Pascal Lavergne

Pascal Lavergne (Associate professor)

Dept. of Economics

Simon Fraser University

8888 University Drive Burnaby BC

V5A 1S6 CANADA

PHONE: (1) 778-782-7161

FAX: (1) 778-782-5944

pascal_lavergne[at]sfu.ca

CV

Research interests

Econometric theory: Model Evaluation and Testing, Semiparametric and Nonparametric Methods, Estimation of Econometric Models, Bootstrap Methods.
Econometrics of contracts.

Domaines de recherche

Économétrie: Comparaison de modèles, Tests d'hypothèses, Méthodes semi et non-paramétriques, Estimation de modèles économétriques, Bootstrap..
Économétrie des contrats.

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. Working paper version

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 (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.