6 citations · 11 across the 6 of their papers we have counts for
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econ.EM2026
Pivotal and identification-robust nonparametric inference in linear IV models
Bertille Antoine, Pascal Lavergne
We develop new inference procedures for a linear IV model that are robust to identification strength and heteroskedasticity of unknown form, and nonparametric with respect to the f…
econ.EM2023★ 1 cited
One-step smoothing splines instrumental regression
Jad Beyhum, Elia Lapenta, Pascal Lavergne
We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resul…
econ.EM2022★ 1 cited
Encompassing Tests for Nonparametric Regressions
Elia Lapenta, Pascal Lavergne
We set up a formal framework to characterize encompassing of nonparametric models through the L2 distance. We contrast it to previous literature on the comparison of nonparametric…