Browse by JEL codes

A

Abul Naga, Ramses H. (1997) Prediction and sufficiency in the model factor analysis. DARP (31). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Aïd, René, Campi, Luciano and Langrené, Nicolas (2013) A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23 (3). pp. 387-438. ISSN 0960-1627

B

Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9 (1). pp. 66-105. ISSN 1479-8409

C

Chang, Jinyuan, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhou, Wen (2017) Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104 (1). 111 - 127. ISSN 0006-3444

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2012) High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74 (3). pp. 593-622. ISSN 1369-7412

Cowell, Frank ORCID: 0000-0002-3778-2152 (2008) Modelling Lorenz curves: robust and semi-parametric issues. In: Chotikapanich, Duangkamon, (ed.) Modeling Income Distributions and Lorenz Curves. Economic studies in inequality, social exclusion and well-being (5). Springer Berlin / Heidelberg, New York, USA, pp. 241-245. ISBN 9780387727561

Cowell, Frank ORCID: 0000-0002-3778-2152 and Flachaire, Emmanuel (2002) Sensitivity of inequality measures to extreme values. Distributional Analysis Research Programme; DARP 60 (60). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (1996) Robustness properties of inequality measures. Econometrica, 64 (1). pp. 77-101. ISSN 0012-9682

D

Davidson, Russell and Flachaire, Emmanuel (2001) The wild bootstrap, tamed at last. DARP (58). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

E

Eliaz, Kfir, Ray, Debraj and Razin, Ronny ORCID: 0009-0009-5169-0180 (2006) Choice shifts in groups: a decision-theoretic basis. American Economic Review, 96 (4). pp. 1321-1332. ISSN 0002-8282

G

Gibbons, Stephen ORCID: 0000-0002-2871-8562, Overman, Henry G. ORCID: 0000-0002-3525-7629 and Patacchini, Eleonora (2015) Spatial methods. In: Duranton, Gilles, Henderson, J. Vernon and Strange, William C., (eds.) Handbook of Regional and Urban Economics. North-Holland, Amsterdam, pp. 115-168. ISBN 9780444595171

Gregg, Paul and Wadsworth, Jonathan (2004) Two sides to every story: measuring the polarisation of work. CEPDP (632). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 075301758X

H

Hidalgo, Javier (2005) Semiparametric estimation for stationary processes whose spectra have an unknown pole. Annals of Statistics, 33 (4). pp. 1843-1889. ISSN 0090-5364

Hidalgo, Javier, Delgado, Miguel and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33 (6). pp. 2568-2609. ISSN 0090-5364

J

Jofre-Bonet, Mireia and Pesendorfer, Martin ORCID: 0000-0002-0547-8711 (2003) Estimation of a dynamic auction game. Econometrica, 71 (5). pp. 1443-1489. ISSN 0012-9682

K

Kallsen, Jan and Rheinlander, Thorsten (2011) Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28 (1). pp. 17-36. ISSN 0721-2631

L

Leone, Tiziana ORCID: 0000-0001-9671-5382 (2003) Fertility and union dynamics in Brazil. Doctoral thesis, University of Southampton.

M

Martin, Ralf (2004) Globalisation, ICT and the nitty gritty of plant level datasets. CEPDP (653). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753017830

Masolo, Riccardo M. and Paccagnini, Alessia (2015) Identifying noise shocks: a VAR with data revisions. CFM discussion paper series (CFM-DP2015-10). Centre For Macroeconomics, London, UK.

R

Razin, Ronny ORCID: 0009-0009-5169-0180 (2003) Signaling and election motivations in a voting model with common values and responsive candidates. Econometrica, 71 (4). 1083 - 1119. ISSN 0012-9682

Robinson, Peter and Dunsmuir, W (1981) Parametric estimators for stationary time series with missing observations. Advances in Applied Probability, 13. pp. 129-146. ISSN 0001-8678

S

Schiraldi, Pasquale ORCID: 0000-0003-2469-1734 (2008) Automobile replacement: a dynamic structural approach. . Unpublished working paper, London, UK. (Submitted)

Schiraldi, Pasquale ORCID: 0000-0003-2469-1734 (2011) Automobile replacement: a dynamic structural approach. RAND Journal of Economics, 42 (2). pp. 266-291. ISSN 0741-6261

V

Veraart, Almut E. D. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2012) Stochastic volatility and stochastic leverage. Annals of Finance, 8 (2-3). pp. 205-233. ISSN 1614-2446