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Browse by Journal of Economic Literature classification

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Group by: Creators | Item Type
Jump to: A | B | C | D | E | G | H | J | K | L | M | R | S | V
Number of items at this level: 21.

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 School of Economics and Political Science, 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

Cho, Haeran and Fryzlewicz, Piotr (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 (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, New York, USA, pp. 241-245. ISBN 9780387727561

Cowell, Frank 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 School of Economics and Political Science, London.

Cowell, Frank 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 School of Economics and Political Science, London, UK.

E

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

G

Gregg, Paul and Wadsworth, Jonathan (2004) Two sides to every story: measuring the polarisation of work. CEPDP, 632. Centre for Economic Performance, London School of Economics and Political Science, 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 (2003) Estimation of a dynamic auction game. Econometrica, 71 (5). pp. 1443-1489. ISSN 1468-0262

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 (2003) Fertility and union dynamics in Brazil. PhD thesis, University of Southampton.

M

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

R

Razin, Ronny (2003) Signaling and election motivations in a voting model with common values and responsive candidates. Econometrica, 71 (4). pp. 1083-1119. ISSN 1468-0262

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 (2008) Automobile replacement: a dynamic structural approach. Unpublished working paper, London, UK. (Unpublished)

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

V

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

This list was generated on Tue Oct 21 14:42:36 2014 BST.