Details about Pascal Lavergne

Access statistics for papers by Pascal Lavergne.

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Short-id: pla266

Working Papers

2020

1. Assessing the Approximate Validity of Moment Restrictions
   TSE Working Papers, Toulouse School of Economics (TSE)

2016

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

2014

3. A Significance Test for Covariates in Nonparametric Regression
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
4. Powerful nonparametric checks for quantile regression
   TSE Working Papers, Toulouse School of Economics (TSE)

2013

5. Model Equivalence Tests in a Parametric Framework
   TSE Working Papers, Toulouse School of Economics (TSE)
   See also Journal Article in Journal of Econometrics (2014)
6. Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (17)
   See also Journal Article in Journal of Econometrics (2013)

2012

7. Conditional Moment Models under Semi-Strong Identification
   Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
   See also Journal Article in Journal of Econometrics (2014)

2011

8. 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 in Journal of Business & Economic Statistics (2011)

2008

9. A Cauchy-Schwarz inequality for expectation of matrices
   Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
10. 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

11. Breaking the Curse of Dimensionality in Nonparametric Testing
    Working Papers, Center for Research in Economics and Statistics View citations (4)
    See also Journal Article in Journal of Econometrics (2008)

2004

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

2001

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

2000

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

1998

15. 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 in Journal of Econometrics (2001)
16. 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)
17. 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 in Econometric Theory (2000)

1997

18. 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)

1995

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

1992

20. Nonparametric Selection of Regressors: the Nonnested Case
    Working Papers, Southern California - Department of Economics
    See also Journal Article in Econometrica (1996)

Journal Articles

2014

1. Conditional moment models under semi-strong identification
   Journal of Econometrics, 2014, 182, (1), 59-69 View citations (10)
   See also Working Paper (2012)
2. Model equivalence tests in a parametric framework
   Journal of Econometrics, 2014, 178, (P3), 414-425 View citations (4)
   See also Working Paper (2013)

2013

3. Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
   Journal of Econometrics, 2013, 177, (1), 47-59 View citations (19)
   See also Working Paper (2013)

2011

4. One for All and All for One: Regression Checks With Many Regressors
   Journal of Business & Economic Statistics, 2011, 30, (1), 41-52
   See also Working Paper (2011)

2008

5. Breaking the curse of dimensionality in nonparametric testing
   Journal of Econometrics, 2008, 143, (1), 103-122 View citations (12)
   See also Working Paper (2006)

2006

6. Consistent Tests of Conditional Moment Restrictions
   Annals of Economics and Statistics, 2006, (81), 33-67 View citations (16)

2005

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

2002

8. OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
   Econometric Theory, 2002, 18, (5), 1139-1171 View citations (24)

2001

9. An equality test across nonparametric regressions
   Journal of Econometrics, 2001, 103, (1-2), 307-344 View citations (19)
   See also Working Paper (1998)
10. Welfare Losses Due to Market Power: Hicksian versus Marshallian Measurement
    American Journal of Agricultural Economics, 2001, 83, (1), 157-165 View citations (11)

2000

11. NONPARAMETRIC SIGNIFICANCE TESTING
    Econometric Theory, 2000, 16, (4), 576-601 View citations (39)
    See also Working Paper (1998)

1998

12. Pertes de bien-être et pouvoir de marché dans l'agro-alimentaire français
    Économie et Prévision, 1998, 135, (4), 77-86
13. 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

14. Nonparametric Selection of Regressors: The Nonnested Case
    Econometrica, 1996, 64, (1), 207-19 View citations (38)
    See also Working Paper (1992)
15. The Hot Air in R-super-2: Comment
    American Journal of Agricultural Economics, 1996, 78, (3), 712-714

1994

16. 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)