Browse by JEL codes

A

Altissimo, Filippo and Mele, Antonio (2004) Simulated nonparametric estimation of continuous time models of asset prices and returns. Discussion paper (476). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Altissimo, Filippo and Mele, Antonio (2005) Simulated nonparametric estimation of dynamic models with applications to finance. Financial Markets Group Discussion Papers (539). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Altonji, Joseph G., Ichimura, Hidehiko and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Estimating derivatives in nonseparable models with limited dependent variables. Econometrica, 80 (4). pp. 1701-1719. ISSN 0012-9682

Anderson, Gordon, Linton, Oliver and Leo, Teng Wah (2012) A polarization-cohesion perspective on cross-country convergence. Journal of Economic Growth, 17 (1). pp. 49-69. ISSN 1381-4338

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.

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

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

Bandyopadhyay, Sanghamitra (2012) Convergence clubs in incomes across Indian states: is there evidence of a neighbours’ effect? Economics Letters, 116 (3). pp. 565-570. ISSN 0165-1765

Battistin, Erich and Chesher, Andrew (2014) Treatment effect estimation with covariate measurement error. Journal of Econometrics, 178 (2). pp. 707-715. ISSN 0304-4076

Bernard, Andrew B., Redding, Stephen and Schott, Peter K. (2005) Factor price equality and the economies of the United States. . London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bernard, Andrew B., Redding, Stephen, Schott, Peter K. and Simpson, Helen (2002) Factor price equalization in the UK? . London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bernard, Andrew B., Redding, Stephen, Schott, Peter K. and Simpson, Helen (2004) Relative wage variation and industry location. . London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bhalotra, Sonia and Attfield, Cliff (1998) Intrahousehold resource allocation in rural Pakistan: a semi-parametric analysis. DEDPS (11). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Blanes i Vidal, Jordi ORCID: 0009-0002-9237-2049 (2003) Credibility and cheap talk of securities analysts: theory and evidence. Discussion paper (472). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Calel, Raphael and Dechezlepretre, Antoine (2016) Environmental policy and directed technological change: evidence from the European carbon market. Review of Economics and Statistics, 98 (1). 173 - 191. ISSN 0034-6535

Calel, Raphael and Dechezlepretre, Antoine (2013) Environmental policy and directed technological change: evidence from the European carbon market. CEP Discussion Papers (CEPDP1141). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Calel, Raphael, Dechezlepretre, Antoine and Venmans, Frank ORCID: 0000-0002-4264-6606 (2023) Policing carbon markets. Grantham Research Institute on Climate Change and the Environment Working Paper (400). Grantham Research Institute on Climate Change and the Environment, 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

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.

Charlot, Sylvie, Crescenzi, Riccardo ORCID: 0000-0003-0465-9796 and Musolesi, Antonio (2015) Econometric modelling of the regional knowledge production function in Europe. Journal of Economic Geography, 15 (6). pp. 1227-1259. ISSN 1468-2702

Chen, Xiaohong, Fan, Yanqin and Patton, Andrew J. (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Financial Markets Group Discussion Papers (483). Financial Markets Group, The 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.

Chen, Yining ORCID: 0000-0003-1697-1920, S. Torrent, Hudson and A. Ziegelmann, Flavio (2023) Robust nonparametric frontier estimation in two steps. Econometric Reviews, 42 (7). 612 - 634. ISSN 0747-4938

Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of Econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076

Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076

Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56 (3). pp. 407-458. ISSN 0304-405X

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.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

D

Dalla, Violetta, Giraitis, Liudas and Hidalgo, Javier (2006) Consistent estimation of the memory parameter for nonlinear time series. EM (497). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dalla, Violetta, Giraitis, Liudas and Robinson, Peter M. (2020) Asymptotic theory for time series with changing mean and variance. Journal of Econometrics, 219 (2). 281 - 313. ISSN 0304-4076

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Vries, Casper (1998) Beyond the sample: extreme quantile and probability estimation. Financial Markets Group Discussion Papers (298). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Delgado, Miguel A., Hidalgo, Javier and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. EM (482). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2023) Bandwidth selection for nonparametric regression with errors-in-variables. Econometric Reviews, 42 (4). pp. 393-419. ISSN 0747-4938

Donkers, Bas and Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 (2005) A method of moments estimator for semiparametric index models. Econometrics Papers (EM/2005/493). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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.

E

Ellul, Andrew (2001) The dealers ride again: volatility and order flow dynamics in a hybrid market. Financial Markets Group Discussion Papers (368). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ergun, Lerby M. (2023) Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90. ISSN 1057-5219

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Financial Markets Group Discussion Papers (605). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.

Hengartner, N W and Linton, Oliver (1996) Nonparametric regression estimation at design poles and zeros. Canadian Journal of Statistics, 24 (4). pp. 583-591. ISSN 0319-5724

Hidalgo, Javier (2005) Semiparametric estimation for stationary processes whose spectra have an unknown pole. EM (481). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier (2007) Specification testing for regression models with dependent data. EM (518). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hidalgo, Javier and Robinson, Peter (2002) Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70 (4). pp. 1545-1581. ISSN 0012-9682

Hidalgo, Javier and Yajima, Y. (2003) Semiparametric estimation of the long-range parameter. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 705-736. ISSN 0020-3157

Hobcraft, John and Sigle-Rushton, Wendy ORCID: 0000-0002-8450-960X (2005) An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning. CASEpaper (95). Centre for Analysis of Social Exclusion, 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.

Hyder, Asma and Reilly, Barry (2005) The public sector pay gap in Pakistan: a quantile regression analysis. PRUS Working Papers (33). Poverty Research Unit, University of Sussex, Sussex, UK.

I

Ibarra-Olivo, J. Eduardo and Rodríguez-Pose, Andrés ORCID: 0000-0002-8041-0856 (2022) FDI and the growing wage gap in Mexican municipalities. Papers in Regional Science, 101 (6). 1411 - 1439. ISSN 1056-8190

Ichimura, Hidehiko and Linton, Oliver (2003) Asymptotic expansions for some semiparametric program evaluation estimators. Econometrics; EM/2003/451 (EM/03/451). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Ioannides, Yannis Menelaos and Overman, Henry G. ORCID: 0000-0002-3525-7629 (2003) Zipf’s law for cities: an empirical examination. Regional Science and Urban Economics, 33 (2). 127 - 137. ISSN 0166-0462

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

Jones, M C, Linton, Oliver and Nielsen, J P (1995) A simple bias reduction method for density estimation. Biometrika, 82 (2). pp. 327-338. ISSN 0006-3444

Julliard, Christian ORCID: 0000-0001-8177-7441 and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Financial Markets Group Discussion Papers (610). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Julliard, Christian ORCID: 0000-0001-8177-7441 and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454

K

Kim, Woocheol and Linton, Oliver (2004) A local instrumental variable estimation method for generalized additive volatility models. Financial Markets Group Discussion Papers (509). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kimoto, Ryo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Inference on conditional moment restriction models with generated variables. Economics Letters, 215. ISSN 0165-1765

Kitamura, Yuichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Evdokimov, Kirill (2013) Robustness, infinitesimal neighborhoods, and moment restrictions. Econometrica, 81 (3). pp. 1185-1201. ISSN 0012-9682

Komarova, Tatiana ORCID: 0000-0002-6581-5097 (2013) Binary choice models with discrete regressors: identification and misspecification. Journal of Econometrics, 177 (1). pp. 14-33. ISSN 0304-4076

Komarova, Tatiana ORCID: 0000-0002-6581-5097 (2009) Nonparametric identification in asymmetric second-price auctions: a new approach. In: Econ 370 Econometrics Seminar Series, 2009-09-23, California, United States, USA. (Submitted)

Komarova, Tatiana ORCID: 0000-0002-6581-5097 (2013) A new approach to identifying generalized competing risks models with application to second-price auctions. Quantitative Economics, 4 (2). pp. 269-328. ISSN 1759-7323

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

Komarova, Tatiana ORCID: 0000-0002-6581-5097, Sanches, Fábio Adriano, Silva Junior, Daniel and Srisuma, Sorawoot (2018) Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games. Quantitative Economics, 9 (3). pp. 1153-1194. ISSN 1759-7323

Kotlyarova, Yulia, Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 and Zinde-Walsh, Victoria (2016) Smoothness: bias and effciency of nonparametric kernel estimators. In: Gonzalez-Rivera, Gloria, Hill, Carter R. and Lee, Tae-Hwy, (eds.) Essays in Honor of Aman Ullah. Advances in Econometrics. Emerald Group Publishing. ISBN 9781785607875

Kotlyarova, Yulia, Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 and Zinde‐Walsh, Victoria (2011) Adapting kernel estimation to uncertain smoothness. Econometrics Papers (EM/2011/557). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Kristensen, Dennis (2004) Estimation of partial differential equations with applications in finance. Financial Markets Group Discussion Papers (499). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kristensen, Dennis (2004) A semiparametric single-factor model of the term structure. Financial Markets Group Discussion Papers (501). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kurisu, Daisuke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2023) Subsampling inference for nonparametric extremal conditional quantiles. Econometric Theory. 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

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

Lee, Sokbae, Linton, Oliver and Whang, Yoon-Jae (2006) Testing for stochastic monotonicity. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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.

Lewbel, Arthur and Linton, Oliver (2003) Nonparametric estimation of homothetic and homothetically separable functions. Econometrics; EM/2003/461 (EM/03/461). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lewbel, Arthur, Linton, Oliver and McFadden, D. L. (2006) Estimating features of a distribution from binomial data. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lewbel, Arthur, McFadden, Daniel and Linton, Oliver (2011) Estimating features of a distribution from binomial data. Journal of Econometrics, 162 (2). pp. 170-188. ISSN 0304-4076

Linton, Oliver (1993) Adaptive estimation in ARCH models. Econometric Theory, 9 (4). pp. 539-569. ISSN 0266-4666

Linton, Oliver (1996) Edgeworth approximation for MINPIN estimators in semiparametric regression models. Econometric Theory, 12 (1). pp. 30-60. ISSN 0266-4666

Linton, Oliver (2000) Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Econometrics; EM/2000/399 (EM/00/399). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver (2004) Nonparametric inference for unbalanced time series data. Econometrics; EM/2004/474 (EM/04/474). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver (1995) Second order approximation in the partially linear regression model. Econometrica, 63 (5). pp. 1079-1112. ISSN 0012-9682

Linton, Oliver, Cheng, Xiaohong and Van Keilegom, Ingrid (2003) Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71 (5). pp. 1591-1608. ISSN 0012-9682

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, Hardle, W and Sperlich, S (1999) Integration and backfitting methods in additive models-finite sample properties and comparison. TEST, 8 (2). pp. 419-458. ISSN 1133-0686

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, 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 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 and Mammen, Enno (2004) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Financial Markets Group Discussion Papers (511). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2006) Nonparametric transformation to white noise. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Mammen, Enno, Nielsen, J. and Taanggard, C. (2004) Yield curve estimation by kernel smoothing. Financial Markets Group Discussion Papers (515). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens and Tanggaard, C (2000) Yield curve estimation by kernel smoothing methods. Econometrics (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Nielsen, J P (1995) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82. pp. 93-100. ISSN 0006-3444

Linton, Oliver and Nielsen, J.P. (1995) Kernel estimation in a nonparametric marker dependent hazard model. Annals of Statistics, 23 (5). pp. 1735-1748. ISSN 0090-5364

Linton, Oliver, Perch Nielsen, Jens and van de Geer, Sara (2001) Estimating multiplicative and additive hazard functions by kernel methods. Econometrics; EM/2001/411 (EM/01/411). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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, 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 (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.

Liu, Jun M., Chen, Rong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2010) Nonparametric transfer function models. Journal of Econometrics, 157 (1). pp. 151-164. ISSN 0304-4076

M

Mammen, Enno, Linton, Oliver and Nielsen, J (2000) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Econometrics; EM/2000/386 (EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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

N

Nishiyama, Y and Robinson, Peter (2000) Edgeworth expansions for semiparametric averaged derivatives. Econometrica, 68 (4). pp. 931-980. ISSN 0012-9682

Nishiyama, Y. and Robinson, Peter (2005) The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives. Econometrica, 73 (3). pp. 903-948. ISSN 0012-9682

Nishiyama, Yoshihiko and Robinson, Peter M. (2005) The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Econometrics; EM/2005/483 (EM/05/483). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

O

Oparina, Ekaterina ORCID: 0000-0002-1544-8751 and Srisuma, Sorawoot (2022) Analyzing subjective well-being data with misclassification. Journal of Business and Economic Statistics, 40 (2). 730 - 743. ISSN 0735-0015

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 Tanaka, Shiori (2022) Empirical likelihood inference for Oaxaca-Blinder decomposition. Economics Letters, 219. ISSN 0165-1765

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

Q

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

R

Redding, Stephen (2002) Specialization dynamics. Journal of International Economics, 58 (2). pp. 299-334. ISSN 0022-1996

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

Robinson, Peter (1986) Comment on a paper by Singh and Ullah. Econometric Theory, 2 (1). pp. 151-152. ISSN 0266-4666

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

Robinson, Peter (1986) Nonparametric estimation from time series residuals. Cahiers du Centre d'études de Recherche Opérationnelle, 28 (1). pp. 197-208. ISSN 0008-9737

Robinson, Peter (1993) Nonparametric time series with long range dependence. Bulletin of the International Statistical Institute, 49th s (1). pp. 315-325. ISSN 0074-8609

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 (1995) The normal approximation for semiparametric averaged derivatives. Econometrica, 63 (3). pp. 667-680. ISSN 0012-9682

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. (2014) The estimation of misspecified long memory models. Journal of Econometrics, 178 (2). pp. 225-230. ISSN 0304-4076

S

Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 (2000) Gender wage differences in Malaysia: parametric and semiparametric estimation. Journal of Development Economics, 63 (2). pp. 351-378. ISSN 0304-3878

Schafgans, Marcia M. A. ORCID: 0009-0002-1015-3548 and Zinde-Walsh, Victoria (2000) On intercept estimation in the sample selection model. EM (380). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Segoviano, Miguel and Espinoza, Raphael (2017) Consistent measures of systemic risk. Systemic Risk Centre Discussion Papers (74). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Shintani, Mototsugu and Linton, Oliver (2002) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2002/434 (EM/02/434). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Shintani, Mototsugu and Linton, Oliver (2003) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Econometrics; EM/2003/455 (EM/03/455). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Soberon, Alexandra, Rodriguez-Poo, Juan M. and Robinson, Peter M. (2022) Nonparametric panel data regression with parametric cross-sectional dependence. Econometrics Journal, 25 (1). 114 - 133. ISSN 1368-4221

T

Tomiyama, Hideyuki and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Inference on incomplete information games with multi-dimensional actions. Economics Letters, 215. ISSN 0165-1765

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