Browse by JEL codes

A

Amiel, Yoram and Cowell, Frank ORCID: 0000-0002-3778-2152 (2000) Attitudes towards risk and inequality : a questionnaire-experimental approach. Distributional Analysis Research Programme; DARP 56 (56). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

Amiel, Yoram and Cowell, Frank ORCID: 0000-0002-3778-2152 (1997) Inequality, welfare and monotonicity. Distributional Analysis Research Programme; DARP 29 (29). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Amiel, Yoram, Cowell, Frank ORCID: 0000-0002-3778-2152 and Gaertner, W (2006) To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Amiel, Yoram, Cowell, Frank ORCID: 0000-0002-3778-2152 and Gaertner, Wulf (2007) Distributional orderings: an approach with seven flavours. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Amiel, Yoram, Cowell, Frank A. ORCID: 0000-0002-3778-2152 and Gaertner, Wulf (2009) To be or not to be involved: a questionnaire-experimental view on Harsanyi’s utilitarian ethics. Social Choice and Welfare, 32 (2). pp. 299-316. ISSN 0176-1714

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.

Arai, Yoichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Xu, Mengshan (2024) GLS under monotone heteroskedasticity. Journal of Econometrics, 246 (1-2). ISSN 0304-4076

Asadullah, M. Niaz, De Cao, Elisabetta ORCID: 0000-0002-7769-486X, Khatoon, Fathema Zhura and Siddique, Zahra (2021) Measuring gender attitudes using list experiments. Journal of Population Economics, 34 (2). 367 - 400. ISSN 0933-1433

Atak, Alev, Linton, Oliver and Xiao, Zhijie (2011) A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164 (1). pp. 92-115. ISSN 0304-4076

B

Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? Working paper (4). European Center for Advanced Research in Economics and Statistics, Bruxelles, Belgium.

Berger, Michael, Six, Eva and Czypionka, Thomas (2024) Policy implications of heterogeneous demand reactions to changes in cost-sharing: patient-level evidence from Austria. Social Science & Medicine, 340. ISSN 0277-9536

Berry, Steve, Linton, Oliver and Pakes, Ariel (2000) Limit theorems for estimating the parameters of differentiated product demand systems. Econometrics; EM/2000/400 (EM/00/400). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Bosquet, Clément and Boulhol, Hervé (2014) Applying the GLM Variance Assumption to overcome the scale-dependence of the Negative Binomial QGPML estimator. Econometric Reviews, 33 (7). pp. 772-784. ISSN 0747-4938

Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2006) How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61 (2). pp. 957-1003. ISSN 0022-1082

C

Calzorali, Giorgio, Fiorentini, Gabriele and Sentana, Enrique (2001) Constrained indirect inference estimation. Financial Markets Group Discussion Papers (384). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Camponovo, Lorenzo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2015) Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34 (3). pp. 352-393. ISSN 0747-4938

Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre and Ghysels, E. (2007) Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140 (2). pp. 529-573. ISSN 0304-4076

Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239 (2). ISSN 0304-4076

Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2015) High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Journal of Econometrics, 189 (2). pp. 297-312. ISSN 0304-4076

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

Chen, Xiaohong, Linton, Oliver and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrics; EM/2003/450 (EM/03/450). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2022) Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146 (3). 1044 - 1072. ISSN 0304-405X

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2019) Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Systemic Risk Centre Discussion Papers (88). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 (1996) Estimation of inequality indices. Distributional Analysis Research Programme; DARP 25 (25). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 (2007) Income distribution and inequality. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 (2008) Income distribution and inequality. In: Davis, John .B and Dolfsma, Wilfred, (eds.) The Elgar Companion to Social Economics. Elgar original reference. Edward Elgar, Cheltenham , UK, pp. 209-227. ISBN 978184542280

Cowell, Frank ORCID: 0000-0002-3778-2152 (2006) Inequality: measurement. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 (2008) Inequality: measurement. In: Durlauf, Steven N and Blume, Lawrence. E, (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Hampshire, UK. ISBN 09780333786765

Cowell, Frank ORCID: 0000-0002-3778-2152 (1998) Measurement of inequality. Distributional Analysis Research Programme; DARP 36 (36). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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 (2003) Theil, inequality and the structure of income distribution. Distributional Analysis Research Programme; DARP 67 (67). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Cruces, Guillermo (2003) Perceptions of risk : an experimental approach using internet questionnaires. Distributional Analysis Research Programme; DARP 70 (DARP 70). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Cruces, Guillermo A (2004) Perceptions of inequality and risk. Research on Economic Inequality, 12. pp. 97-133. ISSN 1049-2585

Cowell, Frank ORCID: 0000-0002-3778-2152 and Jenkins, Stephen P (2000) Estimating welfare indices : household weights and sample design. Distributional Analysis Research Programme; DARP 48 (48). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152, Litchfield, Julie and Mercader-Prats, Magda (1999) Income inequality comparisons with dirty data: the UK and Spain during the 1980s. Distributional Analysis Research Programme; DARP 45 (45). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Mercader-Prats, Magda (1999) Equivalence scales and inequality. Distributional Analysis Research Programme; DARP 27 (27). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Schluter, Christian (1998) Income mobility : a robust approach. Distributional Analysis Research Programme; DARP 37 (37). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (2001) Distributional dominance with dirty data. Distributional Analysis Research Programme; DARP 51 (51). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (2001) Robust Lorenz curves : a semi-parametric approach. Distributional Analysis Research Programme; DARP 50 (DARP 50). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (1993) Robustness properties of inequality measures : the influence function and the principle of transfers. DARP (1). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (1994) Robustness properties of poverty indices. DARP (8). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (1998) Statistical inference for Lorenz curves with censored data. Distributional Analysis Research Programme; DARP 35 (35). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Cowell, Frank ORCID: 0000-0002-3778-2152 and Victoria-Feser, Maria-Pia (1999) Statistical inference for welfare under complete and incomplete information. Distributional Analysis Research Programme; DARP 47 (47). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

D

De Cao, Elisabetta ORCID: 0000-0002-7769-486X (2015) The height production function from birth to age two. Journal of Human Capital, 9 (3). 329 - 363. ISSN 1932-8575

De Cao, Elisabetta ORCID: 0000-0002-7769-486X and Lutz, Clemens (2018) Sensitive survey questions: measuring attitudes regarding female genital cutting through a list experiment. Oxford Bulletin of Economics and Statistics, 80 (5). 871 - 892. ISSN 0305-9049

De Meza, David ORCID: 0000-0002-5638-8310, Reito, Francesco and Reyniers, Diane J. ORCID: 0000-0003-0677-2020 (2021) Too much trade: the hidden problem of adverse selection. Journal of Public Economics, 204. ISSN 0047-2727

Den Haan, Wouter J. ORCID: 0000-0001-6214-8156 and Drechsel, Thomas (2018) Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models. CFM Discussion Paper Series (CFM-DP2018-26). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.

Den Haan, Wouter J. ORCID: 0000-0001-6214-8156 and Drechsel, Thomas (2020) Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models. Journal of Monetary Economics. pp. 1-26. ISSN 0304-3932

Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2021) Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19 (5). 985 - 1008. ISSN 1479-8409

Dou, Baojun, Parrella, Maria Lucia and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194 (2). pp. 369-382. ISSN 0304-4076

Dridi, Ramdan (2000) Simulated asymptotic least squares theory. EM (396). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dridi, Ramdan and Renault, Eric (2000) Semi-parametric indirect inference. EM (392). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

F

Freeman, Mark C., Groom, Ben ORCID: 0000-0003-0729-143X, Panopoulou, Ekaterini and Pantelidis, Theologos (2015) Declining discount rates and the Fisher Effect: inflated past, discounted future? Journal of Environmental Economics and Management, 73. pp. 32-49. ISSN 0095-0696

G

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex (2016) An information based one-factor asset pricing model. Financial Markets Group Discussion Papers (749). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2024) An information-theoretic asset pricing model. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)

Giorgetti, Maria Letizia (2001) Quantile regression in lower bound estimation. EI (29). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas, Robinson, Peter and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Econometrics; EM/2000/382 (EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Econometrics; EM/2000/379 (EM/00/379). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas, Robinson, Peter M. and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10 (3). pp. 1002-1024. ISSN 1050-5164

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

Gospodinov, Nikolay and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170 (2). pp. 476-490. ISSN 0304-4076

H

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and McFadden, Daniel (1998) The method of simulated scores for the estimation of LDV models. Econometrica, 66 (4). pp. 863-896. ISSN 0012-9682

Hansen, Stephen and McMahon, Michael (2013) Estimating Bayesian decision problems with heterogeneous priors. CEP Discussion Papers (CEPDP1211). 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, 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

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.

Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2000) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Econometrics; EM/2000/398 (EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

I

Issler, João Victor, Linton, Oliver and Timmermann, Allan (2011) Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164 (1). pp. 1-3. ISSN 0304-4076

J

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2010) Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156 (2). pp. 392-407. ISSN 0304-4076

K

Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105, Dellaportas, Petros and Roberts, Gareth O. (2011) Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39 (1). pp. 52-72. ISSN 0319-5724

Komarova, Tatiana ORCID: 0000-0002-6581-5097, Nekipelov, Denis, Al Rafi, Ahnaf and Yakovlev, Evgeny (2017) K-anonymity: a note on the trade-off between data utility and data security. Applied Econometrics.

Komarova, Tatiana ORCID: 0000-0002-6581-5097, Nekipelov, Denis and Yakovlev, Evgeny (2018) Identification, data combination and the risk of disclosure. Quantitative Economics, 9 (1). pp. 395-440. ISSN 1759-7323

Kong, Efang, Linton, Oliver and Xia, Yingcun (2010) Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26 (05). pp. 1529-1564. ISSN 0266-4666

L

Lam, Clifford ORCID: 0000-0001-8972-9129 and Feng, Phoenix (2018) A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206 (1). pp. 226-257. ISSN 0304-4076

Lazear, Edward P. and Shaw, Kathryn L. (2014) The value of bosses. CEP Discussion Papers (CEPDP1318). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Lee, Jungyoon and Robinson, Peter (2015) Panel nonparametric regression with fixed effects. Journal of Econometrics, 188 (2). pp. 346-362. 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

Lewbel, Arthur and Linton, Oliver (2000) Nonparametric censored and truncated regression. Econometrics; EM/2000/389 (EM/00/389). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver (2004) Estimation of linear regression models by a spread-tolerant estimator. Financial Markets Group Discussion Papers (512). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver (2001) Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Annals of Economics and Finance, 2 (1). pp. 237-248. ISSN 1529-7373

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

Linton, Oliver, Kim, W and Hengartner, N (1999) A computationally efficient oracle estimator for additive nonparametric regression with boot-strap confidence intervals. Journal of Computational and Graphical Statistics, 8 (2). pp. 278-297. ISSN 1061-8600

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance : a subsampling approach. Econometrics; EM/2002/433 (EM/02/433). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (8) models by kernel smoothing methods. Econometrics; EM/2003/453 (EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Nielsen, J P and van de Geer, S (2003) Estimating multiplicative and additive hazard functions by kernel methods. Annals of Statistics, 31 (2). pp. 464-492. ISSN 0090-5364

Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Financial Markets Group Discussion Papers (514). Financial Markets Group, The London School of Economics and Political Science, 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 and Whang, Yoon-Jae (2000) Nonparametric estimation with aggregated data. Econometrics; EM/2000/397 (EM/00/397). 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.

Linton, Oliver and Xiao, Zhijie (2001) A nonparametric regression estimator that adapts to error distribution of unknown form. Econometrics; EM/2001/419 (EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

M

Morales, Leonardo Fabio (2015) Peer effects on a fertility decision: an application for Medellín, Colombia. Economía, 15 (2). 119 - 159. ISSN 1529-7470

N

Namazie, Ceema Zahra (2002) Early evidence of welfare changes in the Kyrgyz republic: have things got worse with reforms? DARP (63). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

O

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, 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 and Sunada, Keita (2024) On large market asymptotics for spatial price competition models. Economics Letters, 234. ISSN 0165-1765

P

Pesendorfer, Martin ORCID: 0000-0002-0547-8711 and Schmidt-Dengler, Philipp (2008) Asymptotic least squares estimators for dynamic games. Review of Economic Studies, 75 (3). 901 -928. ISSN 0034-6527

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.

Q

Quah, Danny (1997) Empirics for growth and distribution. CEP discussion paper; CEPDP0324 (324). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

R

Robinson, Peter (2011) Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165 (1). pp. 5-19. ISSN 0304-4076

Robinson, Peter (1995) Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23 (5). pp. 1630-1661. ISSN 0090-5364

Robinson, Peter (1998) Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrica, 66 (5). pp. 1163-1182. ISSN 0012-9682

Robinson, Peter (1984) Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics, 36 (1). pp. 403-417. ISSN 0020-3157

Robinson, Peter (1986) On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Annals of the Institute of Statistical Mathematics, 38 (1). pp. 539-549. ISSN 0020-3157

Robinson, Peter and Thomson, P J (1996) Estimation of second-order properties from jittered time series. Annals of the Institute of Statistical Mathematics, 48 (1). pp. 29-48. ISSN 0020-3157

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. (2007) Efficient estimation of the semiparametric spatial autoregressive model. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. (2010) Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157 (1). pp. 6-17. ISSN 0304-4076

Robinson, Peter M. (2012) Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169 (1). pp. 4-14. ISSN 0304-4076

Robinson, Peter M. and Henry, Marc (1998) Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. Econometrics; EM/1998/357 (EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Thawornkaiwong, Supachoke (2012) Statistical inference on regression with spatial dependence. Journal of Econometrics, 167 (2). pp. 521-542. 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

Robinson, Peter M. and Vidal Sanz, J. (2005) Modified whittle estimation of multilateral models on a lattice. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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

S

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator. CEP Discussion Papers (933). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) On the existence of the maximum likelihood estimates for Poisson regression. CEP Discussion Papers (932). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically. CEP Discussion Papers (935). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2005) The log of gravity. CEP Discussion Paper (701). Centre for Economic Performance, London School of Economics and Poltical Science, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2005) The log of gravity. CEPR Discussion Paper (5311). Centre for Economic Policy Research (Great Britain), London, UK.

Santos Silva, Joao, Tenreyro, Silvana ORCID: 0000-0002-9816-7452 and Wei, Kehai (2014) Estimating the extensive margin of trade. Journal of International Economics, 93 (1). pp. 67-75. ISSN 0022-1996

Sariev, Eduard and Germano, Guido (2020) Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20 (2). pp. 311-328. ISSN 1469-7688

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