Details about Pascal Lavergne
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Short-id: pla266
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Working Papers
2024
- Encompassing Tests for Nonparametric Regressions
Post-Print, HAL
Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022)  Papers, arXiv.org (2023)
- One-step smoothing splines instrumental regression
Papers, arXiv.org 
Also in Post-Print, HAL (2024)
2023
- 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)
- 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
- Assessing the Approximate Validity of Moment Restrictions
TSE Working Papers, Toulouse School of Economics (TSE)
- Bootstrapping Quasi Likelihood Ratio Tests under Misspecification
TSE Working Papers, Toulouse School of Economics (TSE)
- Identification-Robust Nonparametric Interference in a Linear IV Model
Discussion Papers, Department of Economics, Simon Fraser University View citations (1)
2016
- A Hausman Specification Test of Conditional Moment Restrictions
TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
2014
- A Significance Test for Covariates in Nonparametric Regression
TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
- Powerful nonparametric checks for quantile regression
TSE Working Papers, Toulouse School of Economics (TSE)
- 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
- 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)
- 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
- 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
- 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
- A Cauchy-Schwarz inequality for expectation of matrices
Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
- 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
- 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
- DATA-DRIVEN RATE-OPTIMAL SPECIFICATION TESTING IN REGRESSION MODELS
Econometrics, University Library of Munich, Germany View citations (14)
2001
- Rate-optimal data-driven specification testing in regression models
Econometrics, University Library of Munich, Germany View citations (1)
2000
- Minimax Rates for Nonparametric Specification Testing in Regression Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (9)
1998
- 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)
- 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 EstadÃstica View citations (2)
- 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)
- 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
- 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 EstadÃstica View citations (1)
1996
- 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
- Selecting Regressors Using Nonparametric Estimators
Working Papers, Southern California - Department of Economics View citations (1)
Journal Articles
2023
- 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
- 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)
- 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
- 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
- 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
- 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
- Consistent Tests of Conditional Moment Restrictions
Annals of Economics and Statistics, 2006, (81), 33-67 View citations (21)
2005
- Semiparametric estimation and testing in a model of environmental regulation with adverse selection
Empirical Economics, 2005, 30, (1), 171-192 View citations (5)
2002
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
Econometric Theory, 2002, 18, (5), 1139-1171 View citations (27)
2001
- 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)
- Welfare Losses Due to Market Power: Hicksian versus Marshallian Measurement
American Journal of Agricultural Economics, 2001, 83, (1), 157-165 View citations (14)
2000
- 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
- Pertes de bien-être et pouvoir de marché dans l'agro-alimentaire français
Économie et Prévision, 1998, 135, (4), 77-86
- 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
- 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)
- The Hot Air in R-super-2: Comment
American Journal of Agricultural Economics, 1996, 78, (3), 712-714
1994
- 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
- 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)
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