Steve Lawford






Subgraphs and Motifs in a Dynamic Airline Network new

submitted (this version October 2020) (with Marius Agasse-Duval) arxiv:1807.02585


Counting Five-Node Subgraphs new

submitted (this version September 2020) arxiv:2009.11318


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

Physica A, 560, 125158 (working paper version August 2020) (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