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Econometrics Paper
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns Gregory Connor, Matthias Hagmann and Oliver Linton October 2007
Paper No' EM/2007/524:
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JEL Classification: G12; C14


Tags: additive models; arbitrage pricing theory; factor model; fama-french; kernel estimation; nonparametric regression; panel data.

Econometrics Paper
TESTING FOR STOCHASTIC MONOTONICITY Sokbae Lee, Oliver Linton and Yoon-Jae Whang
August 2006
Paper No' EM/2006/504:
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JEL Classification: C14; C15


Tags: distribution function; extreme value theory; gaussian process; monotonicity.

Political Economy and Public Policy Paper
GOVERNANCE FROM BELOW A Theory of Local Government With Two Empirical Tests Jean-Paul Faguet
August 2005
Paper No' PEPP 12:
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JEL Classification: D71; H41; H42; H72; O18


Tags: local government; civil society; democratic theory; good governance; decentralization; q2 (q-square); bolivia

Econometrics Paper
Consistent Testing for Stochastic Dominance: A Subsampling Approach Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang
March 2002
Paper No' EM/2002/433:
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Tags: prospect theory; stochastic dominance; stochastic equicontinuity; subsampling.

Theoretical Economics Paper
Foundations of Incomplete Contracts Oliver Hart and John Moore
September 1998
Paper No' TE/1998/358:
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Tags: incomplete contracting; rigorous foundations; economic theory.


This paper has been published as:
'Review of Economic Studies', vol.66 (1), 1999, pp.115-138.