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Selection of regressors in econometrics : parametric and nonparametric methods

Lavergne, Pascal - In: Econometric reviews 17 (1998) 3, pp. 227-273

Persistent link: https://www.econbiz.de/10001247698

The hot air in R 2 : comment

Lavergne, Pascal - In: American journal of agricultural economics 78 (1996) 3, pp. 712-714

Persistent link: https://www.econbiz.de/10001210725

An equality test across nonparametric regressions

Lavergne, Pascal - In: Journal of econometrics 103 (2001) 1/2, pp. 307-344

Persistent link: https://www.econbiz.de/10001585369

Model equivalence tests in a parametric framework

Lavergne, Pascal - In: Journal of econometrics 178 (2014) 1, pp. 414-425

Persistent link: https://www.econbiz.de/10010256204

An equality test across nonparametric regressions

Lavergne, Pascal - 1998 - Rev.

A procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of...

Persistent link: https://www.econbiz.de/10009578576