Emmanuel Guere is a Professor at Queen Mary University of London, with interests in Theoretical and applied econometrics, empirical IO, nonparametric and time series.
Emmanuel's research interests concern nonparametric identification and inference for auctions, optimal nonparametric testing and inference for recurrent/unit root processes. His main contribution in auction modelling consists in a nonparametric rate optimal estimation method that circumvents the numerical difficulties induced by the Nash equilibrium. His recent work deals with quantile approaches for auction models.
He received his PhD in Statistics from the University of Paris (Paris 6, Université Pierre et Marie Curie) and his Bsc in Economics and Statistics from ENSAE.
- Econometrics of games
- Microeconometrics (theory and applied)
- Campo S., Guerre E., Perrigne I., Vuong Q. (2011) "Semiparametric estimatiion of first-price auctions with risk-averse bidders", Review of Economic Studies 78, 112-147.
- Guerre E., Perrigne I., Vuong Q. (2009) "Nonparametric identification of risk aversion in first-price auctions under exclusion restrictions", Econometrica 77, 1193-1227.
- Guerre E., Perrigne I., Vuong Q. (2005) "Optimal nonparametric estimation of first-price auctions", Econometrica 68, 525-574.
- Guerre E., Lavergne P. (2005) "Rate-optimal data-driven specification testing for regression models", The Annals of Statistics 33, 840-870.