- Journal of Economic Literature Classification (18)
- C - Mathematical and Quantitative Methods (18)
- C5 - Econometric Modeling (18)
- C52 - Model Evaluation and Selection (18)
- C5 - Econometric Modeling (18)
- C - Mathematical and Quantitative Methods (18)
Article
Andersson, Henrik, Hammitt, James K., Lindberg, Gunnar and Sundström, Kristian (2013) Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety. Environmental and Resource Economics, 56 (3). pp. 437-456.
Fève, Patrick and Jidoud, Ahmat (2014) News Shocks, Information Flows and SVARs. Annales d'Économie et de Statistique, 113-114. pp. 293-308.
Gregoir, Stéphane and Laroque, Guy (1994) Polynomial cointegration: Estimation and Test. Journal of Econometrics, vol. 63 (n° 1). pp. 183-214.
Lavergne, Pascal (2001) An Equality Test Across Nonparametric Regressions. Journal of Econometrics, vol. 103 (n° 1-2). pp. 307-344.
Lavergne, Pascal (2014) Model Equivalence Tests in a Parametric Framework. Journal of Econometrics, vol. 178 (n° 3). pp. 414-425.
Lavergne, Pascal (1998) Selection of Regressors in Econometrics: Parametric and Nonparametric Methods. Econometric Reviews, vol.17 (n°3). pp. 227-273.
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.
Maistre, Samuel, Lavergne, Pascal and Patilea, Valentin (2017) Powerful nonparametric checks for quantile regression. Journal of Statistical Planning and Inference, 180. pp. 13-29.
Simioni, Michel, Thomas-Agnan, Christine and Trinh, Thi Huong (2016) Calorie intake and income in China: New evidence using semiparametric modelling with generalized additive models. Vietnam Journal of Mathematical Applications, 14 (1). pp. 11-26.
Book Section
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
Monograph
Andersson, Henrik, Hammitt, James K., Lindberg, Gunnar and Sundström, Kristian (2011) Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety. TSE Working Paper, n. 11-271
Fève, Patrick and Jidoud, Ahmat (2012) Identifying News Shocks from SVARs. TSE Working Paper, n. 12-287
Fève, Patrick and Jidoud, Ahmat (2012) News Shocks, Information Flows and SVARs. TSE Working Paper, n. 12-286
Fève, Patrick and Matheron, Julien (2005) Can the Kydland-Prescott Model Pass the Cogley-Nason Test? IDEI Working Paper, n. 350
Gouel, Christophe and Legrand, Nicolas (2017) Bayesian Estimation of the Storage Model using Information on Quantities. TSE Working Paper, n. 17-776, Toulouse
Lavergne, Pascal (2015) Assessing the Approximate Validity of Moment Restrictions. TSE Working Paper, n. 15-562
Lavergne, Pascal (2013) Model Equivalence Tests in a Parametric Framework. TSE Working Paper, n. 13-379, Toulouse
Lavergne, Pascal and Nguimkeu, Pierre (2016) A Hausman Specification Test of Conditional Moment Restrictions. TSE Working Paper, n. 16-743, Toulouse