Steve Lawford

 

Research

 

Papers

 

Subgraphs and Motifs in a Dynamic Airline Network new

submitted (this version July 2018) (with Marius Agasse-Duval) arxiv:1807.02585

 

Cliques and a New Measure of Clustering: with Application to U.S. Domestic Airlines new

submitted (this version June 2018) (with Yll Mehmeti) arxiv:1806.05866

 

Practical Stochastic Modelling of Electricity Prices

Journal of Energy Markets, 6(1), 3-31 (Spring 2013) (with Michel Culot, Valérie Goffin, Seb de Menten & Yves Smeers)

 

Python for Unified Research in Econometrics and Statistics

Econometric Reviews, 31(5), 558-591 (March 2012) (with Roseline Bilina)

 

The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators

Journal of Econometrics, 148(2), 124-130 (February 2009) (with Michalis Stamatogiannis)

 

Symmetry-Based Inference in an Instrumental Variable Setting

Journal of Econometrics, 142(1), 28-49 (January 2008) (with Paul Bekker)

 

Risk Premia in Electricity Forward Prices

Studies in Nonlinear Dynamics and Econometrics, 10(3) (2006) (with Pavel Diko & Valérie Limpens)

 

Finite-Sample Quantiles of the Jarque-Bera Test

Applied Economics Letters, 12(6), 351-354 (2005)

 

Optimal Asymmetric Kernels

Economics Letters, 83(1), 61-68 (April 2004) (with Karim Abadir)

 

Older Manuscripts

 

Volatility of Electricity Day-Ahead Prices: Evidence from the French Powernext Exchange

(March 2005) (with Spyridon Liarmakopoulos)

 

A Hypergeometric Test for Omitted Nonlinearity

(April 2003)

 

Coauthors (15)

Karim Abadir, Marius Agasse-Duval, Paul Bekker, Roseline Bilina, Michel Culot, Pavel Diko, Alexandre Dossin, Valérie Goffin, Spyridon Liarmakopoulos, Valérie Limpens, Yll Mehmeti, Seb de Menten, Yves Smeers, Michalis Stamatogiannis, Arthur Thibaud