Centre for microdata methods and practice
Professor of Economics, Institute for Social and Economic Research
Panel data, whose series length T is large but whose cross-section size N need not be,… Continue reading.
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors,… Continue reading.
Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression… Continue reading.
Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent variable,… Continue reading.
Panel data, whose series length T is large but whose cross-section size N need not be,… Continue reading.
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors,… Continue reading.
Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression… Continue reading.
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory… Continue reading.
We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent…. Continue reading.
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional… Continue reading.