JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C12 - Hypothesis Testing (54)
Number of items at this level: 54.
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  • Baltagi, Badi, Hidalgo, Javier, Li, Qi (1996). A nonparametric test for poolability using panel data. Journal of Econometrics, 75(2), 345-367. https://doi.org/10.1016/0304-4076(95)01779-8
  • Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco, Fagiolo, Giorgio (2009). The distribution of consumption-expenditure budget shares: evidence from Italian households. (European Central Bank working paper series 1061). European Central Bank.
  • Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco, Fagiolo, Giorgio (2012). The distribution of household consumption-expenditure budget shares. Structural Change and Economic Dynamics, 23(1), 69-91. https://doi.org/10.1016/j.strueco.2011.09.003
  • Defever, Fabrice, Riaño, Alejandro (2022). The twin peaks of the export intensity distribution. Journal of the European Economic Association, 20(3), 1347 – 1394. https://doi.org/10.1093/jeea/jvac006
  • Gonzalo, Pedro L, Linton, Oliver (2001). A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104(1), 1-48. https://doi.org/10.1016/S0304-4076(01)00049-5
  • Gossner, Olivier, Schlag, Karl H. (2013). Finite-sample exact tests for linear regressions with bounded dependent variables. Journal of Econometrics, 177(1), 75-84. https://doi.org/10.1016/j.jeconom.2013.06.003
  • Linton, Oliver (2008). A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1(2), 321-326.
  • Linton, Oliver, Hafner, Christian M. (2010). Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159(1), 55-73. https://doi.org/10.1016/j.jeconom.2010.04.007
  • Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae (2012). Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167(2), 370-382. https://doi.org/10.1016/j.jeconom.2011.09.022
  • Peñaranda, Francisco, Sentana, Enrique (2004). Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. (Financial Markets Group Discussion Papers 497). Financial Markets Group, The London School of Economics and Political Science.
  • Rossi, Francesca, Robinson, Peter M. (2023). Higher-order least squares inference for spatial autoregressions. Journal of Econometrics, 232(1), 244- 269. https://doi.org/10.1016/j.jeconom.2022.01.010
    • Public
  • Anderson, Gordon, Linton, Oliver, Whang, Yoon-Jae (2009). Nonparametric estimation of a polarization measure. (Econometrics Papers EM/2009/534). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2020). Bayesian solutions for the factor zoo: we just ran two quadrillion models. (Systemic Risk Centre Discussion Papers 93). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Busetti, Fabio, Harvey, Andrew (1998). Testing for the presence of a random walk in series with structural breaks. (EM 365). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei, Zou, Tao (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206(1), 57-82. https://doi.org/10.1016/j.jeconom.2018.03.020
  • Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae (2006). Are there Monday effects in stock returns: a stochastic dominance approach. (Financial Markets Group Discussion Papers 568). Financial Markets Group, The London School of Economics and Political Science.
  • Defever, Fabrice, Riaño, Alejandro (2017). Twin peaks. (CEP Discussion Papers CEPDP1505). London School of Economics and Political Science. Centre for Economic Performance.
  • Defever, Fabrice, Riaño, Alejandro (2022). Firm-destination heterogeneity and the distribution of export intensity. Economics Letters, 219, https://doi.org/10.1016/j.econlet.2022.110810 picture_as_pdf
  • Delgado, Miguel A., Robinson, Peter (2015). Non-nested testing of spatial correlation. Journal of Econometrics, 187(1), 385-401. https://doi.org/10.1016/j.jeconom.2015.02.044
  • Demir Şeker, Sırma, Jenkins, Stephen P. (2015). Poverty trends in Turkey. Journal of Economic Inequality, 13(3), 401-424. https://doi.org/10.1007/s10888-015-9300-8
  • Eble, Alex, Boone, Peter, Elbourne, Diana (2013). Risk and evidence of bias in randomized controlled trials in economics. (CEP Discussion Papers CEPDP1240). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Hardle, Wolfgang, Linton, Oliver, Wang, Qihua (2003). Semiparametric regression analysis under imputation for missing response data. (Econometrics; EM/2003/454 EM/03/454). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier (2000). Nonparametric test for causality with long-range dependence. (EM 387). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Schafgans, Marcia M. A. (2017). Inference without smoothing for large panels with cross-sectional and temporal dependence. (Econometrics EM597). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Lee, Jungyoon, Seo, Myung Hwan (2019). Robust inference for threshold regression models. Journal of Econometrics, 210(2), 291-309. https://doi.org/10.1016/j.jeconom.2019.01.008 picture_as_pdf
  • Hidalgo, Javier, Schafgans, Marcia (2017). Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196(2), 259-274. https://doi.org/10.1016/j.jeconom.2016.09.008
  • Hidalgo, Javier, Schafgans, Marcia (2021). Inference without smoothing for large panels with cross-sectional and temporal dependence. Journal of Econometrics, 223(1), 125 - 160. https://doi.org/10.1016/j.jeconom.2020.10.003 picture_as_pdf
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2003). Consistent testing for stochastic dominance under general sampling schemes. (Econometrics; EM/2003/466 EM/03/466). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Song, Kyungchul, Whang, Yoon-Jae (2008). Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (Econometrics Papers EM/2008/527). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Whang, Yoon-Jae (2003). A quantilogram approach to evaluating directional predictability. (Econometrics; EM/2003/463 EM/03/463). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lleo, Sebastien, Ziemba, Bill (2015). The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. (Special Papers No 8). Systemic Risk Centre, The London School of Economics and Political Science.
  • Matsushita, Yukitoshi, Otsu, Taisuke (2018). Likelihood inference on semiparametric models: average derivative and treatment effect. Japanese Economic Review, 69(2), 133-155. https://doi.org/10.1111/jere.12167
  • Nezlobin, Alexander, Sloan, Richard G., Giedt, Jenny Zha (2022). Construct validity in accruals quality research. Accounting Review, 97(5), 377 – 398. https://doi.org/10.2308/TAR-2019-0213 picture_as_pdf
  • Oliver, Adam (2024). Reflecting on reflection: prospect theory, our behaviors, and our environment. Behavioural Public Policy, 8(1), 173 - 183. https://doi.org/10.1017/bpp.2021.31 picture_as_pdf
  • Oliver, Adam (2018). Your money and your life: risk attitudes over gains and losses. Journal of Risk and Uncertainty, 57(1), 29 - 50. https://doi.org/10.1007/s11166-018-9284-4 picture_as_pdf
  • Otsu, Taisuke, Pesendorfer, Martin, Takahashi, Yuya (2013). Testing for equilibrium multiplicity in dynamic Markov games. (Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423). picture_as_pdf
  • Otsu, Taisuke, Pesendorfer, Martin (2023). Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26(1), C26 - C42. https://doi.org/10.1093/ectj/utac006 picture_as_pdf
  • Otsu, Taisuke, Pesendorfer, Martin, Takahashi, Yuya (2016). Pooling data across markets in dynamic Markov games. Quantitative Economics, 7(2), 523 - 559. https://doi.org/10.3982/QE612
  • Otsu, Taisuke, Xu, Ke-Li, Matsushita, Yukitoshi (2015). Empirical likelihood for regression discontinuity design. Journal of Econometrics, 186(1), 94-112. https://doi.org/10.1016/j.jeconom.2014.04.023
  • Perez, Pedro Gurrola, Murphy, David (2025). The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions. Borsa Istanbul Review, 25(6), 1166 - 1182. https://doi.org/10.1016/j.bir.2025.06.006 picture_as_pdf
  • Peñaranda, Francisco (2009). Understanding portfolio efficiency with conditioning information. (Financial Markets Group Discussion Papers 626). Financial Markets Group, The London School of Economics and Political Science.
  • Qiu, Chen, Otsu, Taisuke (2022). Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. Quantitative Economics, 13(1), 63 - 94. https://doi.org/10.3982/QE1603 picture_as_pdf
  • Robinson, Peter M., Velasco, Carlos (2015). Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185(2), 435-452. https://doi.org/10.1016/j.jeconom.2014.12.003
  • Robinson, Peter, Rossi, Francesca (2015). Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Journal of Econometrics, 189(2), 447-456. https://doi.org/10.1016/j.jeconom.2015.03.036
  • Robinson, Peter, Velasco, Carlos (2018). Inference on trending panel data. Journal of Econometrics, 206(2), 282-304. https://doi.org/10.1016/j.jeconom.2018.06.003
  • Seo, Myung Hwan (2005). Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. (EM 484). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Silva, João M. C. Santos, Tenreyro, Silvana, Windmeijer, Frank (2015). Testing competing models for non-negative data with many zeros. Journal of Econometric Methods, 4(1), 29-46. https://doi.org/10.1515/jem-2013-0005
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). Data snooping, technical trading, rule performance, and the bootstrap. (Financial Markets Group Discussion Papers 303). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Young, Alwyn (2019). Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results. Quarterly Journal of Economics, 134(2), 557 - 598. https://doi.org/10.1093/qje/qjy029 picture_as_pdf
  • Young, Alwyn (2025). Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective. Econometrics, 13(4). https://doi.org/10.3390/econometrics13040041 picture_as_pdf
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  • Lee, Jungyoon, Robinson, Peter (2016). Series estimation under cross-sectional dependence. Journal of Econometrics, 190(1), 1-17. https://doi.org/10.1016/j.jeconom.2015.08.001