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
2023
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.
2024
Lapenta, Elia and Lavergne, Pascal
(2024)
Encompassing Tests for Nonparametric Regressions.
Econometric Theory.
pp. 1-30.
Beyhum, Jad, Lapenta, Elia
and Lavergne, Pascal
(2024)
One-step smoothing splines instrumental regression.
The Econometrics Journal.