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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.

DARP Paper
Statistical Inference for Multidimensional Inequality Indices Ramses H. Abul Naga
August 2008
Paper No' DARP 097:
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JEL Classification: D63;C43

Tags: multidimensional inequality indices; large sample distributions; standard errors.

Econometrics Paper
Selectivity and the gender wage gap decomposition in the presence of a joint decision process Marcia M Schafgans and Morton Stelcnery December 2006
Paper No' EM/2006/513:
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JEL Classification: C34; J71; D13; J31

Tags: sample selection model; gender wage differences; oaxaca wage decomposition; ‘discrimination’.

Econometrics Paper
A Smoothed Least Squares Estimator For Threshold Regression Models Myunghwan Seo and Oliver Linton
October 2005
Paper No' EM/2005/496:
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JEL Classification: C12; C13; C14

Tags: index model; sample splitting; segmented regression; smoothing; threshold estimation.

Econometrics Paper
Semiparametric Estimation of a Sample Selection Model: A Simulation Study Marcia M Schafgans
March 1997
Paper No' EM/1997/326:
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Tags: sample selection models; semiparametric estimation; error distributions; bandwidth parameter; two-step parametric estimator.

Econometrics Paper
Quasi-Maximum Likelihood Estimation of Stochastic Variance Models Esther Ruiz
Paper No' EM/1992/244:
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Tags: stochastic variance models; volatility; asymptotic and finite sample properties; qml estimator; generalized method of moments; autoregression.