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Group by: Creators | Item Type
Jump to: A | B | C | G | H | K | L | O | P | S
Number of items at this level: 22.

A

Anderson, Gordon, Linton, Oliver and Whang, Yoon-Jae (2009) Nonparametric estimation of a polarization measure. Econometrics Papers, EM/2009/534. Suntory Centre, London School of Economics and Political Science, London, UK.

B

Baltagi, Badi, Hidalgo, Javier and Li, Qi (1996) A nonparametric test for poolability using panel data. Journal of Econometrics, 75 (2). pp. 345-367. ISSN 0304-4076

Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2009) The distribution of consumption-expenditure budget shares: evidence from Italian households. European Central Bank working paper series, 1061. European Central Bank, Frankfurt, Germany.

Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2012) The distribution of household consumption-expenditure budget shares. Structural Change and Economic Dynamics, 23 (1). pp. 69-91. ISSN 0954-349X

Busetti, Fabio and Harvey, Andrew (1998) Testing for the presence of a random walk in series with structural breaks. EM, 365. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

C

Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Discussion paper, 568. Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Gonzalo, Pedro L and Linton, Oliver (2001) A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104 (1). pp. 1-48. ISSN 0304-4076

Gossner, Olivier and Schlag, Karl H. (2013) Finite-sample exact tests for linear regressions with bounded dependent variables. Journal of Econometrics, 177 (1). pp. 75-84. ISSN 0304-4076

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 School of Economics and Political Science, London, UK.

Hidalgo, Javier (2000) Nonparametric test for causality with long-range dependence. EM, 387. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

K

Kalnina, Ilze and Linton, Oliver (2006) Estimating quadratic variation consistently in the presence of correlated measurement error. EM/2006/509. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. EM/2007/523. Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

L

Linton, Oliver (2008) A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1 (2). 321-326 . ISSN 1938-7997

Linton, Oliver and Hafner, Christian M. (2010) Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159 (1). pp. 55-73. ISSN 0304-4076

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance under general sampling schemes. Econometrics; EM/2003/466, EM/03/466. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. EM/05/496. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Linton, Oliver, Song, Kyungchul and Whang, Yoon-Jae (2008) Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. Econometrics Papers, EM/2008/527. Suntory Centre, London School of Economics and Political Science, London, UK.

Linton, Oliver and 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, London School of Economics and Political Science, London, UK.

O

Otsu, Taisuke, Seo, Myung Hwan and Whang, Yoon-Jae (2012) Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167 (2). pp. 370-382. ISSN 0304-4076

P

Peñaranda, Francisco (2009) Understanding portfolio efficiency with conditioning information. Discussion paper, 626. Financial Markets Group, London School of Economics and Political Science, London, UK.

Peñaranda, Francisco and Sentana, Enrique (2004) Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. Discussion paper, 497. Financial Markets Group, London School of Economics and Political Science, London, UK.

S

Seo, Myung Hwan (2005) Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. EM, 484. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

This list was generated on Mon Sep 1 17:26:19 2014 BST.