LSE Research Online Documents on Economics

From London School of Economics and Political Science, LSE Library
LSE Library Portugal Street London, WC2A 2HD, U.K..
Contact information at EDIRC.
Bibliographic data for series maintained by LSERO Manager ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

6871: Band spectrum regression for cointegrated time series with long memory innovations

D. Marinucci

6870: Testing for the presence of a random walk in series with structural breaks

Fabio Busetti and Andrew Harvey

6869: Contemporaneous aggregation of GARCH processes

Paolo Zaffaroni

6868: On intercept estimation in the sample selection model

Marcia M. A. Schafgans and Victoria Zinde-Walsh

6867: Stationarity and memory of ARCH models

Paolo Zaffaroni

6866: Nonparametric test for causality with long-range dependence

Javier Hidalgo

6865: Adaptive varying-coefficient linear models

Jianqing Fan, Qiwei Yao and Zongwu Cai

6864: Semi-parametric indirect inference

Ramdan Dridi and Eric Renault

6862: Noise and competition in strategic oligopoly

Ramdan Dridi and Laurent Germain

6861: Simulated asymptotic least squares theory

Ramdan Dridi

6859: Prediction and signal extraction of strong dependent processess in the frequency domain

Javier Hidalgo and Yoshihiro Yajima

6856: Consistent order selection with strongly dependent data and its application to efficient estimation

Javier Hidalgo

6850: An alternative bootstrap to moving blocks for time series regression models

Javier Hidalgo

6848: A bootstrap causality test for covariance stationary processes

Javier Hidalgo

6845: Forecasting the density of asset returns

Trino Ñíguez Grau and Javier Perote

6842: Semiparametric estimation for stationary processes whose spectra have an unknown pole

Javier Hidalgo

6840: Distribution free goodness-of-fit tests for linear processes

Miguel Delgado, Javier Hidalgo and Carlos Velasco

6836: Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap

Myung Hwan Seo

6834: Testable implications of forecast optimality

Andrew Patton and Allan Timmermann

6829: A parametric bootstrap test for cycles

Violetta Dalla and Javier Hidalgo

6815: A method of moments estimator for semiparametric index models

Bas Donkers and Marcia M. A. Schafgans

6813: Consistent estimation of the memory parameter for nonlinear time series

Violetta Dalla, Liudas Giraitis and Javier Hidalgo

6809: Selectivity and the gender wage gap decomposition in the presence of a joint decision process

Marcia M. A. Schafgans and Morton Stelcnery

6806: Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

Sokbae (Simon) Lee and Myung Hwan Seo

6802: Estimation of nonlinear error correction models

Myung Hwan Seo

6799: Specification testing for regression models with dependent data

Javier Hidalgo

6795: On discrete sampling of time-varying continuous-time systems

Peter Robinson

6787: Modelling price behaviour in the European car market: 1970-1985

Yves Mertens

6783: Product innovation and persistence of leadership: theory with evidence from the semiconductor industry

Harald Gruber

6782: A model of countertrade

Tore Ellingsen

6780: A general framework for analysing endogenous trade divergences

Patrick Walsh

6777: Under threat: potential competition, litigation and the private value of patent protection

Jean Lanjouw

6776: Endogenous industry structure in vertical duopoly

Maija Halonen-Akatwijuka

6775: Productivity differences in the airline industry: partial deregulation versus short-run protection

Pedro L. Marin

6774: The remains of regulation: airlines' profits after liberalization

Pedro L. Marin

6770: Product differentiation, uncertainty and the stability of collusion

Michael A. Raith

6763: Diversification and synergies: effects on profitability

Magda Bianca

6756: Local bus deregulation and timetable instability

Alison Oldale

6754: Underinvestment and market structure

Volker Nocke

6751: Cartel stability under capacity constraints: the traditional view restored

Volker Nocke

6749: Firm size distribution: testing the "independent submarkets model" in the Italian motor insurance industry

Luigi Buzzacchi and Tommaso Valletti

6748: Quality competition, market structure and endogenous growth

Jian Tong

6747: Submarkets, shakeouts and industry life-cycle

Jian Tong

6746: Quantile regression in lower bound estimation

Maria Letizia Giorgetti

6745: Product differentiation and firm size distribution: an application to carbonated soft drinks

Patrick Walsh and Ciara Whelan

6737: International spillovers and absorptive capacity: a cross-country, cross-sector analysis based on European patents and citations

Maria Mancusi

6732: A general analysis of sequential merger games with an application to cross-border mergers

Alberto Salvo

6731: Market share dynamics and the ‘persistence of leadership’ debate

John Sutton

6728: Inferring conduct under the threat of entry: the case of the Brazilian cement industry

Alberto Salvo

6726: Differential merger effects: the case of the personal computer industry

Christos Genakos

6721: The long and short of the Canada-U.S. free trade agreement

Daniel Trefler

6719: Optimal corporation tax: an I.O. approach

Luca Colombo, Paola Labrecciosa and Patrick Walsh

6718: Broad cross-license agreements and persuasive patent litigation: theory and evidence from the semiconductor industry

Alberto Galasso

6715: Does the labour market explain lower female schooling in India?

Geeta Kingdon

6711: Development thinking at the beginning of the 21st century

Amartya Sen

6705: What's the point of a development strategy?

Amartya Sen

6704: Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

Jianqing Fan, Qiwei Yao and Howell Tong

6697: A bootstrap detection for operational determinism

Qiwei Yao and Howell Tong

6692: Credit in rural India: a case study

Jean Dreze, Peter Lanjouw and Naresh Sharma

6684: The economics of poverty in poor countries

Partha Dasgupta

6682: Investigating rationality in wage-setting

Sonia Bhalotra

6679: Intrahousehold resource allocation in rural Pakistan: a semi-parametric analysis

Sonia Bhalotra and Cliff Attfield

6677: Decentralization schemes, cost-benefit-analysis, and net national product as a measure of social well-being

Partha Dasgupta and Karl-Goran Maler

6675: Ethnic diversity, mobility and school funding: theory and evidence from Kenya

Edward Miguel

6672: The economics of non-governmental organisations

Colin Scott and R. Hopkins

6670: Minority representation and policy choices: the significance of legislator identity

Rohini Pande

6666: School participation in rural India

Jean Dreze and Geeta Kingdon

6663: Fertility, education and development: further evidence from India

Jean Dreze and Mamta Murthi

6660: Financial intermediation, variability and the development process

Luis Carranza and Jose Galdon-Sanchez

6657: Valuation and evaluation: measuring the quality of life and evaluating policy

Partha Dasgupta

6656: The rise of mass consumption societies

Kiminori Matsuyama

6654: Child farm labour: theory and evidence

Sonia Bhalotra and Christopher Heady

6653: Private investment and political uncertainty

David Stasavage

6652: Is child work necessary?

Sonia Bhalotra

6651: Commodity taxation and social welfare: the generalised Ramsey rule

David Coady and Jean Dreze

6649: What makes a revolution?

Robert MacCulloch

6648: Does social insurance help secure property rights?

Robert MacCulloch

6647: Is a friend in need a friend indeed? Inclusion and exclusion in mutual insurance networks in southern Ghana

Markus Goldstein, Alan de Janvry and Elisabeth Sadoulet

6646: The role of freedom, growth and religion in the taste for revolution

Robert MacCulloch and Silvia Pezzini

6645: Democracy and education spending: has Africa's move to multiparty elections made a difference to policy?

David Stasavage

6644: Intrahousehold efficiency and individual insurance in Ghana

Marcus Goldstein

6643: Eviction threats and investment incentives

Abhijit Banerjee and Maitreesh Ghatak

6642: Government corruption and legislative procedures: is one chamber better than two?

Cecilia Testa

6641: Gender discrimination and growth: theory and evidence from India

Berta Esteve-Volart

6640: Does envy destroy social fundamentals? The impact of relative income position on social capital

Justina A. V. Fischer and Benno Torgler

6638: Linearity testing using local polynominal approximation

Vidar Hjellvik, Qiwei Yao and Dag Tjostheim

6636: Mixed dominance: a new criterion for poverty analysis

Stephen Howes

6635: Efficient estimation of conditional variance functions in stochastic regression

Jianqing Fan and Qiwei Yao

6633: Robust estimation of personal income distribution models

Maria-Pia Victoria-Feser

6631: Methods for estimating a conditional distribution function

Peter Hall, Rodney C. L. Wolff and Qiwei Yao

6625: Monotonicity and the Pareto principle

Yoram Amiel and Frank Cowell

6621: Identifying the poor: a multiple indicator approach

Ramses Abul Naga

6601: On the performance of social benefit systems

Christian Schluter

6599: On the non-stationarity of German income mobility (and some observations on poverty dynamics)

Christian Schluter

6597: Prediction and sufficiency in the model factor analysis

Ramses Abul Naga

6596: Linear inequality concepts and social welfare

Udo Ebert

6595: The subjective approach to the measurement of income inequality

Yoram Amiel

6594: Inequality in Greece: an analysis by income source

Christos Papatheodorou

6591: Happiness in transition: the case of Kyrgyzstan

Ceema Namazie and Peter Sanfey

6586: Education or inflation? The roles of structural factors and macroeconomic instability in explaining Brazilian inequality in the 1980s

Francisco Ferreira and Julie Litchfield