- 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