JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C13 - Estimation (136)
Number of items at this level: 136.
Article
  • Amiel, Yoram, Cowell, Frank A., 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), 299-316. https://doi.org/10.1007/s00355-008-0324-x
  • Arai, Yoichi, Otsu, Taisuke, Xu, Mengshan (2024). GLS under monotone heteroskedasticity. Journal of Econometrics, 246(1-2). https://doi.org/10.1016/j.jeconom.2024.105899 picture_as_pdf
  • Asadullah, M. Niaz, De Cao, Elisabetta, Khatoon, Fathema Zhura, Siddique, Zahra (2021). Measuring gender attitudes using list experiments. Journal of Population Economics, 34(2), 367 - 400. https://doi.org/10.1007/s00148-020-00805-2 picture_as_pdf
  • Atak, Alev, Linton, Oliver, Xiao, Zhijie (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), 92-115. https://doi.org/10.1016/j.jeconom.2011.02.008
  • Berger, Michael, Six, Eva, Czypionka, Thomas (2024). Policy implications of heterogeneous demand reactions to changes in cost-sharing: patient-level evidence from Austria. Social Science & Medicine, 340, https://doi.org/10.1016/j.socscimed.2023.116488 picture_as_pdf
  • Bosquet, Clément, Boulhol, Hervé (2014). Applying the GLM Variance Assumption to overcome the scale-dependence of the Negative Binomial QGPML estimator. Econometric Reviews, 33(7), 772-784. https://doi.org/10.1080/07474938.2013.806102
  • Boyer, Brian H., Kumagai, Timoni, Yuan, Kathy (2006). How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61(2), 957-1003.
  • Camponovo, Lorenzo, Otsu, Taisuke (2015). Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34(3), 352-393. https://doi.org/10.1080/07474938.2014.944803
  • Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre, Ghysels, E. (2007). Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140(2), 529-573. https://doi.org/10.1016/j.jeconom.2006.07.013
  • Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao, Yao, Qiwei (2023). An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239(2). https://doi.org/10.1016/j.jeconom.2023.01.007 picture_as_pdf
  • Chang, Jinyuan, Guo, Bin, Yao, Qiwei (2015). High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Journal of Econometrics, 189(2), 297-312. https://doi.org/10.1016/j.jeconom.2015.03.024
  • Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei, Zou, Tao (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206(1), 57-82. https://doi.org/10.1016/j.jeconom.2018.03.020
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2022). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146(3), 1044 - 1072. https://doi.org/10.1016/j.jfineco.2022.04.007 picture_as_pdf
  • Cowell, Frank, Cruces, Guillermo A (2004). Perceptions of inequality and risk. Research on Economic Inequality, 12, 97-133. https://doi.org/10.1016/S1049-2585(04)12004-8
  • De Cao, Elisabetta, 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. https://doi.org/10.1111/obes.12228
  • De Cao, Elisabetta (2015). The height production function from birth to age two. Journal of Human Capital, 9(3), 329 - 363. https://doi.org/10.1086/682356 picture_as_pdf
  • De Meza, David, Reito, Francesco, Reyniers, Diane J. (2021). Too much trade: the hidden problem of adverse selection. Journal of Public Economics, 204, https://doi.org/10.1016/j.jpubeco.2021.104551 picture_as_pdf
  • Den Haan, Wouter J., Drechsel, Thomas (2020). Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models. Journal of Monetary Economics, 0(0), 1-26. https://doi.org/10.1016/j.jmoneco.2020.01.005 picture_as_pdf
  • Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M. (2021). Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19(5), 985 - 1008. https://doi.org/10.1093/jjfinec/nbz030
  • Dou, Baojun, Parrella, Maria Lucia, Yao, Qiwei (2016). Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194(2), 369-382. https://doi.org/10.1016/j.jeconom.2016.05.014
  • Freeman, Mark C., Groom, Ben, Panopoulou, Ekaterini, Pantelidis, Theologos (2015). Declining discount rates and the Fisher Effect: inflated past, discounted future? Journal of Environmental Economics and Management, 73, 32-49. https://doi.org/10.1016/j.jeem.2015.06.003
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Giraitis, Liudas, Robinson, Peter M., Surgailis, Donatas (2000). A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10(3), 1002-1024.
  • Gonzalo, Pedro L, Linton, Oliver (2001). A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104(1), 1-48. https://doi.org/10.1016/S0304-4076(01)00049-5
  • Gospodinov, Nikolay, Otsu, Taisuke (2012). Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170(2), 476-490. https://doi.org/10.1016/j.jeconom.2012.05.017
  • Hajivassiliou, Vassilis, McFadden, Daniel (1998). The method of simulated scores for the estimation of LDV models. Econometrica, 66(4), 863-896.
  • Hidalgo, Javier, Lee, Jungyoon, Seo, Myung Hwan (2019). Robust inference for threshold regression models. Journal of Econometrics, 210(2), 291-309. https://doi.org/10.1016/j.jeconom.2019.01.008 picture_as_pdf
  • Hidalgo, Javier, Schafgans, Marcia (2017). Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196(2), 259-274. https://doi.org/10.1016/j.jeconom.2016.09.008
  • Hidalgo, Javier, Schafgans, Marcia (2021). Inference without smoothing for large panels with cross-sectional and temporal dependence. Journal of Econometrics, 223(1), 125 - 160. https://doi.org/10.1016/j.jeconom.2020.10.003 picture_as_pdf
  • Issler, João Victor, Linton, Oliver, Timmermann, Allan (2011). Annals issue on forecasting — guest editors’ introduction. Journal of Econometrics, 164(1), 1-3. https://doi.org/10.1016/j.jeconom.2011.02.015
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2010). Identification and nonparametric estimation of a transformed additively separable model. Journal of Econometrics, 156(2), 392-407. https://doi.org/10.1016/j.jeconom.2009.11.008
  • Kalogeropoulos, Konstantinos, Dellaportas, Petros, Roberts, Gareth O. (2011). Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39(1), 52-72. https://doi.org/10.1002/cjs.10096
  • Komarova, Tatiana, Nekipelov, Denis, Al Rafi, Ahnaf, Yakovlev, Evgeny (2017). K-anonymity: a note on the trade-off between data utility and data security. Social Science Research Network, https://doi.org/10.2139/ssrn.3030386
  • Komarova, Tatiana, Nekipelov, Denis, Yakovlev, Evgeny (2018). Identification, data combination and the risk of disclosure. Quantitative Economics, 9(1), 395-440. https://doi.org/10.3982/QE568
  • Kong, Efang, Linton, Oliver, Xia, Yingcun (2010). Uniform bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26(05), 1529-1564. https://doi.org/10.1017/S0266466609990661
  • Lam, Clifford, Feng, Phoenix (2018). A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206(1), 226-257. https://doi.org/10.1016/j.jeconom.2018.06.001
  • Lee, Jungyoon, Robinson, Peter (2015). Panel nonparametric regression with fixed effects. Journal of Econometrics, 188(2), 346-362. https://doi.org/10.1016/j.jeconom.2015.03.004
  • Lee, Jungyoon, Robinson, Peter (2016). Series estimation under cross-sectional dependence. Journal of Econometrics, 190(1), 1-17. https://doi.org/10.1016/j.jeconom.2015.08.001
  • Linton, Oliver (2001). Estimation of linear regression models from bid-ask data by a spread-tolerant estimator. Annals of Economics and Finance, 2(1), 237-248.
  • Linton, Oliver (2008). A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1(2), 321-326.
  • Linton, Oliver, Hafner, Christian M. (2010). Efficient estimation of a multivariate multiplicative volatility model. Journal of Econometrics, 159(1), 55-73. https://doi.org/10.1016/j.jeconom.2010.04.007
  • Linton, Oliver, Kim, W, 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), 278-297. https://doi.org/10.1080/10618600.1999.10474814
  • Linton, Oliver, Nielsen, J P, van de Geer, S (2003). Estimating multiplicative and additive hazard functions by kernel methods. Annals of Statistics, 31(2), 464-492.
  • Morales, Leonardo Fabio (2015). Peer effects on a fertility decision: an application for Medellín, Colombia. Economía, 15(2), 119 - 159. https://doi.org/10.31389/eco.92 picture_as_pdf
  • Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae (2012). Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167(2), 370-382. https://doi.org/10.1016/j.jeconom.2011.09.022
  • Otsu, Taisuke, Pesendorfer, Martin (2023). Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26(1), C26 - C42. https://doi.org/10.1093/ectj/utac006 picture_as_pdf
  • Otsu, Taisuke, Sunada, Keita (2024). On large market asymptotics for spatial price competition models. Economics Letters, 234, https://doi.org/10.1016/j.econlet.2023.111468 picture_as_pdf
  • Pesendorfer, Martin, Schmidt-Dengler, Philipp (2008). Asymptotic least squares estimators for dynamic games. Review of Economic Studies, 75(3), 901 -928. https://doi.org/10.1111/j.1467-937X.2008.00496.x
  • Robinson, Peter (2011). Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165(1), 5-19. https://doi.org/10.1016/j.jeconom.2011.05.002
  • Robinson, Peter (1995). Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23(5), 1630-1661.
  • Robinson, Peter (1998). Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrica, 66(5), 1163-1182.
  • Robinson, Peter (1984). Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics, 36(1), 403-417. https://doi.org/10.1007/BF02481979
  • 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), 539-549. https://doi.org/10.1007/BF02482541
  • Robinson, Peter, Thomson, P J (1996). Estimation of second-order properties from jittered time series. Annals of the Institute of Statistical Mathematics, 48(1), 29-48. https://doi.org/10.1007/BF00049287
  • Robinson, Peter M. (2010). Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157(1), 6-17. https://doi.org/10.1016/j.jeconom.2009.10.031
  • Robinson, Peter M. (2012). Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169(1), 4-14. https://doi.org/10.1016/j.jeconom.2012.01.005
  • Robinson, Peter M., Thawornkaiwong, Supachoke (2012). Statistical inference on regression with spatial dependence. Journal of Econometrics, 167(2), 521-542. https://doi.org/10.1016/j.jeconom.2011.09.033
  • Robinson, Peter M., Velasco, Carlos (2015). Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185(2), 435-452. https://doi.org/10.1016/j.jeconom.2014.12.003
  • Robinson, Peter, Velasco, Carlos (2018). Inference on trending panel data. Journal of Econometrics, 206(2), 282-304. https://doi.org/10.1016/j.jeconom.2018.06.003
  • Rossi, Francesca, Robinson, Peter M. (2023). Higher-order least squares inference for spatial autoregressions. Journal of Econometrics, 232(1), 244- 269. https://doi.org/10.1016/j.jeconom.2022.01.010
  • Santos Silva, Joao, Tenreyro, Silvana, Wei, Kehai (2014). Estimating the extensive margin of trade. Journal of International Economics, 93(1), 67-75. https://doi.org/10.1016/j.jinteco.2013.12.001
  • Sariev, Eduard, Germano, Guido (2020). Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20(2), 311-328. https://doi.org/10.1080/14697688.2019.1633014 picture_as_pdf
  • Sariev, Eduard, Germano, Guido (2018). An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default. Annual Review of Financial Economics, 0(0). https://doi.org/10.1002/rfe.1049 picture_as_pdf
  • Schafgans, Marcia M. A. (2000). Gender wage differences in Malaysia: parametric and semiparametric estimation. Journal of Development Economics, 63(2), 351-378. https://doi.org/10.1016/S0304-3878(00)00114-0
  • Silva, J. M. C. Santos, Tenreyro, Silvana (2010). On the existence of the maximum likelihood estimates in Poisson regression. Economics Letters, 107(2), 310-312. https://doi.org/10.1016/j.econlet.2010.02.020
  • Silva, J.M.C. Santos, Tenreyo, Silvana (2022). The Log of Gravity at 15. Portuguese Economic Journal, 21(3), 423 - 437. https://doi.org/10.1007/s10258-021-00203-w picture_as_pdf
  • Soberon, Alexandra, Rodriguez-Poo, Juan M., Robinson, Peter M. (2022). Nonparametric panel data regression with parametric cross-sectional dependence. Econometrics Journal, 25(1), 114 - 133. https://doi.org/10.1093/ectj/utab016
  • Taschini, Luca, Urech, Simon (2010). The real option to fuel switch in the presence of expected windfall profits under the EU Emission Trading Scheme. Journal of Energy Markets,
  • Tsionas, Efthymios G., Tran, Kien C., Michaelides, Panayotis G. (2017). Bayesian inference in threshold stochastic frontier models. Empirical Economics, https://doi.org/10.1007/s00181-017-1364-9
  • 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), 707-728. https://doi.org/10.1080/00949650903468193
    • Chapter
  • Cowell, Frank (2008). Income distribution and inequality. In Davis, John .B, Dolfsma, Wilfred (Eds.), The Elgar Companion to Social Economics (pp. 209-227). Edward Elgar.
  • Cowell, Frank (2008). Inequality: measurement. In Durlauf, Steven N, Blume, Lawrence. E (Eds.), The New Palgrave Dictionary of Economics . Palgrave Macmillan.
  • Cowell, Frank (2008). Modelling Lorenz curves: robust and semi-parametric issues. In Chotikapanich, Duangkamon (Ed.), Modeling Income Distributions and Lorenz Curves (pp. 241-245). Springer Berlin / Heidelberg.
    • Working paper
  • Amiel, Yoram, 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.
  • Amiel, Yoram, Cowell, Frank (1997). Inequality, welfare and monotonicity. (Distributional Analysis Research Programme; DARP 29 29). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Amiel, Yoram, Cowell, Frank, 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.
  • Amiel, Yoram, Cowell, Frank, Gaertner, Wulf (2007). Distributional orderings: an approach with seven flavours. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Anderson, Gordon, Linton, Oliver, 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.
  • Barigozzi, Matteo, Halbleib-Chiriac, Roxana, Veredas, David (2012). Which model to match? (Working paper 4). European Center for Advanced Research in Economics and Statistics.
  • Berry, Steve, Linton, Oliver, 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.
  • Calzorali, Giorgio, Fiorentini, Gabriele, Sentana, Enrique (2001). Constrained indirect inference estimation. (Financial Markets Group Discussion Papers 384). Financial Markets Group, The London School of Economics and Political Science.
  • Carroll, Raymond J, Linton, Oliver, Mammen, Enno, 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.
  • Chen, Xiaohong, Linton, Oliver, 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.
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (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. picture_as_pdf
  • Cowell, Frank (1996). Estimation of inequality indices. (Distributional Analysis Research Programme; DARP 25 25). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (2007). Income distribution and inequality. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (2006). Inequality: measurement. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank (1998). Measurement of inequality. (Distributional Analysis Research Programme; DARP 36 36). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, Litchfield, Julie, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1994). Robustness properties of poverty indices. (DARP 8). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Cowell, Frank, 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.
  • Cowell, Frank, 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.
  • Den Haan, Wouter J., 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. picture_as_pdf
  • Dridi, Ramdan (2000). Simulated asymptotic least squares theory. (EM 396). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Dridi, Ramdan, Renault, Eric (2000). Semi-parametric indirect inference. (EM 392). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Ghosh, Anisha, Julliard, Christian, 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. picture_as_pdf
  • Giorgetti, Maria Letizia (2001). Quantile regression in lower bound estimation. (EI 29). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter, 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.
  • Giraitis, Liudas, Robinson, Peter M., 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.
  • Hansen, Stephen, 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.
  • Hardle, Wolfgang, Linton, Oliver, 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.
  • Hidalgo, Javier (2000). Nonparametric test for causality with long-range dependence. (EM 387). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Schafgans, Marcia M. A. (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.
  • Hodgson, Douglas J, Linton, Oliver, 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.
  • Jacho-Chávez, David, Lewbel, Arthur, Linton, Oliver (2006). Identification and nonparametric estimation of a transformed additively separable model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lazear, Edward P., Shaw, Kathryn L. (2014). The value of bosses. (CEP Discussion Papers CEPDP1318). London School of Economics and Political Science. Centre for Economic Performance.
  • Lewbel, Arthur, 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.
  • 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.
  • Linton, Oliver, Maasoumi, Esfandiar, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • Linton, Oliver, 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.
  • 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.
  • Peñaranda, Francisco, 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.
  • Quah, Danny (1997). Empirics for growth and distribution. (CEP discussion paper; CEPDP0324 324). London School of Economics and Political Science. Centre for Economic Performance.
  • Robinson, Peter M. (2007). Efficient estimation of the semiparametric spatial autoregressive model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., 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.
  • Robinson, Peter M., Vidal Sanz, J. (2005). Modified whittle estimation of multilateral models on a lattice. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Santos Silva, Joao, Tenreyro, Silvana (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.
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