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Recent working papers

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (2012)
Liudas Giraitis, George Kapetanios, Simon Price
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Nathalie Gimenes Sanches

Nathalie Gimenes Sanches
PhD Student

Room number: E304
Tel: +44 20 7882 8843
Fax: +44 20 8983 3580
Email: n.c.g.sanches@qmul.ac.uk
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Research keywords: Econometrics of Auctions, Nonparametric Statistics, Quantile Regression
Research supervisors: Emmanuel Guerre

Nathalie's research interest is in Econometrics of Auctions. She is working on the estimation of the cumulative distribution function of the private values under the independent Private Value Paradigm. She uses a quantile regression setup to recover the private values conditional distribution through a model that relates the conditional quantile function of the private values with the conditional quantile function of the observed bids.