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Econometrics Discussion Paper Series
Likelihood inference on semiparametric models: Average derivative and treatment effect
Yukitoshi  Matsushita,  Taisuke  Otsu,  July 2017
Paper No' EM 592: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Historic Amenities, Income and Sorting of Households
Hans R. A.  Koster,  Piet  Rietveld,  Jos  Van Ommeren,  January 2013
Paper No' SERCDP0124: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Is the Sky the Limit? An Analysis of High-Rise Office Buildings
Hans R. A.  Koster,  Piet  Rietveld,  Jos N.  van Ommerren,  July 2011
Paper No' SERCDP0086: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Efficient Estimation of a Multivariate Multiplicative Volatility Model
Christian M.  Hafner,  Oliver  Linton,  October 2009
Paper No' EM/2009/541: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator
Wolfgang  Härdle,  Oliver  Linton,  Yingcun  Xia,  July 2009
Paper No' EM/2009/537: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
An Alternative Way of Computing Efficient Instrumental Variable Estimators
Xiaohong  Chen,  David T.  Jacho-Chávez,  Oliver  Linton,  June 2009
Paper No' EM/2009/536: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Multiple Local Whittle Estimation in Stationary Systems
Peter M  Robinson,  October 2007
Paper No' EM/2007/525: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
DIAGNOSTIC TESTING FOR COINTEGRATION
Peter  Robinson,  September 2007
Paper No' EM/2007/522: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Fractional Cointegration In Stochastic Volatility Models
Afonso   Gonçalves da Silva,  Peter M  Robinson,  May 2007
Paper No' EM/2007/519: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
SEMIPARAMETRIC ESTIMATION OF A BINARY RESPONSE MODEL WITH A CHANGE-POINT DUE TO A COVARIATE THRESHOLD
Sokbae  Lee,  Myunghwan  Seo,  February 2007
Paper No' EM/2007/516: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
ESTIMATING FEATURES OF A DISTRIBUTION FROM BINOMIAL DATA
Arthur  Lewbel,  Oliver  Linton,  DL  McFadden,  September 2006
Paper No' EM/2006/507: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Semiparametric Estimation of Fractional Cointegration
Javier  Hualde,  Peter M  Robinson,  May 2006
Paper No' EM/2006/502: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Consistent estimation of the memory parameter for nonlinear time series
Violetta  Dalla,  Liudas  Giraitis,  Javier  Hidalgo,  January 2006
Paper No' EM/2006/497: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
A method of moments estimator for semiparametric index models
Bas  Donkers,  Marcia M  Schafgans,  July 2005
Paper No' EM/2005/493: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
Yoshihiko  Nishiyama,  Peter M  Robinson,  January 2005
Paper No' EM/2005/483: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series
Peter M  Robinson,  November 2004
Paper No' EM/2004/480: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Semiparametric Regression Analysis under Imputation for Missing Response Data
Wolfgang  Haerdle,  Oliver  Linton,  Qihua  Wang,  May 2003
Paper No' EM/2003/454: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods
Oliver  Linton,  Enno  Mammen,  May 2003
Paper No' EM/2003/453: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators
Hidehiko  Ichimura,  Oliver  Linton,  May 2003
Paper No' EM/2003/451: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Estimation of Semiparametric Models when the Criterion Function is not Smooth
Xiaohong  Chen,  Oliver  Linton,  Ingrid  Van Keilegom,  May 2003
Paper No' EM/2003/450: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory
Liudas  Giraitis,  Peter M  Robinson,  September 2002
Paper No' EM/2002/438: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Denis Sargan: Some Perspectives
Peter M  Robinson,  September 2002
Paper No' EM/2002/437: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Higher-Order Kernel Semiparametric M-Estimation of Long Memory
Marc  Henry,  Peter M  Robinson,  September 2002
Paper No' EM/2002/436: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Semiparametric Fractional Cointegration Analysis
D  Marinucci,  Peter M  Robinson,  July 2001
Paper No' EM/2001/420: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Nonparametric Censored and Truncated Regression
Arthur  Lewbel,  Oliver  Linton,  April 2000
Paper No' EM/2000/389: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
A Model for Long Memory Conditional Heteroscedasticity - (Now published in 'Annals of Applied Probability', 10 (2000), pp.1002-1024.)
Liudas  Giraitis,  Peter M  Robinson,  Donatas  Surgailis,  March 2000
Paper No' EM/2000/382: Full paper (pdf)
Econometrics Discussion Paper Series
On Intercept Estimation in the Sample Selection Model
Marcia M  Schafgans,  January 2000
Paper No' EM/2000/380: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in 'Journal of Multivariate Analysis, 72 (2000), pp.183-207.)
Liudas  Giraitis,  Peter M  Robinson,  Alexander  Samarov,  January 2000
Paper No' EM/2000/379: Full paper (pdf)
Econometrics Discussion Paper Series
Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): 'Nonlinear Statistical Modeling' (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)
Y  Nishiyama,  Peter M  Robinson,  October 1999
Paper No' EM/1999/374: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in 'Econometrica', 68 (2000), pp.931-979.)
Y  Nishiyama,  Peter M  Robinson,  October 1999
Paper No' EM/1999/373: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Variance-Type Estimation of Long Memory - (Now published in 'Stochastic Processes and their Applications', 29 (1999), pp.1-24.)
Liudas  Giraitis,  Peter M  Robinson,  October 1998
Paper No' EM/1998/363: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in 'Journal of Time Series Analysis', 21 (2000), pp.1-25.)
Josu  Artech,  Peter M  Robinson,  September 1998
Paper No' EM/1998/359: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in 'Econometric Theory', 15 (1999), pp.299-336.)
Marc  Henry,  Peter M  Robinson,  August 1998
Paper No' EM/1998/357: Read Abstract | Full paper (pdf)
Development Economics Discussion Paper Series
Intrahousehold Resource Allocation in Rural Pakistan: A Semi-parametric Analysis
Cliff  Attfield,  Sonia R  Bhalotra,  February 1998
Paper No' DEDPS 11: Read Abstract | Full paper (pdf)
Econometrics Discussion Paper Series
Semiparametric Estimation of a Sample Selection Model: A Simulation Study
Marcia M  Schafgans,  March 1997
Paper No' EM/1997/326: Read Abstract
Paper copy now out of print.
Econometrics Discussion Paper Series
Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation
Marcia M  Schafgans,  March 1997
Paper No' EM/1997/325: Read Abstract
Paper copy now out of print.
Econometrics Discussion Paper Series
Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.)
Liudas  Giraitis,  Peter M  Robinson,  Alexander  Samarov,  February 1997
Paper No' EM/1997/323: Read Abstract
Paper copy now out of print.