Details about Pascal Lavergne

Access statistics for papers by Pascal Lavergne.

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Short-id: pla266

Working Papers

2024

1. Encompassing Tests for Nonparametric Regressions
   Post-Print, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022)
   Papers, arXiv.org (2023)
2. One-step smoothing splines instrumental regression
   Papers, arXiv.org
   Also in Post-Print, HAL (2024)

2023

3. Identification-Robust Nonparametric Inference in a Linear IV Model
   Post-Print, HAL
   Also in Discussion Papers, Department of Economics, Simon Fraser University (2021)
   Discussion Papers, Department of Economics, Simon Fraser University (2019) View citations (2)
   TSE Working Papers, Toulouse School of Economics (TSE) (2021) View citations (1)
   See also Journal Article Identification-robust nonparametric inference in a linear IV model, Journal of Econometrics, Elsevier (2023) (2023)
4. One-step nonparametric instrumental regression using smoothing splines
   Working Papers, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2023) View citations (1)

2020

5. Assessing the Approximate Validity of Moment Restrictions
   TSE Working Papers, Toulouse School of Economics (TSE)
6. Bootstrapping Quasi Likelihood Ratio Tests under Misspecification
   TSE Working Papers, Toulouse School of Economics (TSE)
7. Identification-Robust Nonparametric Interference in a Linear IV Model
   Discussion Papers, Department of Economics, Simon Fraser University View citations (1)

2016

8. A Hausman Specification Test of Conditional Moment Restrictions
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)

2014

9. A Significance Test for Covariates in Nonparametric Regression
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
10. Powerful nonparametric checks for quantile regression
    TSE Working Papers, Toulouse School of Economics (TSE)
11. Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models
    Post-Print, HAL
    See also Chapter Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2014) (2014)

2013

12. Model Equivalence Tests in a Parametric Framework
    TSE Working Papers, Toulouse School of Economics (TSE)
    See also Journal Article Model equivalence tests in a parametric framework, Journal of Econometrics, Elsevier (2014) View citations (4) (2014)
13. Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (30)
    See also Journal Article Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory, Journal of Econometrics, Elsevier (2013) View citations (30) (2013)

2012

14. Conditional Moment Models under Semi-Strong Identification
    Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
    See also Journal Article Conditional moment models under semi-strong identification, Journal of Econometrics, Elsevier (2014) View citations (19) (2014)

2011

15. One for all and all for one: regression checks with many regressors
    MPRA Paper, University Library of Munich, Germany
    Also in Discussion Papers, Department of Economics, Simon Fraser University (2008)
    Working Papers, Center for Research in Economics and Statistics (2007) View citations (1)
    See also Journal Article One for All and All for One: Regression Checks With Many Regressors, Journal of Business & Economic Statistics, Taylor & Francis Journals (2012) View citations (9) (2012)

2008

16. A Cauchy-Schwarz inequality for expectation of matrices
    Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
17. Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory
    Discussion Papers, Department of Economics, Simon Fraser University View citations (8)

2006

18. Breaking the Curse of Dimensionality in Nonparametric Testing
    Working Papers, Center for Research in Economics and Statistics View citations (4)
    See also Journal Article Breaking the curse of dimensionality in nonparametric testing, Journal of Econometrics, Elsevier (2008) View citations (19) (2008)

2004

19. DATA-DRIVEN RATE-OPTIMAL SPECIFICATION TESTING IN REGRESSION MODELS
    Econometrics, University Library of Munich, Germany View citations (14)

2001

20. Rate-optimal data-driven specification testing in regression models
    Econometrics, University Library of Munich, Germany View citations (1)

2000

21. Minimax Rates for Nonparametric Specification Testing in Regression Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (9)

1998

22. An equality test across nonparametric regressions
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    See also Journal Article An equality test across nonparametric regressions, Journal of Econometrics, Elsevier (2001) View citations (23) (2001)
23. Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)
24. Nonparametric significance testing
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (14)
    See also Journal Article NONPARAMETRIC SIGNIFICANCE TESTING, Econometric Theory, Cambridge University Press (2000) View citations (48) (2000)
25. Welfare losses and market power in the French food industry
    (Pertes de bien-être et pouvoir de marché dans l'agroalimentaire français)
    Post-Print, HAL

1997

26. Semiparametric estimation and testing in models of adverse selection, with an aplication to environmental regulation
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)

1996

27. Nonparametric selection of regressors: the nonnested case
    ([Sélection non paramétrique de régresseurs: le cas de régressions non emboîtées])
    Post-Print, HAL View citations (32)
    Also in Working Papers, Southern California - Department of Economics (1992)
    See also Journal Article Nonparametric Selection of Regressors: The Nonnested Case, Econometrica, Econometric Society (1996) View citations (44) (1996)

1995

28. Selecting Regressors Using Nonparametric Estimators
    Working Papers, Southern California - Department of Economics View citations (1)

Journal Articles

2023

1. Identification-robust nonparametric inference in a linear IV model
   Journal of Econometrics, 2023, 235, (1), 1-24
   See also Working Paper Identification-Robust Nonparametric Inference in a Linear IV Model, Post-Print (2023) (2023)

2014

2. Conditional moment models under semi-strong identification
   Journal of Econometrics, 2014, 182, (1), 59-69 View citations (19)
   See also Working Paper Conditional Moment Models under Semi-Strong Identification, Discussion Papers (2012) View citations (5) (2012)
3. Model equivalence tests in a parametric framework
   Journal of Econometrics, 2014, 178, (P3), 414-425 View citations (4)
   See also Working Paper Model Equivalence Tests in a Parametric Framework, TSE Working Papers (2013) (2013)

2013

4. Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
   Journal of Econometrics, 2013, 177, (1), 47-59 View citations (30)
   See also Working Paper Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory, TSE Working Papers (2013) View citations (30) (2013)

2012

5. One for All and All for One: Regression Checks With Many Regressors
   Journal of Business & Economic Statistics, 2012, 30, (1), 41-52 View citations (9)
   Also in Journal of Business & Economic Statistics, 2011, 30, (1), 41-52 (2011)
   See also Working Paper One for all and all for one: regression checks with many regressors, MPRA Paper (2011) (2011)

2008

6. Breaking the curse of dimensionality in nonparametric testing
   Journal of Econometrics, 2008, 143, (1), 103-122 View citations (19)
   See also Working Paper Breaking the Curse of Dimensionality in Nonparametric Testing, Working Papers (2006) View citations (4) (2006)

2006

7. Consistent Tests of Conditional Moment Restrictions
   Annals of Economics and Statistics, 2006, (81), 33-67 View citations (21)

2005

8. Semiparametric estimation and testing in a model of environmental regulation with adverse selection
   Empirical Economics, 2005, 30, (1), 171-192 View citations (5)

2002

9. OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
   Econometric Theory, 2002, 18, (5), 1139-1171 View citations (27)

2001

10. An equality test across nonparametric regressions
    Journal of Econometrics, 2001, 103, (1-2), 307-344 View citations (23)
    See also Working Paper An equality test across nonparametric regressions, SFB 373 Discussion Papers (1998) View citations (3) (1998)
11. Welfare Losses Due to Market Power: Hicksian versus Marshallian Measurement
    American Journal of Agricultural Economics, 2001, 83, (1), 157-165 View citations (14)

2000

12. NONPARAMETRIC SIGNIFICANCE TESTING
    Econometric Theory, 2000, 16, (4), 576-601 View citations (48)
    See also Working Paper Nonparametric significance testing, SFB 373 Discussion Papers (1998) View citations (14) (1998)

1998

13. Pertes de bien-être et pouvoir de marché dans l'agro-alimentaire français
    Économie et Prévision, 1998, 135, (4), 77-86
14. Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
    Econometric Reviews, 1998, 17, (3), 227-273 View citations (4)

1996

15. Nonparametric Selection of Regressors: The Nonnested Case
    Econometrica, 1996, 64, (1), 207-19 View citations (44)
    See also Working Paper Nonparametric selection of regressors: the nonnested case, Post-Print (1996) View citations (32) (1996)
16. The Hot Air in R-super-2: Comment
    American Journal of Agricultural Economics, 1996, 78, (3), 712-714

1994

17. Compte rendu de séminaires - Le 36e séminaire de l'Association européenne des économistes agricoles
    Cahiers d'Economie et Sociologie Rurales, 1994, 33, 133-135
    Also in Cahiers d'Economie et de Sociologie Rurales (CESR), 1994, 33 (1994)

Chapters

2014

1. Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models
   Chapter 9 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 223-241
   See also Working Paper Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models, HAL (2014) (2014)