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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
Machin, Stephen, McNally, Sandra and Meghir, Costas (2004) Improving pupil performance in English secondary schools: excellence in cities. Journal of the European Economic Association, 2 (2-3). pp. 396-405. ISSN 1542-4774
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series, European Central Bank, Frankfurt, Germany.
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series, 2006/13. Laboratory of Economics and Management (LEM), Pisa, Italy.
Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? The Authors. (Unpublished)
Barigozzi, Matteo and Moneta, Alessio (2011) The rank of a system of Engel curves: how many common factors? Papers on economics and evolution, 1101. Max Planck Institute of Economics, Jena, Germany.
Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Discussion paper: UBS Pensions series 005, 429. Financial Markets Group, London School of Economics and Political Science, London, UK.
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. Discussion paper: IAM Series No 003, 483. Financial Markets Group, London School of Economics and Political Science, London, UK.
Donkers, Bas and Schafgans, Marcia M. A. (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 School of Economics and Political Science, London, UK.
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.
Hajivassiliou, Vassilis and Savignac, Frédérique (2007) Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. 594. Financial Markets Group, 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.
Machin, Stephen, McNally, Sandra and Meghir, Costas (2007) Resources and standards in urban schools. 2653. Institute for the Study of Labor, Bonn, Germany.
Mencia, Javier F. and Sentana, Enrique (2004) Estimation and testing of dynamic models with generalised hyperbolic innovations. Discussion paper, 502. Financial Markets Group, London School of Economics and Political Science, London, UK.
Patton, Andrew J. and Timmermann, Allan (2005) Testable implications of forecast optimality. EM, 485. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Segoviano, Miguel A. and Goodhart, Charles (2009) Banking stability measures. Discussion paper, 627. Financial Markets Group, London School of Economics and Political Science, London, UK.
