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Development Discussion Paper
Consumption Smoothing and the Welfare Cost of Uncertainty Yonas Alem and Jonathan Colmer
August 2015
Paper No' EOPP 059:
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JEL Classification: D8; O12; I3

Tags: uncertainty; consumption smoothing; subjective well-being

Public Economics Programme Discussion Paper
The Optimal Timing of Unemployment Benefits: Theory and Evidence from Sweden J. Kolsrud, Camille Landais, P. Nilsson and Johannes Spinnewijn July 2015
Paper No' PEP 25:
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JEL Classification: H20;J64

Tags: unemployment; dynamic policy; sufficient statistics; consumption smoothing

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
Estimation and Testing of Stochastic Variance Models Andrew C Harvey and N.G. Shephard
Paper No' EM/1993/268:
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Tags: generalised least squares; heteroscedasticity; quasi-maximum likelihood; smoothing; volatiliy.

Econometrics Paper
Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.) Siem Jan Koopman and N.G. Shephard  1992
Paper No' EM/1992/241:
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Tags: smoothing; kahman filter; em algorithm; unobserved components model; profile likelihood.