Pascal.Lavergne[at]univ-tlse1.fr
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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-être 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 (2004) : " Semiparametric estimation and testing in a model of environmental regulation with adverse selection." Empirical Economics, forthcoming. Guerre, E. and P. Lavergne (2004) : " Data-driven rate-optimal specification testing in regression models." Annals of Statistics, forthcoming. Delgado, M., M. Dominguez and P. Lavergne (2001): " Consistent tests of conditional moment restrictions." Accepted for publication in Annales d'Economie et Statistique. Figures |