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Econometrics Paper
Pooling data across markets in dynamic Markov games Taisuke Otsu, Martin Pesendorfer and Yuya Takahashi
March 2015
Paper No' EM/2015/582:
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JEL Classification: C12; C72; D44


Tags: dynamic markov game; poolability; multiplicity of equilibria; hypothesis testing

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.

Econometrics Paper
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects Peter M Robinson and Carlos Velasco
March 2013
Paper No' EM/2013/567:
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JEL Classification: C12; C13; C23


Tags: panel data; fractional time series; estimation; testing; bias correction

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CASE Paper
Localisation and the means test: A case study of support for English students from Autumn 2012 John Hills and Ben Richards
May 2012
Paper No' CASE/160:
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JEL Classification: I23, I22, I38


Tags: means-testing; student finance; bursaries; university fees

Econometrics Paper
DIAGNOSTIC TESTING FOR COINTEGRATION Peter Robinson
September 2007
Paper No' EM/2007/522:
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JEL Classification: C32


Tags: fractional cointegration; diagnostic testing; specification testing; cointegrating rank; semiparametric estimation.

Econometrics Paper
ESTIMATING FEATURES OF A DISTRIBUTION FROM BINOMIAL DATA Arthur Lewbel, Oliver Linton and DL McFadden
September 2006
Paper No' EM/2006/507:
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JEL Classification: C14; C25; C42; H41


Tags: willingness to pay; contingent valuation; discrete choice; bi-nomial response; bioassay; destructive duration testing; semiparametric; nonparametric; latent variable models.

Econometrics Paper
A method of moments estimator for semiparametric index models Bas Donkers and Marcia M Schafgans
July 2005
Paper No' EM/2005/493:
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JEL Classification: C14; C31; C52


Tags: semiparametric estimation; multiple index models; average derivative functionals; generalized methods of moments estimator; rank testing

Econometrics Paper
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) Ignacio Lobato and Peter M Robinson November 1997
Paper No' EM/1997/342:
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Tags: nonparametric testing; weak dependence; long memory