1996

Lavergne, Pascal (1996) The Hot Air in R2: Comment. American Journal of Agricultural Economics, vol.78 (n°3). pp. 712-714.

Lavergne, Pascal and Vuong, Quang H. (1996) Nonparametric Selection of Regressors: The nonnested case. Econometrica, vol.64 (n°1). pp. 207-219.

1998

Lavergne, Pascal, Réquillart, Vincent and Simioni, Michel (1998) Perte de bien-être et pouvoir de marché dans l'agro-alimentaire français. Économie et Prévision, vol.4 (n°135). pp. 77-86.

Lavergne, Pascal (1998) Selection of Regressors in Econometrics: Parametric and Nonparametric Methods. Econometric Reviews, vol.17 (n°3). pp. 227-273.

Lavergne, Pascal and Vuong, Quang H. (1998) An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression. Journal of Nonparametric Statistics, 9 (4). pp. 363-380.

2000

Lavergne, Pascal and Vuong, Quang H. (2000) Nonparametric Significance Testing. Econometric Theory, vol.16 (n°4). pp. 576-601.

2001

Lavergne, Pascal (2001) An Equality Test Across Nonparametric Regressions. Journal of Econometrics, vol. 103 (n° 1-2). pp. 307-344.

Lavergne, Pascal, Réquillart, Vincent and Simioni, Michel (2001) Welfare Losses due to Market Power: Hicksian versus Marshallian Measurement. American Journal of Agricultural Economics, 83 (1). pp. 157-165.

2002

Lavergne, Pascal and Guerre, Emmanuel (2002) Optimal Minimax Rates for Nonparametric Specification Testing in Regression Models. Econometric Theory, vol.18 (n°5). pp. 1139-1171.

2005

Guerre, Emmanuel and Lavergne, Pascal (2005) Data-driven rate-optimal specification testing in regression models. Annals of Statistics, 33 (2). pp. 840-870.

2006

Lavergne, Pascal, Delgado, Miguel A. and Domínguez, Manuel A. (2006) Consistent Tests of Conditional Moment Restrictions. Annales d'Économie et de Statistique, vol. 1 (n° 81). pp. 33-67.

2008

Lavergne, Pascal and Patilea, Valentin (2008) Breaking the curse of dimensionality in nonparametric testing. Journal of Econometrics, 143 (1). pp. 103-122.

2012

Lavergne, Pascal and Patilea, Valentin (2012) One for All and All for One: Regression Checks With Many Regressors. Journal of Business and Economic Statistics, 30 (1). pp. 41-52.

2013

Lavergne, Pascal and Patilea, Valentin (2013) Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory. Journal of Econometrics, vol. 177 (n° 1). pp. 47-59.

Lavergne, Pascal (2013) Model Equivalence Tests in a Parametric Framework. TSE Working Paper, n. 13-379, Toulouse

2014

Antoine, Bertille and Lavergne, Pascal (2014) Conditional moments models under semi-strong identification. Journal of Econometrics, vol. 182 (n° 3). pp. 59-69.

Lavergne, Pascal (2014) Model Equivalence Tests in a Parametric Framework. Journal of Econometrics, vol. 178 (n° 3). pp. 414-425.

Lavergne, Pascal and Nguimkeu, Pierre (2014) Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models. In: Econometric Methods and Their Applications in Finance, Macro and Related Fields Kaddour Hadri and William Mikhail. Chapter Chapitre 9. pp. 223-241. ISBN 9789814513463

2015

Lavergne, Pascal (2015) Assessing the Approximate Validity of Moment Restrictions. TSE Working Paper, n. 15-562

Lavergne, Pascal, Maistre, Samuel and Patilea, Valentin (2015) A Significance Test for Covariates in Nonparametric Regression. Electronic Journal of Statistics, vol. 9. pp. 643-678.

2016

Lavergne, Pascal and Nguimkeu, Pierre (2016) A Hausman Specification Test of Conditional Moment Restrictions. TSE Working Paper, n. 16-743, Toulouse

2017

Maistre, Samuel, Lavergne, Pascal and Patilea, Valentin (2017) Powerful nonparametric checks for quantile regression. Journal of Statistical Planning and Inference, 180. pp. 13-29.

2020

Lavergne, Pascal and Bertail, Patrice (2020) Bootstrapping Quasi Likelihood Ratio Tests under Misspecification. TSE Working Paper, n. 20-1102, Toulouse

2022

Lapenta, Elia and Lavergne, Pascal (2022) Encompassing Tests for Nonparametric Regressions. TSE Working Paper, n. 22-1332

2023

Beyhum, Jad, Lapenta, Elia and Lavergne, Pascal (2023) One-step nonparametric instrumental regression using smoothing splines. TSE Working Paper, n. 23-1467, Toulouse

Lavergne, Pascal and Antoine, Bertille (2023) Identification-Robust Nonparametric Inference in a Linear IV Model. Journal of Econometrics, vol. 235 (n°1). pp. 1-24.