Pascal Lavergne (Professor)
Toulouse School of Economics
1 Esplanade de l'Université
31000 TOULOUSE FRANCE
Office T 506
(33) 05 61 12 85 69
pascal.lavergne[at]ut-capitole.fr
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. (2024). Encompassing Tests for Nonparametric Regressions. Econometric Theory, forthcoming. https://doi.org/10.1017/S0266466624000100
Working Papers
Beyhum, J., Lapenta, E. and Lavergne, P. (2023). One-step nonparametric instrumental regression using smoothing splines
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
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