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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

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 lack-of-fit tests for parametric mean-regression model with censored data

Lopez, Olivier; Patilea, Valentin - 2007

Persistent link: https://www.econbiz.de/10003588049

Optimal minimax rates for nonparametric specification testing in regression models

Guerre, Emmanuel; Lavergne, Pascal - In: Econometric theory 18 (2002) 5, pp. 1139-1171

Persistent link: https://www.econbiz.de/10001702336

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

Data-Driven Rate-Optimal Specification Testing in Regression Models

Guerre, Emmanuel; Lavergne, Pascal - 2004

We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null hypothesis. The resulting test is adaptive rate-optimal and consistent against Pitman local...

Persistent link: https://www.econbiz.de/10014068527

Identification-robust nonparametric inference in a linear IV model

Antoine, Bertille; Lavergne, Pascal - 2021

Persistent link: https://www.econbiz.de/10012627835

Bootstrapping quasi likelihood ratio tests under misspecification

Bertail, Patrice; Lavergne, Pascal - 2020

Persistent link: https://www.econbiz.de/10012216207

Identification-robust nonparametric inference in a linear IV mode

Antoine, Bertille; Lavergne, Pascal - 2020

Persistent link: https://www.econbiz.de/10012319253