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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

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

Model equivalence tests for overidentifying restrictions

Lavergne, Pascal - 2015

Persistent link: https://www.econbiz.de/10011302281

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601

Persistent link: https://www.econbiz.de/10001517339

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev

Persistent link: https://www.econbiz.de/10000995905

Nonparametric selection of regressors : the nonnested case

Lavergne, Pascal - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 1, pp. 207-219

Persistent link: https://www.econbiz.de/10001194157

Identification-robust nonparametric inference in a linear IV model

Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014434375

One-step nonparametric instrumental regression using smoothing splines

Beyhum, Jad; Lapenta, Elia; Lavergne, Pascal - 2023

Persistent link: https://www.econbiz.de/10014364170

Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory

Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10010189879

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev.

A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...

Persistent link: https://www.econbiz.de/10009578578