Browse by JEL codes

Article

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 (2012) The distribution of household consumption-expenditure budget shares. Structural Change and Economic Dynamics, 23 (1). pp. 69-91. ISSN 0954-349X

Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Tao (2018) Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206 (1). pp. 57-82. ISSN 0304-4076

Defever, Fabrice and Riaño, Alejandro (2022) Firm-destination heterogeneity and the distribution of export intensity. Economics Letters, 219. ISSN 0165-1765

Defever, Fabrice and Riaño, Alejandro (2022) The twin peaks of the export intensity distribution. Journal of the European Economic Association, 20 (3). 1347 – 1394. ISSN 1542-4766

Delgado, Miguel A. and Robinson, Peter (2015) Non-nested testing of spatial correlation. Journal of Econometrics, 187 (1). pp. 385-401. ISSN 0304-4076

Demir Şeker, Sırma and Jenkins, Stephen P. ORCID: 0000-0002-8305-9774 (2015) Poverty trends in Turkey. Journal of Economic Inequality, 13 (3). pp. 401-424. ISSN 1569-1721

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 ORCID: 0000-0003-3950-0208 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

Hidalgo, Javier, Lee, Jungyoon and Seo, Myung Hwan (2019) Robust inference for threshold regression models. Journal of Econometrics, 210 (2). pp. 291-309. ISSN 0304-4076

Hidalgo, Javier and Schafgans, Marcia ORCID: 0009-0002-1015-3548 (2017) Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196 (2). pp. 259-274. ISSN 0304-4076

Hidalgo, Javier and Schafgans, Marcia ORCID: 0009-0002-1015-3548 (2021) Inference without smoothing for large panels with cross-sectional and temporal dependence. Journal of Econometrics, 223 (1). 125 - 160. ISSN 0304-4076

Lee, Jungyoon and Robinson, Peter (2016) Series estimation under cross-sectional dependence. Journal of Econometrics, 190 (1). pp. 1-17. ISSN 0304-4076

Linton, Oliver (2008) A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1 (2). pp. 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

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2018) Likelihood inference on semiparametric models: average derivative and treatment effect. Japanese Economic Review, 69 (2). pp. 133-155. ISSN 1352-4739

Nezlobin, Alexander, Sloan, Richard G. and Giedt, Jenny Zha (2022) Construct validity in accruals quality research. Accounting Review, 97 (5). 377 – 398. ISSN 0001-4826

Oliver, Adam ORCID: 0000-0003-3880-9350 (2024) Reflecting on reflection: prospect theory, our behaviors, and our environment. Behavioural Public Policy, 8 (1). 173 - 183. ISSN 2398-063X

Oliver, Adam ORCID: 0000-0003-3880-9350 (2018) Your money and your life: risk attitudes over gains and losses. Journal of Risk and Uncertainty, 57 (1). 29 - 50. ISSN 0895-5646

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Pesendorfer, Martin ORCID: 0000-0002-0547-8711 (2023) Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26 (1). C26 - C42. ISSN 1368-4221

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Pesendorfer, Martin ORCID: 0000-0002-0547-8711 and Takahashi, Yuya (2016) Pooling data across markets in dynamic Markov games. Quantitative Economics, 7 (2). 523 - 559. ISSN 1759-7323

Otsu, Taisuke ORCID: 0000-0002-2307-143X, 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

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Xu, Ke-Li and Matsushita, Yukitoshi (2015) Empirical likelihood for regression discontinuity design. Journal of Econometrics, 186 (1). pp. 94-112. ISSN 0304-4076

Qiu, Chen and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. Quantitative Economics, 13 (1). 63 - 94. ISSN 1759-7323

Robinson, Peter and Rossi, Francesca (2015) Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Journal of Econometrics, 189 (2). pp. 447-456. ISSN 0304-4076

Robinson, Peter and Velasco, Carlos (2018) Inference on trending panel data. Journal of Econometrics, 206 (2). pp. 282-304. ISSN 0304-4076

Robinson, Peter M. and Velasco, Carlos (2015) Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185 (2). pp. 435-452. ISSN 0304-4076

Rossi, Francesca and Robinson, Peter M. (2023) Higher-order least squares inference for spatial autoregressions. Journal of Econometrics, 232 (1). 244- 269. ISSN 0304-4076

Silva, João M. C. Santos, Tenreyro, Silvana ORCID: 0000-0002-9816-7452 and Windmeijer, Frank (2015) Testing competing models for non-negative data with many zeros. Journal of Econometric Methods, 4 (1). pp. 29-46. ISSN 2156-6674

Young, Alwyn (2019) Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results. Quarterly Journal of Economics, 134 (2). 557 - 598. ISSN 0033-5533

Monograph

Anderson, Gordon, Linton, Oliver and Whang, Yoon-Jae (2009) Nonparametric estimation of a polarization measure. Econometrics Papers (EM/2009/534). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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.

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441 (2020) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Systemic Risk Centre Discussion Papers (93). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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, UK.

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

Defever, Fabrice and Riaño, Alejandro (2017) Twin peaks. CEP Discussion Papers (CEPDP1505). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Eble, Alex, Boone, Peter and Elbourne, Diana (2013) Risk and evidence of bias in randomized controlled trials in economics. CEP Discussion Papers (CEPDP1240). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

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.

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

Hidalgo, Javier and Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 (2017) Inference without smoothing for large panels with cross-sectional and temporal dependence. Econometrics (EM597). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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

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

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, UK.

Linton, Oliver and Seo, Myunghwan (2005) A smoothed least squares estimator for threshold regression models. . Suntory and Toyota International Centres for Economics and Related Disciplines, 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 and Toyota International Centres for Economics and Related Disciplines, 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, UK.

Lleo, Sebastien and Ziemba, Bill (2015) The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Special Papers (No 8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Pesendorfer, Martin ORCID: 0000-0002-0547-8711 and Takahashi, Yuya (2013) Testing for equilibrium multiplicity in dynamic Markov games. Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (423).

Peñaranda, Francisco (2009) Understanding portfolio efficiency with conditioning information. Financial Markets Group Discussion Papers (626). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (497). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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, UK.

Sullivan, Ryan, Timmermann, Allan and White, Halbert (1998) Data snooping, technical trading, rule performance, and the bootstrap. Financial Markets Group Discussion Papers (303). Financial Markets Group, The London School of Economics and Political Science, London, UK.