Queen Mary, University of London
Office address :
Room CB312,
Department of Economics,
Queen Mary, University of London,
Mile End Road, London E1 4NS, United Kingdom.
Tel : [+44] (0)20 7882 5087, Fax : [+44] (0)20 8983 3580.
e.guerre@qmul.ac.uk
Seminars
Teaching
- ECOM 032: Econometrics B
Research fields
(see my vita for
more)
- Nonparametric econometrics and statistics
- Time series analysis
Some papers
- Exact asymptotic minimax constants for the estimation of analytical functions in Lp, with A.B. Tsybakov. Probability Theory and Related Fields, 1989, 112, 33-51.
- Optimal nonparametric estimation of first-price auctions, with I. Perrigne and Q. Vuong. Econometrica, 2000, 68, 525-574.
- Data-driven rate-optimal specification testing in regression models, with P. Lavergne. The Annals of Statistics, 2005, 33, 840-870.
- A data-driven specification test for dynamic regression models, with A. Guay. Econometric Theory, 2006, 22, 543-586.
- A Study of a semiparametric binary choice model with integrated covariates, with H.R. Moon. Econometric Theory, 2006, 22, 721-742.
- Semiparametric estimation of first-price auction with risk averse bidders (and figure), with S. Campo, I. Perrigne and Q. Vuong. March 2006.
- Adaptive consistent unit root test based on autoregressive threshold model, with F. Bec and A. Guay. September 2006.
Miscellaneous
- Society for the Preservation of Gaps in the Literature : "Rather than filling gaps in the literature one of the great accomplishments of serious research is to create gaps in the literature by debunking the nonsense of the past."
