Contact information of Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cep:stiecm. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://sticerd.lse.ac.uk/_new/publications/ .
Content
1997
- 336 Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.)
by Peter M Robinson
- 332 Beta Convergence
by C Michelacci & Paolo Zaffaroni
- 329 Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices
by Paolo Zaffaroni
- 328 The Method of Simulated Scores for the Estimation of LDV Models
by V A Hajivassiliou & DL McFadden
- 327 Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)
by Andrew C Harvey & Siem Jan Koopman & J Penzer
- 326 Semiparametric Estimation of a Sample Selection Model: A Simulation Study
by Marcia M Schafgans
- 325 Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation
by Marcia M Schafgans
- 324 Testing Game-Theoretic Models of Price Fixing Behaviour
by V A Hajivassiliou
- 323 Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.)
by Liudas Giraitis & Peter M Robinson & Alexander Samarov
- 320 Nonlinear Time Series with Long Memory: A Model for Stochastic Volatility - (Now published in 'Journal of Statistical Planning and Inference', 68 (1998), pp.359-371.)
by Peter M Robinson & Paolo Zaffaroni
- 319 Modelling Nonlinearity and Long Memory in Time Series - (Now published in 'Nonlinear Dynamics and Time Series', C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.61-170.)
by Peter M Robinson & Paolo Zaffaroni
- 318 Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.)
by Javier Hidalgo & Peter M Robinson
1996
- 317 Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)
by L A Gil-AlaĆ±a & Peter M Robinson
- 316 Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.)
by Peter M Robinson & Carlos Velasco
- 307 Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.)
by Andrew C Harvey & Siem Jan Koopman
- 306 Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.)
by Andrew C Harvey & Mariane Streibel
- 296 Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.)
by Javier Hidalgo
- 295 Spectral Analysis for Bivariate Time Series with Long Memory - (Now published in 'Econometric Theory',12 (1997)pp.773-792.)
by Javier Hidalgo
1995
- 290 Aggregate and Regional Disagggregate Fluctuations (Now published in Empirical Economics (1996), vol.21, no.1, pp.137-159.)
by Danny Quah
- 284 The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)
by Andrew C Harvey & Siem Jan Koopman & Marco Riani
- 282 Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.)
by Danny Quah & Shaun P. Vahey
- 281 Empirics for Economic Growth and Convergence (Now published in European Economic Review, vol.40, no.6 (1996), pp.1353-1375.)
by Danny Quah
1993
1992
1991
1990