CV (pdf file)

Publications

• Lavergne, P. and Q. Vuong (1996). Nonparametric Selection of Regressors. Econometrica, 64(1), 207-219.

• Lavergne, P. (1996). The Hot Air in R2: Comment. American Journal of Agricultural Economics, 78, 712-714.

• Lavergne, P. (1998). Selection of Regressors in Econometrics: Parametric and Nonparametric Methods. Econometric Reviews, 17(3), 227-273

• Lavergne, P. and Q. Vuong (1998). An Integral Estimator of Residual Variance and a Measure of Explanatory Power of Covariates in Nonparametric Regression. Journal of Nonparametric Statistics, 64(1), 207-219.

• Lavergne, P., V. Réquillart and M. Simioni (1998). Pertes de Bien-Etre et Pouvoir de Marché dans l'Agro-Alimentaire Français. Economie et Prévision, 135, 77-86.

• Lavergne, P. and Q. Vuong (2000). Nonparametric Significance Testing. Econometric Theory, 16(4), 576-601.

• Lavergne, P., V. Réquillart and M. Simioni (2000). Welfare Losses Due to Market Power: Hicksian versus Marshallian Measurement. American Journal of Agricultural Economics, 83(1), 157-165.

• Lavergne, P. (2001). An Equality Test Across Nonparametric Regressions. Journal of Econometrics, 103(1-2), 307-344.

• Guerre, E. and P. Lavergne (2002). Optimal Minimax Rates for Nonparametric Specification Testing in Regression Models. Econometric Theory, 18(5), 1139-1171.

• Lavergne P. and A. Thomas (2005). Semiparametric Estimation and Testing in a Model of Environmental Regulation with Adverse Selection. Empirical Economics, 30(1), 171-192.

• Guerre, E. and P. Lavergne (2005). Data-Driven Rate-Optimal Specification Testing in Regression Models. Annals of Statistics, 33(2), 840-870.

• Delgado, M., M. Dominguez, and P. Lavergne (2006). Consistent Tests of Conditional Moment Restrictions. Annales d'Economie et de Statistique, 81(1), 33-67.

• Lavergne, P. and V. Patilea (2007). Breaking the Curse of Dimensionality in Nonparametric Testing. Journal of Econometrics, 143(1), 103-122.

• Lavergne, P. and V. Patilea (2012). One for All and All for One: Dimension Reduction for Regression Checks. Journal of Business and Economic Statistics,30(1), 41-52.

• Lavergne, P. and V. Patilea (2013). Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory. Journal of Econometrics, 177, 47-59.

• Lavergne, P. (2014). Model Equivalence Test in a Parametric Framework. Journal of Econometrics, 178, 414-425.

• Antoine, B. and Lavergne, P. (2014). Conditional Moment Models under Semi-Strong Identification. Journal of Econometrics, 182(3), 59-69. Technical Appendix

• Lavergne, P. and Nguimkeu, P.E. (2014). “Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models.” In K. Hadri and W. Mikhail, eds., “Econometric Methods and Their Applications in Finance, Macro and Related Fields,” chap. 11, pp. 223–241. World Scientific.

• Lavergne, P., Maistre, S. and Patilea V. (2015). A Significance Test for Covariates in Nonparametric Regression. Electronic Journal of Statistics, 9(1), 643-678. Technical appendix.

• Maistre, S., Lavergne, P., and Patilea, V. (2017). Powerful Nonparametric Checks for Quantile Regression. Journal of Statistical Planning and Inference, 180(1), 13-29.  Supplementary material

• Antoine, B. and Lavergne, P. (2023) Identification-Robust Nonparametric Inference in a Linear IV Model. Journal of Econometrics, 235(1), 1-24.

• Lapenta, E. and Lavergne, P. (2025). Encompassing Tests for Nonparametric Regressions. Econometric Theory, 41(3), 709-738, https://doi.org/10.1017/S0266466624000100.

• Beyhum, J., Lapenta, E. and Lavergne, P. (2025). One-step nonparametric instrumental regression using smoothing splines. Econometrics Journal,   28(2), 176-197.  (Editor's choice)  https://doi.org/10.1093/ectj/utae024.

Working Papers

• Lavergne P. (2020). Assessing the Approximate Validity of Moment Restrictions

• Bertail, P. and Lavergne P. (2020) Bootstrapping Quasi Likelihood Ratio Tests under Misspecification

• Lavergne, P (2015, updated 2019).  Model Equivalence Tests for Overidentifying Restrictions.  Supplement

• Lavergne, P. and Nguimkeu, P.E. (2016). A Hausman Specification Test of Conditional Moment Restrictions