Browse by JEL codes

A

Aucejo, Esteban M., 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

Beine, Michel, de Grauwe, Paul and Grimaldi, Marianna (2009) The impact of FX central bank intervention in a noise trading framework. Journal of Banking and Finance, 33 (7). pp. 1187-1195. ISSN 0378-4266

Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2007) Model specification and risk premia: evidence from futures options. Journal of Finance, 62 (3). pp. 1453-1490. ISSN 0022-1082

Broadie, Mark, Chernov, Mikhail and Sundaresan, Suresh (2007) Optimal debt and equity values in the presence of chapter 7 and chapter 11. Journal of Finance, 62 (3). pp. 1341-1377. ISSN 0022-1082

C

Connor, Gregory (2001) A structured GARCH model of daily equity return volatility. Financial Markets Group Discussion Papers (370). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cowell, Frank, Flachaire, Emmanuel and Bandyopadhyay, Sanghamitra (2009) Goodness-of-fit: an economic approach. Distributional Analysis Research Programme Papers (DARP 101). The Toyota Centre, London School of Economics and Political Science, London, UK.

Cowell, Frank A., Flachaire, Emmanuel and Bandyopadhyay, Sanghamitra (2013) Reference distributions and inequality measurement. Journal of Economic Inequality, 11 (4). pp. 421-437. ISSN 1569-1721

D

Danielsson, Jon and Zhou, Chen (2015) Why risk is so hard to measure. Systemic Risk Centre Discussion Papers (36). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Dassios, Angelos, Jang, Jiwook and Zhao, Hongbiao (2015) A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65. pp. 55-65. ISSN 0167-6687

Dassios, Angelos and Zhao, Hongbiao (2012) Ruin by dynamic contagion claims. Insurance: Mathematics and Economics, 51 (1). pp. 93-106. ISSN 0167-6687

Dergiades, Theologos, Milas, Costas and Panagiotidis, Theodore (2013) Tweets, Google trends and sovereign spreads in the GIIPS. Hellenic Observatory Papers on Greece and Southeast Europe (GreeSE paper No.78). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Dong, Hao, Otsu, Taisuke and Taylor, Luke (2022) Nonparametric estimation of additive models with errors-in-variables. Econometric Reviews. ISSN 0747-4938

G

Goldin, Jacob and Reck, Daniel (2017) Revealed preference analysis with framing effects. . (Submitted)

Goldin, Jacob and Reck, Daniel ORCID: 0000-0002-5732-4706 (2020) Revealed-preference analysis with framing effects. Journal of Political Economy, 128 (7). 2759 - 2795. ISSN 0022-3808

H

Hardle, Wolfgang, Linton, Oliver and 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, London, UK.

K

Komarova, Tatiana (2013) Binary choice models with discrete regressors: identification and misspecification. Journal of Econometrics, 177 (1). pp. 14-33. ISSN 0304-4076

L

Linsi, Lukas Andreas, Hopkin, Jonathan and Jaupart, Pascal (2019) Exporting the winner-take-all economy: micro-level evidence on the impact of US investors on executive pay in the United Kingdom. Working Paper (38). International Inequalities Institute, London School of Economics and Political Science, London, UK.

M

Morrow, John (2014) Benford's Law, families of distributions and a test basis. CEP Discussion Papers (CEPDP1291). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

P

Proudman, James and Redding, Stephen (2000) Evolving patterns of international trade. Review of International Economics, 8 (3). pp. 373-396. ISSN 0965-7576

R

Ridley, Matthew and Terrier, Camille (2018) Fiscal and education spillovers from charter school expansion. CEP Discussion Papers (CEPDP1577). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364

S

Sariev, Eduard and 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. ISSN 1941-1367

Seabrook, Isobel, Barucca, Paolo and Caccioli, Fabio (2022) Structural importance and evolution: an application to financial transaction networks. Physica A: Statistical Mechanics and its Applications, 607. ISSN 0378-4371

W

Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782

Y

Young, Alwyn (1998) Growth without scale effects. Journal of Political Economy, 106 (1). pp. 41-63. ISSN 0022-3808