Papers, 1995 | 31* | 1995 |
Design-adaptive pointwise non-parametric regression estimation for recurrent Markov time series E Guerre CREST Working Paper, 2004 | 30 | 2004 |
A study of a semiparametric binary choice model with integrated covariates E Guerre, HR Moon Econometric Theory 22 (4), 721-742, 2006 | 23 | 2006 |
A data-driven nonparametric specification test for dynamic regression models A Guay, E Guerre Econometric Theory 22 (4), 543-586, 2006 | 20 | 2006 |
Rate-optimal data-driven specification testing for regression models E Guerre, P Lavergne Annals of Statistics 33, 840-870, 2005 | 20 | 2005 |
Adaptive consistent unit root tests based on autoregressive threshold model F Bec, A Guay, E Guerre INSEE, 2002 | 20* | 2002 |
Quantile regression methods for first-price auctions N Gimenes, E Guerre Journal of Econometrics, 2021 | 19 | 2021 |
Multivariate local polynomial estimators: Uniform boundary properties and asymptotic linear representation Y Fan, E Guerre Advances in Econometrics, 489-537, 2016 | 19 | 2016 |
Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation', Essays in Honor of Aman Ullah (Advances in Econometrics, Volume 36) Y Fan, E Guerre Emerald Group Publishing Limited, 2016 | 19* | 2016 |
Exact asymptotic minimax constants for the estimation of analytical functions in Lp E Guerre, AB Tsybakov Probability theory and related fields 112 (1), 33-51, 1998 | 18 | 1998 |