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Number of items at this level: 92.

Article

Amiel, Yoram, Cowell, Frank A. 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

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

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 (2006) How do crises spread?: evidence from accessible and inaccessible stock indices. The Journal of Finance, 61 (2). pp. 957-1003. ISSN 0022-1082

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

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

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 (2012) Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170 (2). pp. 476-490. ISSN 0304-4076

Hajivassiliou, Vassilis and McFadden, Daniel (1998) The method of simulated scores for the estimation of LDV models. Econometrica, 66 (4). pp. 863-896. ISSN 1468-0262

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

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

Kalogeropoulos, Konstantinos, 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

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

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). 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, 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

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

Pesendorfer, Martin and Schmidt-Dengler, Philipp (2008) Asymptotic least squares estimators for dynamic games. Review of Economic Studies, 75 (3). 901 -928. ISSN 1467-937X

Razin, Ronny (2000) Gender wage differences in Malaysia: parametric and semiparametric estimation. Journal of Development Economics, 63 (2). pp. 351-378. ISSN 0304-3878

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 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 Thawornkaiwong, Supachoke (2012) Statistical inference on regression with spatial dependence. Journal of Econometrics, 167 (2). pp. 521-542. ISSN 0304-4076

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

Silva, J. M. C. Santos and Tenreyro, Silvana (2010) On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107 (2). pp. 310-312. ISSN 0165-1765

Ziegelmann, Flavio (2010) Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81 (6). pp. 707-728. ISSN 0094-9655

Book Section

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

Cowell, Frank (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 (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

Monograph

Amiel, Yoram and Cowell, Frank (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 School of Economics and Political Science, London.

Amiel, Yoram and Cowell, Frank (1997) Inequality, welfare and monotonicity. Distributional Analysis Research Programme; DARP 29, 29. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Amiel, Yoram, Cowell, Frank and Gaertner, W (2006) To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics. 85. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Amiel, Yoram, Cowell, Frank and Gaertner, Wulf (2007) Distributional orderings: an approach with seven flavours. DARP 93. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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.

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.

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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London.

Cowell, Frank (1996) Estimation of inequality indices. Distributional Analysis Research Programme; DARP 25, 25. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Cowell, Frank (2007) Income distribution and inequality. DARP 94. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Cowell, Frank (2006) Inequality: measurement. 86. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Cowell, Frank (1998) Measurement of inequality. Distributional Analysis Research Programme; DARP 36, 36. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Hansen, Stephen and McMahon, Michael (2013) Estimating Bayesian decision problems with heterogeneous priors. CEP Discussion Papers, CEPDP1211. Centre for Economic Performance, London School of Economics and Political Science, 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 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.

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 School of Economics and Political Science, London, UK.

Jacho-Chávez, David, Lewbel, Arthur and Linton, Oliver (2006) Identification and nonparametric estimation of a transformed additively separable model. EM/06/508. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

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

Linton, Oliver and Perron, Benoit (2000) The shape of the risk premium: evidence from a semiparametric GARCH model. Discussion paper, 514. Financial Markets Group, 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 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 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.

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 School of Economics and Political Science, London, UK.

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 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.

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

Robinson, Peter M. (2007) Efficient estimation of the semiparametric spatial autoregressive model. EM/2007/515. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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 School of Economics and Political Science, London, UK.

Robinson, Peter M. and Vidal Sanz, J. (2005) Modified whittle estimation of multilateral models on a lattice. EM/05/492. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

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

Santos Silva, Joao and Tenreyro, Silvana (2005) The log of gravity. 701. Centre for Economic Performance, London School of Economics and Poltical Science, London, UK.

Santos Silva, Joao and Tenreyro, Silvana (2005) The log of gravity. 5311. Centre for Economic Policy Research, London, UK.

Victoria-Feser, Maria-Pia (1993) Robust estimation of personal income distribution models. DARP, 4. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Victoria-Feser, Maria-Pia (2001) Robust income distribution estimation with missing data. DARP, 57. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

This list was generated on Wed Oct 22 23:18:48 2014 BST.