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Group by: Creators | Item Type
Jump to: A | B | K | L | R
Number of items at this level: 9.

A

Angrist, Joshua D. and Pischke, Jorn-Steffen (2017) Undergraduate econometrics instruction: through our classes, darkly. Journal of Economic Perspectives, 31 (2). pp. 125-144. ISSN 0895-3309

Angrist, Joshua D. and Pischke, Jörn-Steffen (2010) The credibility revolution in empirical economics: how better research design is taking the con out of econometrics. Journal of Economic Perspectives, 24 (2). pp. 3-30. ISSN 0895-3309

Aucejo, Esteban M. and Bugni, Federico A. and Hotz, V. Joseph (2017) Identification and inference on regressions with missing covariate data. Econometric Theory, 33 (1). pp. 196-241. ISSN 0266-4666

B

Battistin, Erich and Chesher, Andrew (2014) Treatment effect estimation with covariate measurement error. Journal of Econometrics, 178 (2). pp. 707-715. ISSN 0304-4076

Benigno, Gianluca and Benigno, Pierpaolo and Nisticò, Salvatore (2013) Second-order approximation of dynamic models with time-varying risk. Journal of Economic Dynamics and Control, 37 (7). pp. 1231-1247. ISSN 0165-1889

K

Kaier, K. and Reinecke, H. and Naci, Huseyin and Frankenstein, L. and Bode, M. and Vach, W. and Hehn, P. and Zirlik, A. and Zehender, M. and Reinöhl, J. (2017) The impact of post-procedural complications on reimbursement, length of stay and mechanical ventilation among patients undergoing transcatheter aortic valve implantation in Germany. European Journal of Health Economics, 19 (2). pp. 223-228. ISSN 1618-7598

Kleven, Henrik Jacobsen (2016) Bunching. Annual Review of Economics, 8. pp. 435-464. ISSN 1941-1383

L

Linton, Oliver (1997) An asymptotic expansion in the GARCH(1,1) model. Econometric Theory, 13 (4). pp. 558-581. ISSN 0266-4666

R

Robinson, Peter (1974) Stochastic difference equations with non-integral differences. Advances in Applied Probability, 6 (3). pp. 524-545. ISSN 0001-8678

This list was generated on Sun Jan 20 03:47:22 2019 GMT.