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Publications

by members of

Laboratoire d'Économie et Économétrie de l'Aérien (LEEA)
École Nationale de l'Aviation Civile (ENAC)
Toulouse, France

(Laboratory of Aviation Economics and Econometrics, National School of Civil Aviation))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2004

  1. Steve Lawford & Michalis P. Stamatogiannis, 2004. "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Public Policy Discussion Papers 04-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  2. Steve Lawford, 2004. "Finite-sample quantiles of the Jarque-Bera test," Public Policy Discussion Papers 04-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  3. Steve Lawford, 2004. "Finite-sample quantiles of the Jarque-Bera test," Economics and Finance Discussion Papers 04-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  4. Steve Lawford & Michalis P. Stamatogiannis, 2004. "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Economics and Finance Discussion Papers 04-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

    2003

  1. Steve Lawford, 2003. "A Hypergeometric Test for Omitted Nonlinearity," Public Policy Discussion Papers 03-11, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  2. Steve Lawford, 2003. "A Hypergeometric Test for Omitted Nonlinearity," Economics and Finance Discussion Papers 03-11, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

    Undated

  1. Steve Lawford & Michalis P Stamatogiannis, . "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers 02/04, Department of Economics, University of York.
  2. Karim Abadir and & Steve Lawford, . "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.

Journal articles

    2008

  1. Bekker, Paul A. & Lawford, Steve, 2008. "Symmetry-based inference in an instrumental variable setting," Journal of Econometrics, Elsevier, vol. 142(1), pages 28-49, January. [Downloadable!] (restricted)

    2006

  1. Pavel Diko & Steve Lawford & Valerie Limpens, 2006. "Risk Premia in Electricity Forward Prices," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(3), pages 1358-1358. [Downloadable!] (restricted)

    2004

  1. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April. [Downloadable!] (restricted)
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This page was last updated on 2008-9-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.