Elia Lapenta, and Pascal Lavergne, “Encompassing Tests for Nonparametric Regressions”, Econometric Theory, 2024, pp. 1–30, forthcoming.
Jad Beyhum, Elia Lapenta, and Pascal Lavergne, “One-step smoothing splines instrumental regression”, The Econometrics Journal, 2024, forthcoming.
Bertille Antoine, and Pascal Lavergne, “Identification-Robust Nonparametric Inference in a Linear IV Model”, Journal of Econometrics, vol. 234, n. 1, July 2023, pp. 1–24.
Samuel Maistre, Pascal Lavergne, and Valentin Patilea, “Powerful nonparametric checks for quantile regression”, Journal of Statistical Planning and Inference, vol. 180, January 2017, pp. 13–29.
Pascal Lavergne, Samuel Maistre, and Valentin Patilea, “A Significance Test for Covariates in Nonparametric Regression”, Electronic Journal of Statistics, vol. 9, 2015, pp. 643–678.
Bertille Antoine, and Pascal Lavergne, “Conditional moments models under semi-strong identification”, Journal of Econometrics, vol. 182, n. 3, September 2014, pp. 59–69.
Pascal Lavergne, “Model Equivalence Tests in a Parametric Framework”, Journal of Econometrics, vol. 178, n. 3, January 2014, pp. 414–425.
Pascal Lavergne, and Pierre Nguimkeu, “Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models”, Kaddour Hadri and William Mikhail, 2014.
Pascal Lavergne, and Valentin Patilea, “Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory”, Journal of Econometrics, vol. 177, n. 1, November 2013, pp. 47–59.
Pascal Lavergne, and Valentin Patilea, “One for All and All for One: Regression Checks With Many Regressors”, Journal of Business and Economic Statistics, vol. 30, n. 1, 2012, pp. 41–52.
Pascal Lavergne, and Valentin Patilea, “Breaking the curse of dimensionality in nonparametric testing”, Journal of Econometrics, vol. 143, n. 1, 2008, pp. 103–122.
Pascal Lavergne, Miguel A. Delgado, and Manuel A. Domínguez, “Consistent Tests of Conditional Moment Restrictions”, Annales d'Économie et de Statistique, Paris, vol. 1, n. 81, 2006, pp. 33–67, Paris, 35 pages.
Pascal Lavergne, and Alban Thomas, “Semiparametric estimation and testing in a model of environmental regulation with adverse selection”, Empirical Economics, vol. 30, n. 1, 2006, pp. 1711–192.
Emmanuel Guerre, and Pascal Lavergne, “Data-driven rate-optimal specification testing in regression models”, Annals of Statistics, vol. 33, n. 2, 2005, pp. 840–870.
Pascal Lavergne, and Emmanuel Guerre, “Optimal Minimax Rates for Nonparametric Specification Testing in Regression Models”, Econometric Theory, vol. 18, n. 5, October 2002, pp. 1139–1171.
Pascal Lavergne, “An Equality Test Across Nonparametric Regressions”, Journal of Econometrics, vol. 103, n. 1-2, 2001, pp. 307–344.
Pascal Lavergne, Vincent Réquillart, and Michel Simioni, “Welfare Losses due to Market Power: Hicksian versus Marshallian Measurement ”, American Journal of Agricultural Economics, vol. 83, n. 1, 2001, pp. 157–165.
Pascal Lavergne, and Quang Vuong, “Nonparametric Significance Testing”, Econometric Theory, vol. 16, n. 4, August 2000, pp. 576–601.
Pascal Lavergne, “Selection of Regressors in Econometrics: Parametric and Nonparametric Methods”, Econometric Reviews, vol. 17, n. 3, 1998, pp. 227–273.
Pascal Lavergne, Vincent Réquillart, and Michel Simioni, “Perte de Bien-Etre et Pouvoir de Marché dans l'Agro-Alimentaire Français”, Économie et Prévision, vol. 135, n. 4, 1998, pp. 77–86, 10 pages.