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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

An equality test across nonparametric regressions

Lavergne, Pascal - 1998

Persistent link: https://www.econbiz.de/10000996316

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