JEL classification

Journal of Economic Literature Classification (10805) C - Mathematical and Quantitative Methods (1389) C1 - Econometric and Statistical Methods: General (383) C13 - Estimation (136)
Number of items at this level: 136.
None
  • Amiel, Yoram, Cowell, Frank A., Gaertner, Wulf (2009). To be or not to be involved: a questionnaire-experimental view on Harsanyi’s utilitarian ethics. Social Choice and Welfare, 32(2), 299-316. https://doi.org/10.1007/s00355-008-0324-x
  • Atak, Alev, Linton, Oliver, Xiao, Zhijie (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), 92-115. https://doi.org/10.1016/j.jeconom.2011.02.008
  • Barigozzi, Matteo, Halbleib-Chiriac, Roxana, Veredas, David (2012). Which model to match? (Working paper 4). European Center for Advanced Research in Economics and Statistics.
  • Bosquet, Clément, Boulhol, Hervé (2014). Applying the GLM Variance Assumption to overcome the scale-dependence of the Negative Binomial QGPML estimator. Econometric Reviews, 33(7), 772-784. https://doi.org/10.1080/07474938.2013.806102
  • Boyer, Brian H., Kumagai, Timoni, Yuan, Kathy (2006). How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61(2), 957-1003.
  • Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre, Ghysels, E. (2007). Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140(2), 529-573. https://doi.org/10.1016/j.jeconom.2006.07.013
  • Cowell, Frank (2008). Income distribution and inequality. In Davis, print. & Dolfsma, W. (Eds.), The Elgar Companion to Social Economics (pp. 209-227). Edward Elgar.
  • Cowell, Frank (2008). Inequality: measurement. In Durlauf, S. N. & Blume, L. E. (Eds.), The New Palgrave Dictionary of Economics . Palgrave Macmillan.
  • Cowell, Frank (2008). Modelling Lorenz curves: robust and semi-parametric issues. In Chotikapanich, D. (Ed.), Modeling Income Distributions and Lorenz Curves (pp. 241-245). Springer Berlin / Heidelberg.
  • Cowell, Frank, Cruces, Guillermo A (2004). Perceptions of inequality and risk. Research on Economic Inequality, 12, 97-133. https://doi.org/10.1016/S1049-2585(04)12004-8
  • De Cao, Elisabetta, Lutz, Clemens (2018). Sensitive survey questions: measuring attitudes regarding female genital cutting through a list experiment. Oxford Bulletin of Economics and Statistics, 80(5), 871 - 892. https://doi.org/10.1111/obes.12228
  • Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M. (2021). Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19(5), 985 - 1008. https://doi.org/10.1093/jjfinec/nbz030
  • 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
  • Gospodinov, Nikolay, Otsu, Taisuke (2012). Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170(2), 476-490. https://doi.org/10.1016/j.jeconom.2012.05.017
  • Hajivassiliou, Vassilis, McFadden, Daniel (1998). The method of simulated scores for the estimation of LDV models. Econometrica, 66(4), 863-896.
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2010). Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156(2), 392-407. https://doi.org/10.1016/j.jeconom.2009.11.008
  • Kalogeropoulos, Konstantinos, Dellaportas, Petros, Roberts, Gareth O. (2011). Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39(1), 52-72. https://doi.org/10.1002/cjs.10096
  • Kong, Efang, Linton, Oliver, Xia, Yingcun (2010). Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26(05), 1529-1564. https://doi.org/10.1017/S0266466609990661
  • Linton, Oliver (2001). Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Annals of Economics and Finance, 2(1), 237-248.
  • 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
  • Linton, Oliver, Kim, W, Hengartner, N (1999). A computationally efficient oracle estimator for additive nonparametric regression with boot-strap confidence intervals. Journal of Computational and Graphical Statistics, 8(2), 278-297. https://doi.org/10.1080/10618600.1999.10474814
  • Linton, Oliver, Nielsen, J P, van de Geer, S (2003). Estimating multiplicative and additive hazard functions by kernel methods. Annals of Statistics, 31(2), 464-492.
  • 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
  • Pesendorfer, Martin, Schmidt-Dengler, Philipp (2008). Asymptotic least squares estimators for dynamic games. Review of Economic Studies, 75(3), 901 -928. https://doi.org/10.1111/j.1467-937X.2008.00496.x
  • 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.
  • Robinson, Peter (2011). Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165(1), 5-19. https://doi.org/10.1016/j.jeconom.2011.05.002
  • Robinson, Peter (1995). Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23(5), 1630-1661.
  • Robinson, Peter (1998). Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrica, 66(5), 1163-1182.
  • Robinson, Peter (1984). Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics, 36(1), 403-417. https://doi.org/10.1007/BF02481979
  • Robinson, Peter (1986). On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Annals of the Institute of Statistical Mathematics, 38(1), 539-549. https://doi.org/10.1007/BF02482541
  • Robinson, Peter, Thomson, P J (1996). Estimation of second-order properties from jittered time series. Annals of the Institute of Statistical Mathematics, 48(1), 29-48. https://doi.org/10.1007/BF00049287
  • Robinson, Peter M. (2010). Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157(1), 6-17. https://doi.org/10.1016/j.jeconom.2009.10.031
  • Robinson, Peter M. (2012). Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169(1), 4-14. https://doi.org/10.1016/j.jeconom.2012.01.005
  • Robinson, Peter M., Thawornkaiwong, Supachoke (2012). Statistical inference on regression with spatial dependence. Journal of Econometrics, 167(2), 521-542. https://doi.org/10.1016/j.jeconom.2011.09.033
  • 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
  • Santos Silva, Joao, Tenreyro, Silvana (2005). The log of gravity. (CEPR Discussion Paper 5311). Centre for Economic Policy Research (Great Britain).
  • Schafgans, Marcia M. A. (2000). Gender wage differences in Malaysia: parametric and semiparametric estimation. Journal of Development Economics, 63(2), 351-378. https://doi.org/10.1016/S0304-3878(00)00114-0
  • Silva, J. M. C. Santos, Tenreyro, Silvana (2010). On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107(2), 310-312. https://doi.org/10.1016/j.econlet.2010.02.020
  • Soberon, Alexandra, Rodriguez-Poo, Juan M., Robinson, Peter M. (2022). Nonparametric panel data regression with parametric cross-sectional dependence. Econometrics Journal, 25(1), 114 - 133. https://doi.org/10.1093/ectj/utab016
  • Taschini, Luca, Urech, Simon (2010). The real option to fuel switch in the presence of expected windfall profits under the EU Emission Trading Scheme. Journal of Energy Markets,
  • Ziegelmann, Flavio (2010). Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81(6), 707-728. https://doi.org/10.1080/00949650903468193
    • Public
  • Amiel, Yoram, Cowell, Frank (2000). Attitudes towards risk and inequality : a questionnaire-experimental approach. (Distributional Analysis Research Programme; DARP 56 56). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Amiel, Yoram, Cowell, Frank (1997). Inequality, welfare and monotonicity. (Distributional Analysis Research Programme; DARP 29 29). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Amiel, Yoram, Cowell, Frank, Gaertner, W (2006). To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Amiel, Yoram, Cowell, Frank, Gaertner, Wulf (2007). Distributional orderings: an approach with seven flavours. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • 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.
  • Arai, Yoichi, Otsu, Taisuke, Xu, Mengshan (2024). GLS under monotone heteroskedasticity. Journal of Econometrics, 246(1-2). https://doi.org/10.1016/j.jeconom.2024.105899 picture_as_pdf
  • Asadullah, M. Niaz, De Cao, Elisabetta, Khatoon, Fathema Zhura, Siddique, Zahra (2021). Measuring gender attitudes using list experiments. Journal of Population Economics, 34(2), 367 - 400. https://doi.org/10.1007/s00148-020-00805-2 picture_as_pdf
  • Berger, Michael, Six, Eva, Czypionka, Thomas (2024). Policy implications of heterogeneous demand reactions to changes in cost-sharing: patient-level evidence from Austria. Social Science & Medicine, 340, https://doi.org/10.1016/j.socscimed.2023.116488 picture_as_pdf
  • Berry, Steve, Linton, Oliver, Pakes, Ariel (2000). Limit theorems for estimating the parameters of differentiated product demand systems. (Econometrics; EM/2000/400 EM/00/400). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Calzorali, Giorgio, Fiorentini, Gabriele, Sentana, Enrique (2001). Constrained indirect inference estimation. (Financial Markets Group Discussion Papers 384). Financial Markets Group, The London School of Economics and Political Science.
  • Camponovo, Lorenzo, Otsu, Taisuke (2015). Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34(3), 352-393. https://doi.org/10.1080/07474938.2014.944803
  • Carroll, Raymond J, Linton, Oliver, Mammen, Enno, Xiao, Zhijie (2002). More efficient kernel estimation in nonparametric regression with autocorrelated errors. (Econometrics; EM/2002/435 EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao, Yao, Qiwei (2023). An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239(2). https://doi.org/10.1016/j.jeconom.2023.01.007 picture_as_pdf
  • Chang, Jinyuan, Guo, Bin, Yao, Qiwei (2015). High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Journal of Econometrics, 189(2), 297-312. https://doi.org/10.1016/j.jeconom.2015.03.024
  • 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
  • Chen, Xiaohong, Linton, Oliver, Van Keilegom, Ingrid (2003). Estimation of semiparametric models when the criterion function is not smooth. (Econometrics; EM/2003/450 EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2019). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (Systemic Risk Centre Discussion Papers 88). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2022). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146(3), 1044 - 1072. https://doi.org/10.1016/j.jfineco.2022.04.007 picture_as_pdf
  • Cowell, Frank (1996). Estimation of inequality indices. (Distributional Analysis Research Programme; DARP 25 25). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (2007). Income distribution and inequality. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (2006). Inequality: measurement. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (1998). Measurement of inequality. (Distributional Analysis Research Programme; DARP 36 36). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (2003). Theil, inequality and the structure of income distribution. (Distributional Analysis Research Programme; DARP 67 67). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Cruces, Guillermo (2003). Perceptions of risk : an experimental approach using internet questionnaires. (Distributional Analysis Research Programme; DARP 70 DARP 70). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Jenkins, Stephen P (2000). Estimating welfare indices : household weights and sample design. (Distributional Analysis Research Programme; DARP 48 48). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Litchfield, Julie, Mercader-Prats, Magda (1999). Income inequality comparisons with dirty data: the UK and Spain during the 1980s. (Distributional Analysis Research Programme; DARP 45 45). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Mercader-Prats, Magda (1999). Equivalence scales and inequality. (Distributional Analysis Research Programme; DARP 27 27). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Schluter, Christian (1998). Income mobility : a robust approach. (Distributional Analysis Research Programme; DARP 37 37). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (2001). Distributional dominance with dirty data. (Distributional Analysis Research Programme; DARP 51 51). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (2001). Robust Lorenz curves : a semi-parametric approach. (Distributional Analysis Research Programme; DARP 50 DARP 50). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1993). Robustness properties of inequality measures : the influence function and the principle of transfers. (DARP 1). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1994). Robustness properties of poverty indices. (DARP 8). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1998). Statistical inference for Lorenz curves with censored data. (Distributional Analysis Research Programme; DARP 35 35). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1999). Statistical inference for welfare under complete and incomplete information. (Distributional Analysis Research Programme; DARP 47 47). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • De Cao, Elisabetta (2015). The height production function from birth to age two. Journal of Human Capital, 9(3), 329 - 363. https://doi.org/10.1086/682356 picture_as_pdf
  • De Meza, David, Reito, Francesco, Reyniers, Diane J. (2021). Too much trade: the hidden problem of adverse selection. Journal of Public Economics, 204, https://doi.org/10.1016/j.jpubeco.2021.104551 picture_as_pdf
  • Den Haan, Wouter J., Drechsel, Thomas (2018). Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models. (CFM Discussion Paper Series CFM-DP2018-26). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
  • Den Haan, Wouter J., Drechsel, Thomas (2020). Agnostic structural disturbances (ASDs) detecting and reducing misspecification in empirical macroeconomic models. Journal of Monetary Economics, 0(0), 1-26. https://doi.org/10.1016/j.jmoneco.2020.01.005 picture_as_pdf
  • Dou, Baojun, Parrella, Maria Lucia, Yao, Qiwei (2016). Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194(2), 369-382. https://doi.org/10.1016/j.jeconom.2016.05.014
  • Dridi, Ramdan (2000). Simulated asymptotic least squares theory. (EM 396). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dridi, Ramdan, Renault, Eric (2000). Semi-parametric indirect inference. (EM 392). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Freeman, Mark C., Groom, Ben, Panopoulou, Ekaterini, Pantelidis, Theologos (2015). Declining discount rates and the Fisher Effect: inflated past, discounted future? Journal of Environmental Economics and Management, 73, 32-49. https://doi.org/10.1016/j.jeem.2015.06.003
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex (2016). An information based one-factor asset pricing model. (Financial Markets Group Discussion Papers 749). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Giorgetti, Maria Letizia (2001). Quantile regression in lower bound estimation. (EI 29). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter, Surgailis, Donatas (2000). A model for long memory conditional heteroscedasticity. (Econometrics; EM/2000/382 EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander (2000). Adaptive semiparametric estimation of the memory parameter. (Econometrics; EM/2000/379 EM/00/379). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M., Surgailis, Donatas (2000). A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10(3), 1002-1024.
  • Hansen, Stephen, McMahon, Michael (2013). Estimating Bayesian decision problems with heterogeneous priors. (CEP Discussion Papers CEPDP1211). London School of Economics and Political Science. Centre for Economic Performance.
  • 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
  • Hodgson, Douglas J, Linton, Oliver, Vorkink, Keith (2000). Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. (Econometrics; EM/2000/398 EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2006). Identification and nonparametric estimation of a transformed additively separable model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Komarova, Tatiana, Nekipelov, Denis, Al Rafi, Ahnaf, Yakovlev, Evgeny (2017). K-anonymity: a note on the trade-off between data utility and data security. Social Science Research Network, https://doi.org/10.2139/ssrn.3030386
  • Komarova, Tatiana, Nekipelov, Denis, Yakovlev, Evgeny (2018). Identification, data combination and the risk of disclosure. Quantitative Economics, 9(1), 395-440. https://doi.org/10.3982/QE568
  • Lam, Clifford, Feng, Phoenix (2018). A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206(1), 226-257. https://doi.org/10.1016/j.jeconom.2018.06.001
  • Lazear, Edward P., Shaw, Kathryn L. (2014). The value of bosses. (CEP Discussion Papers CEPDP1318). London School of Economics and Political Science. Centre for Economic Performance.
  • Lee, Jungyoon, Robinson, Peter (2015). Panel nonparametric regression with fixed effects. Journal of Econometrics, 188(2), 346-362. https://doi.org/10.1016/j.jeconom.2015.03.004
  • Lewbel, Arthur, Linton, Oliver (2000). Nonparametric censored and truncated regression. (Econometrics; EM/2000/389 EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver (2004). Estimation of linear regression models by a spread-tolerant estimator. (Financial Markets Group Discussion Papers 512). Financial Markets Group, The London School of Economics and Political Science.
  • Linton, Oliver, Maasoumi, Esfandiar, Whang, Yoon-Jae (2002). Consistent testing for stochastic dominance : a subsampling approach. (Econometrics; EM/2002/433 EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Mammen, Enno (2003). Estimating semiparametric ARCH (8) models by kernel smoothing methods. (Econometrics; EM/2003/453 EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Perron, Benoit (2000). The shape of the risk premium: evidence from a semiparametric GARCH model. (Financial Markets Group Discussion Papers 514). Financial Markets Group, The London School of Economics and Political Science.
  • 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, Whang, Yoon-Jae (2000). Nonparametric estimation with aggregated data. (Econometrics; EM/2000/397 EM/00/397). 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.
  • Linton, Oliver, Xiao, Zhijie (2001). A nonparametric regression estimator that adapts to error distribution of unknown form. (Econometrics; EM/2001/419 EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Morales, Leonardo Fabio (2015). Peer effects on a fertility decision: an application for Medellín, Colombia. Economía, 15(2), 119 - 159. https://doi.org/10.31389/eco.92 picture_as_pdf
  • Namazie, Ceema Zahra (2002). Early evidence of welfare changes in the Kyrgyz republic: have things got worse with reforms? (DARP 63). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • 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, Sunada, Keita (2024). On large market asymptotics for spatial price competition models. Economics Letters, 234, https://doi.org/10.1016/j.econlet.2023.111468 picture_as_pdf
  • Quah, Danny (1997). Empirics for growth and distribution. (CEP discussion paper; CEPDP0324 324). London School of Economics and Political Science. Centre for Economic Performance.
  • Robinson, Peter M. (2007). Efficient estimation of the semiparametric spatial autoregressive model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Henry, Marc (1998). Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. (Econometrics; EM/1998/357 EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Vidal Sanz, J. (2005). Modified whittle estimation of multilateral models on a lattice. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • 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, 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
  • Santos Silva, Joao, Tenreyro, Silvana (2009). Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator. (CEP Discussion Papers 933). London School of Economics and Political Science. Centre for Economic Performance.
  • Santos Silva, Joao, Tenreyro, Silvana (2009). On the existence of the maximum likelihood estimates for Poisson regression. (CEP Discussion Papers 932). London School of Economics and Political Science. Centre for Economic Performance.
  • Santos Silva, Joao, Tenreyro, Silvana (2009). Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically. (CEP Discussion Papers 935). London School of Economics and Political Science. Centre for Economic Performance.
  • Santos Silva, Joao, Tenreyro, Silvana (2005). The log of gravity. (CEP Discussion Paper 701). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Santos Silva, Joao, Tenreyro, Silvana, Wei, Kehai (2014). Estimating the extensive margin of trade. Journal of International Economics, 93(1), 67-75. https://doi.org/10.1016/j.jinteco.2013.12.001
  • Sariev, Eduard, Germano, Guido (2020). Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20(2), 311-328. https://doi.org/10.1080/14697688.2019.1633014 picture_as_pdf
  • Sariev, Eduard, Germano, Guido (2018). An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default. Annual Review of Financial Economics, 0(0). https://doi.org/10.1002/rfe.1049 picture_as_pdf
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    • This list was generated on Sun Mar 15 05:23:29 2026 GMT.