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You searched for "correlation"

Econometrics Paper
Non-Nested Testing of Spatial Correlation Miguel A. Delgado and Peter M Robinson
November 2013
Paper No' EM/2013/568:
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JEL Classification: C12; C21


Tags: on-nested test; spatial correlation; pseudo maximum likelihood estimation

Econometrics Paper
Improved Lagrange Multiplier Tests in Spatial Autoregressions Peter M Robinson and Francesca Rossi
October 2013
Paper No' EM/2013/566:
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JEL Classification: C29


Tags: spatial autocorrelation; lagrange multiplier test; edgeworth expansion; bootstrap; finite-sample corrections.

Econometrics Paper
Improved Tests for Spatial Correlation Peter M Robinson and Francesca Rossi
May 2013
Paper No' EM/2013/565:
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JEL Classification: C12; C21


Tags: spatial autocorrelation; ordinary least squares; hypothesis testing; edgeworth expansion; bootstrap.

DARP Paper
Decomposition of Bivariate Inequality Indices by Attributes Ramses H. Abul Naga and Pierre-Yves Geoffard
February 2006
Paper No' DARP 083:
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JEL Classification: D31; D63


Tags: multidimensional inequality; relative indices; correlation increasing transfers; copulas.

Econometrics Paper
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) Peter M Robinson October 1997
Paper No' EM/1997/338:
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Tags: autocorrelation-consistent variance estimation; long-range dependence; simultaneous equations systems.

Econometrics Paper
Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.) Peter M Robinson September 1997
Paper No' EM/1997/336:
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Tags: central limit theorem; nonparametric regression; autocorrelation; long-range dependence

Econometrics Paper
Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.) Andrew C Harvey and Mariane Streibel March 1996
Paper No' EM/1996/306:
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Tags: exchange rates; garch model; locally best invariant test; serial correlation; stochastic volatility; unobserved components; von mises distribution.