Details about Steve Lawford

Access statistics for papers by Steve Lawford.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pla37

Working Papers

2019

1. Subgraphs and Motifs in a Dynamic Airline Network
   Working Papers, HAL View citations (1)

2013

2. Practical stochastic modelling of electricity prices
   Post-Print, HAL View citations (6)
3. Productivity and efficiency of world airlines: an empirical application with order-m and alpha-frontiers
   Post-Print, HAL

2012

4. Python for unified research in econometrics and statistics
   Post-Print, HAL View citations (3)
   See also Journal Article Python for Unified Research in Econometrics and Statistics, Econometric Reviews, Taylor & Francis Journals (2012) View citations (3) (2012)

2010

5. An empirical analysis of airline market concentration
   Working Papers, HAL
6. Dynamic modelling of fares and passenger numbers for major U.S. carriers
   Working Papers, HAL

2009

7. Entry strategy of Southwest Airlines
   Working Papers, HAL
8. Symmetry-based inference in an instrumental variable setting
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
   See also Journal Article Symmetry-based inference in an instrumental variable setting, Journal of Econometrics, Elsevier (2008) View citations (2) (2008)
9. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
   Post-Print, HAL View citations (1)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2008)
   See also Journal Article The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators, Journal of Econometrics, Elsevier (2009) View citations (1) (2009)

2004

10. Finite-sample quantiles of the Jarque-Bera test
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    See also Journal Article Finite-sample quantiles of the Jarque-Bera test, Applied Economics Letters, Taylor & Francis Journals (2005) View citations (2) (2005)
11. The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)

2003

12. A Hypergeometric Test for Omitted Nonlinearity
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

Undated

13. Asymmetric Kernels for Density Estimation
    Discussion Papers, Department of Economics, University of York
14. The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case
    Discussion Papers, Department of Economics, University of York

Journal Articles

2012

1. Python for Unified Research in Econometrics and Statistics
   Econometric Reviews, 2012, 31, (5), 558-591 View citations (3)
   See also Working Paper Python for unified research in econometrics and statistics, Post-Print (2012) View citations (3) (2012)

2009

2. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
   Journal of Econometrics, 2009, 148, (2), 124-130 View citations (1)
   See also Working Paper The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators, Post-Print (2009) View citations (1) (2009)

2008

3. Symmetry-based inference in an instrumental variable setting
   Journal of Econometrics, 2008, 142, (1), 28-49 View citations (2)
   See also Working Paper Symmetry-based inference in an instrumental variable setting, LIDAM Reprints CORE (2009) (2009)

2006

4. Risk Premia in Electricity Forward Prices
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 24 View citations (37)

2005

5. Finite-sample quantiles of the Jarque-Bera test
   Applied Economics Letters, 2005, 12, (6), 351-354 View citations (2)
   See also Working Paper Finite-sample quantiles of the Jarque-Bera test, Public Policy Discussion Papers (2004) (2004)

2004

6. Optimal asymmetric kernels
   Economics Letters, 2004, 83, (1), 61-68 View citations (19)