JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C10 - General (38)
Number of items at this level: 38.
Article
  • Arvanitopoulos, Theodoros, Wilson, Charlie, Ferrini, Silvia (2022). Local conditions for the decentralization of energy systems. Regional Studies, https://doi.org/10.1080/00343404.2022.2131756 picture_as_pdf
  • Aucejo, Esteban M., Bugni, Federico A., Hotz, V. Joseph (2017). Identification and inference on regressions with missing covariate data. Econometric Theory, 33(1), 196-241. https://doi.org/10.1017/S0266466615000250
  • Beine, Michel, de Grauwe, Paul, Grimaldi, Marianna (2009). The impact of FX central bank intervention in a noise trading framework. Journal of Banking and Finance, 33(7), 1187-1195. https://doi.org/10.1016/j.jbankfin.2008.11.014
  • Bentancor, Andrea, Robano, Virginia (2014). The part-time premium enigma: an assessment of the Chilean case. Economía, 14(2), 29 - 54. https://doi.org/10.31389/eco.107 picture_as_pdf
  • Borusyak, Kirill, Hull, Peter, Jaravel, Xavier (2022). Quasi-experimental shift-share research designs. Review of Economic Studies, 89(1), 181 - 213. https://doi.org/10.1093/restud/rdab030 picture_as_pdf
  • Broadie, Mark, Chernov, Mikhail, Johannes, Michael (2007). Model specification and risk premia: evidence from futures options. Journal of Finance, 62(3), 1453-1490.
  • Broadie, Mark, Chernov, Mikhail, Sundaresan, Suresh (2007). Optimal debt and equity values in the presence of chapter 7 and chapter 11. Journal of Finance, 62(3), 1341-1377.
  • Cowell, Frank A., Flachaire, Emmanuel, Bandyopadhyay, Sanghamitra (2013). Reference distributions and inequality measurement. Journal of Economic Inequality, 11(4), 421-437. https://doi.org/10.1007/s10888-012-9238-z
  • Cárdenas, Mauricio (2010). State capacity in Latin America. Economía, 10(2), 1 - 45. https://doi.org/10.1353/eco.2010.0003 picture_as_pdf
  • Dassios, Angelos, Zhao, Hongbiao (2012). Ruin by dynamic contagion claims. Insurance: Mathematics and Economics, 51(1), 93-106. https://doi.org/10.1016/j.insmatheco.2012.03.006
  • Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao (2015). A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65, 55-65. https://doi.org/10.1016/j.insmatheco.2015.08.009
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2022). Nonparametric estimation of additive models with errors-in-variables. Econometric Reviews, 41(10), 1164 - 1204. https://doi.org/10.1080/07474938.2022.2127076 picture_as_pdf
  • Goldin, Jacob, Reck, Daniel (2020). Revealed-preference analysis with framing effects. Journal of Political Economy, 128(7), 2759 - 2795. https://doi.org/10.1086/706860 picture_as_pdf
  • Komarova, Tatiana (2013). Binary choice models with discrete regressors: identification and misspecification. Journal of Econometrics, 177(1), 14-33. https://doi.org/10.1016/j.jeconom.2013.05.005
  • Lam, Clifford, Cen, Zetai (2025). Matrix-valued factor model with time-varying main effects. Journal of Econometrics, 252(A). https://doi.org/10.1016/j.jeconom.2025.106105 picture_as_pdf
  • Menezes-Filho, Naercio, Vasconcellos, Lígia, Biondi, Roberta Loboda Biondi (2012). Evaluating the impact of the Brazilian Public School Math Olympics on the quality of education. Economía, 12(2), 143 - 175. https://doi.org/10.1353/eco.2012.0004 picture_as_pdf
  • Paredes, Tatiana, Sevilla, Almudena (2024). The impact of incentivizing training on students’ outcomes. Economics of Education Review, 98, p. 102489. https://doi.org/10.1016/j.econedurev.2023.102489 picture_as_pdf
  • Pritchett, Lant (2024). Rely (only) on the rigorous evidence” is bad advice. Review of Development Economics, 28(4), 2034 - 2058. https://doi.org/10.1111/rode.13037 picture_as_pdf
  • Proudman, James, Redding, Stephen (2000). Evolving patterns of international trade. Review of International Economics, 8(3), 373-396. https://doi.org/10.1111/1467-9396.00229
  • Rigobón, Roberto (2019). Contagion, spillover, and interdependence. Economía, 19(2), 69 - 99. https://doi.org/10.1353/eco.2019.0002 picture_as_pdf
  • Robinson, Peter (2005). Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33(4), 1800-1842. https://doi.org/10.1214/009053605000000354
  • 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
  • Seabrook, Isobel, Barucca, Paolo, Caccioli, Fabio (2022). Structural importance and evolution: an application to financial transaction networks. Physica A, 607, https://doi.org/10.1016/j.physa.2022.128203 picture_as_pdf
  • Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen, Lu, Zudi (2017). A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38(2), 243-265. https://doi.org/10.1111/jtsa.12206
  • Young, Alwyn (1998). Growth without scale effects. Journal of Political Economy, 106(1), 41-63. https://doi.org/10.1086/250002
    • Working paper
  • Connor, Gregory (2001). A structured GARCH model of daily equity return volatility. (Financial Markets Group Discussion Papers 370). Financial Markets Group, The London School of Economics and Political Science.
  • Cowell, Frank, Flachaire, Emmanuel, Bandyopadhyay, Sanghamitra (2009). Goodness-of-fit: an economic approach. (Distributional Analysis Research Programme Papers DARP 101). The Toyota Centre, London School of Economics and Political Science.
  • Danielsson, Jon, Ergun, Lerby M., Haan, Laurens de, Vries, Casper G. de (2016). Tail index estimation: quantile driven threshold selection. (Systemic Risk Centre Discussion Papers 58). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Zhou, Chen (2015). Why risk is so hard to measure. (Systemic Risk Centre Discussion Papers 36). Systemic Risk Centre, The London School of Economics and Political Science.
  • Dergiades, Theologos, Milas, Costas, Panagiotidis, Theodore (2013). Tweets, Google trends and sovereign spreads in the GIIPS. (Hellenic Observatory Papers on Greece and Southeast Europe GreeSE paper No.78). Hellenic Observatory, London School of Economics and Political Science.
  • Eble, Alex, Boone, Peter, Elbourne, Diana (2013). Risk and evidence of bias in randomized controlled trials in economics. (CEP Discussion Papers CEPDP1240). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Goldin, Jacob, Reck, Daniel (2017). Revealed preference analysis with framing effects. https://doi.org/10.2139/ssrn.2417709
  • 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.
  • Huang, Hanwei, Ottaviano, Gianmarco Ireo Paolo (2023). Rethinking revealed comparative advantage with micro and macro data. (CEP Discussion Papers CEPDP1964). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Linsi, Lukas Andreas, Hopkin, Jonathan, Jaupart, Pascal (2019). Exporting the winner-take-all economy: micro-level evidence on the impact of US investors on executive pay in the United Kingdom. (III Working Paper 38). International Inequalities Institute, London School of Economics and Political Science. https://doi.org/10.21953/lse.2tp5niiu277g picture_as_pdf
  • Morrow, John (2014). Benford's Law, families of distributions and a test basis. (CEP Discussion Papers CEPDP1291). London School of Economics and Political Science. Centre for Economic Performance.
  • Ridley, Matthew, Terrier, Camille (2018). Fiscal and education spillovers from charter school expansion. (CEP Discussion Papers CEPDP1577). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Timmermann, Allan (1999). Moments of Markov switching models. (Financial Markets Group Discussion Papers 323). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf