79 citations · 99 across the 7 of their papers we have counts for
9 papers
Aggregating many estimators using estimated weights
Emmanuel Guerre, Yuting Wang
Consider an increasing number of consistent estimators to be averaged when only estimated weights are available. The underlying parameter of interest can be identical across estima…
Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders
Jayeeta Bhattacharya, Nathalie Gimenes, Emmanuel Guerre
The paper proposes a parsimonious and flexible semiparametric quantile regression specification for asymmetric bidders within the independent private value framework. Asymmetry is…
Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
Nathalie Gimenes, Emmanuel Guerre
This paper introduces a version of the interdependent value model of Milgrom and Weber (1982), where the signals are given by an index gathering signal shifters observed by the eco…
Quantile regression methods for first-price auctions
Nathalie Gimenes, Emmanuel Guerre
The paper proposes a quantile-regression inference framework for first-price auctions with symmetric risk-neutral bidders under the independent private-value paradigm. It is first…
Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
Emmanuel Guerre, Yao Luo
We consider nonparametric identification of independent private value first-price auction models, in which the analyst only observes winning bids. Our benchmark model assumes an ex…
Smoothing quantile regressions
Marcelo Fernandes, Emmanuel Guerre, Eduardo Horta
We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regr…