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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

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

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

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

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

One for all and all for one : regression checks with many regressors

Lavergne, Pascal; Patilea, Valentin - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10009558973

One for all and all for one : regression checks with many regressors

Lavergne, Pascal - 2007

Persistent link: https://www.econbiz.de/10003592154

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