JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C10 - General (38) C11 - Bayesian Analysis (32) C12 - Hypothesis Testing (54) C13 - Estimation (136) C14 - Semiparametric and Nonparametric Methods (144) C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods (41) C16 - Specific Distributions (4) C19 - Other (5)
Number of items at this level: 24.
2017
  • Chang, Jinyuan, Yao, Qiwei, Zhou, Wen (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104(1), 111 - 127. https://doi.org/10.1093/biomet/asw066
    • 2015
  • Gibbons, Stephen, Overman, Henry G., Patacchini, Eleonora (2015). Spatial methods. In Duranton, Gilles, Henderson, J. Vernon, Strange, William C. (Eds.), Handbook of Regional and Urban Economics (pp. 115-168). North-Holland. https://doi.org/10.1016/B978-0-444-59517-1.00003-9
  • Masolo, Riccardo M., Paccagnini, Alessia (2015). Identifying noise shocks: a VAR with data revisions. (CFM discussion paper series CFM-DP2015-10). Centre For Macroeconomics.
    • 2013
  • Aïd, René, Campi, Luciano, Langrené, Nicolas (2013). A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23(3), 387-438. https://doi.org/10.1111/j.1467-9965.2011.00507.x
    • 2012
  • Cho, Haeran, Fryzlewicz, Piotr (2012). High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74(3), 593-622. https://doi.org/10.1111/j.1467-9868.2011.01023.x
  • Veraart, Almut E. D., Veraart, Luitgard A. M. (2012). Stochastic volatility and stochastic leverage. Annals of Finance, 8(2-3), 205-233. https://doi.org/10.1007/s10436-010-0157-3
    • 2011
  • Bikbov, Ruslan, Chernov, Mikhail (2011). Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9(1), 66-105. https://doi.org/10.1093/jjfinec/nbq019
  • Kallsen, Jan, Rheinlander, Thorsten (2011). Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28(1), 17-36. https://doi.org/10.1524/stnd.2011.1027
  • Schiraldi, Pasquale (2011). Automobile replacement: a dynamic structural approach. RAND Journal of Economics, 42(2), 266-291. https://doi.org/10.1111/j.1756-2171.2011.00133.x
    • 2008
  • 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.
  • Schiraldi, Pasquale (2008). Automobile replacement: a dynamic structural approach. Unpublished working paper.
    • 2006
  • Eliaz, Kfir, Ray, Debraj, Razin, Ronny (2006). Choice shifts in groups: a decision-theoretic basis. American Economic Review, 96(4), 1321-1332. https://doi.org/10.1257/000282806779468580
    • 2005
  • Hidalgo, Javier (2005). Semiparametric estimation for stationary processes whose spectra have an unknown pole. Annals of Statistics, 33(4), 1843-1889. https://doi.org/10.1214/009053605000000318
  • Hidalgo, Javier, Delgado, Miguel, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33(6), 2568-2609. https://doi.org/10.1214/009053605000000606
    • 2004
  • Gregg, Paul, Wadsworth, Jonathan (2004). Two sides to every story: measuring the polarisation of work. (CEPDP 632). London School of Economics and Political Science. Centre for Economic Performance.
  • Martin, Ralf (2004). Globalisation, ICT and the nitty gritty of plant level datasets. (CEPDP 653). London School of Economics and Political Science. Centre for Economic Performance.
    • 2003
  • Jofre-Bonet, Mireia, Pesendorfer, Martin (2003). Estimation of a dynamic auction game. Econometrica, 71(5), 1443-1489. https://doi.org/10.1111/1468-0262.00455
  • Leone, Tiziana (2003). Fertility and union dynamics in Brazil [Doctoral thesis]. University of Southampton. description
  • Razin, Ronny (2003). Signaling and election motivations in a voting model with common values and responsive candidates. Econometrica, 71(4), 1083 - 1119. https://doi.org/10.1111/1468-0262.00440
    • 2002
  • Cowell, Frank, Flachaire, Emmanuel (2002). Sensitivity of inequality measures to extreme values. (Distributional Analysis Research Programme; DARP 60 60). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 2001
  • Davidson, Russell, Flachaire, Emmanuel (2001). The wild bootstrap, tamed at last. (DARP 58). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 1997
  • Abul Naga, Ramses H. (1997). Prediction and sufficiency in the model factor analysis. (DARP 31). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 1996
  • Cowell, Frank, Victoria-Feser, Maria-Pia (1996). Robustness properties of inequality measures. Econometrica, 64(1), 77-101.
    • 1981
  • Robinson, Peter, Dunsmuir, W (1981). Parametric estimators for stationary time series with missing observations. Advances in Applied Probability, 13, 129-146.