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Content
Undated material is presented at the end, although it may be more recent than other items
2021
- 2021-W02 Strong Substitutes: Structural Properties, and a New Algorithm for Competitive Equilibrium Prices
by Elizabeth Baldwin & Martin Bichler & Maximilian Fichtl & Paul Klemperer - 2021-W01 Smooth Robust Multi-Horizon Forecasts
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - 2020-W09 On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference
by Nicolas Van de Sijpe & Frank Windmeijer
2020
- 2020-W08 The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects
by Elizabeth Badlwin & Omer Edhan & Ravi Jagadeesan & Paul Klemperer & Alexander Teytelboym - 2020-W07 The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19
by Michaela Benzeval & Jon Burton & Thomas F. Crossley & Paul Fisher & Annette Jäckle & Hamish Low & Brendan Read - 2020-W06 Short-term forecasting of the Coronavirus Pandemic - 2020-04-27
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 2020-W05 Analyzing Differences between Scenarios
by David F. Hendry & Felix Pretis - 2020-W04 Robust Discovery of Regression Models
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 2020-W03 Strategic Bidding in Product-Mix, Sequential, and Simultaneous Auctions
by Simon Finster - 2020-W02 First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017
by David F. Hendry - 2020-W01 A Short History of Macro-econometric Modelling
by David F. Hendry
2019
- 2019-W10 Durables and Lemons: Private Information and the Market for Cars
by Richard Blundell & Ran Gu & Soren Leth-Petersen & Hamish Low & Costas Meghir - 2019-W09 Disability Insurance: Error Rates and Gender Differences
by Hamish low & Luigi Pistaferri - 2019-W08 Solving Strong-Substitutes Product-Mix Auctions
by Elizabeth Baldwin & Paul W. Goldberg & Paul Klemperer & Edwin Lock - 2019-W07 The Speed of Innovation Diffusion in Social Networks
by Itai Arieli & Yakov Babichenko & Ron Peretz & H. Peyton Young - 2019-W06 Nonparametric Analysis of Labour Supply Using Random Fields
by Ian Crawford - 2019-W05 Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen - 2019-W04 Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen - 2019-W03 The analysis of marked and weighted empirical processes of estimated residuals
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen - 2019-W02 New Characteristics and Hedonic Price Index Numbers
by Ian Crawford & J. Peter Neary - 2019-W01 Some forecasting principles from the M4 competition
by Jennifer L. Castle & Jurgen A. Doornik & David Hendry
2018
- 2018-W07 Product-Mix Auction
by Paul Klemperer - 2018-W06 The Speed of Innovation Diffusion
by Itai Arieli & Yakov Babichenko & Ron Peretz & H. Peyton Young - 2018-W05 Age-period-cohort modelling and covariates, with an application to obesity in England 2001-2014
by Zoë Fannon & Christiaan Monden & Bent Nielsen - 2018-W04 Age-period cohort models
by Zoë Fannon & B. Nielsen - 2018-W03 Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
by Takamitsu Kurita & B. Nielsen - 2018-W02 Generalized Log-Normal Chain-Ladder
by D. Kuang & B. Nielsen - 2018-W01 When Good Advice is Ignored: The Role of Envy and Stubbornness
by David Ronayne & Daniel Sgroi
2017
- 2017-W06 Over-dispersed age-period-cohort models
by J. Harnau & B. Nielsen - 2017-W05 Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
by Jurgen A. Doornik - 2017-W04 The Impact of Unemployment on Child Maltreatment in the United States
by Dan Brown & Elisabetta De Cao - 2017-W03 The Impact of Climate Change on U.S. Agriculture: New Evidence on the Role of Heterogeneity and Adaptation
by Michael Keane & Timothy Neal - 2017-W02 Peer Effects on the United States Supreme Court
by Richard Holden & Michael Keane & Matthew Lilley - 2017-W01 Modeling time series with zero observations
by Andrew Harvey & Ryoko Ito
2016
- 2016-W12 Empirical Models of Learning Dynamics: A Survey of Recent Developments
by Andrew T. Ching & Tülin Erdem & Michael P. Keane - 2016-W12 Persuasion for the Long-Run
by James Best & Daniel Quigley - 2016-W10 Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
by Michael P. Keane & Susan Thorp - 2016-W08 Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs
by Bent Nielsen & Xiyu Jiao - 2016-W07 Sources of Change in the Life-Cycle Decisions of American Men and Women: 1962-2014
by Zvi Eckstein & Michael P. Keane & Osnat Lifshitz - 2016-W06 Effects of Permanent and Transitory Tax Changes in a Life-Cycle Labor Supply Model with Human Capital
by Michael P. Keane - 2016-W05 Labour Supply: the Roles of Human Capital and the Extensive Margin
by Michael P. Keane & Nada Wasi - 2016-W04 JAS-mine: A new platform for microsimulation and agent-based modelling
by Matteo Richiardi & Ross E Richardson - 2016-W03 A simple benchmark for mesothelioma projection for Great Britain
by Bent Nielsen & María Dolores Martínez-Miranda & Jens Perch Nielsen - 2016-W02 Robustness of Full Revelation in Multisender Cheap Talk
by Margaret Meyer & Inés Moreno de Barreda & Julia Nafziger - 2016-W01 When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions
by Peiran Jiao & Heinrich H. Nax
2015
- 2015-W12 Bayesian Estimation of Agent-Based Models
by Jakob Grazzini & Matteo Richiardi & Mike Tsionas - 2015-W11 Wages and endowments in a globalised world
by Lorenzo Rotunno & Adrian Wood - 2015-W10 Understanding Preferences: “Demand Types”, and the Existence of Equilibrium with Indivisibilities
by Elizabeth Baldwin & Paul Klemperer - 2015-W09 Cumulated sum of squares statistics for non-linear and non-stationary regressions
by Vanessa Berenguer-Rico & Bent Nielsen - 2015-W08 Generalized Indirect Inference for Discrete Choice Models
by Marianne Bruins & James A. Duffy & Michael P. Keane & Anthony A. Smith, Jr - 2015-W07 Causal transmission in reduced-form models
by Vassili Bazinas & Bent Nielsen - 2015-W06 The future of agent-based modelling
by Matteo Richiardi - 2015-W05 We ran one billion agents. Scaling in simulation models
by Ross Richardson & Matteo Richiardi & Michael Wolfson - 2015-W04 The Effects of Immigration on NHS Waiting Times
by Osea Giuntella & Catia Nicodemo & Carlos Vargas Silva - 2015-W03 Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression
by James A. Duffy - 2015-W02 Life-Cycle Labor Supply with Human Capital: Econometric and Behavioral Implications
by Michael P. Keane - 2015-W01 A uniform law for convergence to the local times of linear fractional stable motions
by James Duffy
2014
- 2014-W08 apc: A Package for Age-Period-Cohort Analysis
by Bent Nielsen - 2014-W07 Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance
by Jakob Grazzini & Matteo Richiardi - 2014-W06 Asymptotic theory for cointegration analysis when the cointegration rank is deficient
by David Bernstein & Bent Nielsen - 2014-W04 Outlier detection algorithms for least squares time series regression
by Søren Johansen & Bent Nielsen - 2014-W03 Deviance analysis of age-period-cohort models
by Bent Nielsen - 2014-W02 Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
by Michael P. Keane & Olean Stavrunova - 2014-W01 A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice
by Andrew T. Ching & Tülin Erdem & Michael P. Keane
2013
- 2013-W12 Market-Based Bank Capital Regulation
by Jeremy Bulow & Paul Klemperer - 2013-W11 The Geometric Chain-Ladder
by D Kuang & Bent Nielsen & J P Nielsen - 2013-W10 The Structure of Consumer Taste Heterogeneity in Revealed vs. Stated Preference Data
by Michael P. Keane & Nada Wasi - 2013-W09 The Demand for Private Health Insurance: Do Waiting Lists Matter?” – Revisited
by Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova - 2013-W08 Panel data discrete choice models of consumer demand
by Michael P. Keane - 2013-W07 Learning Models: An Assessment of Progress, Challenges and New Developments
by Andrew T. Ching & Tülin Erdem & Michael P. Keane - 2013-W06 Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
by Neil Shephard - 2013-W05 Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
by María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen - 2013-W04 Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
by David F. Hendry & Grayham E. Mizon - 2013-W03 Generalised empirical likelihood-based kernel density estimation
by Vitaliy Oryshchenko & Richard J. Smith - 2013-W02 Asymptotic analysis of the Forward Search
by Bent Nielsen & Søren Johansen - 2013-W01 Martingale unobserved component models
by Neil Shephard
2012
- 2012-W13 Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza
by Nada Wasi & Michael P. Keane - 2012-W12 Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective
by Michael P. Keane & Richard Rogerson - 2012-W11 Discrimination in a universal health system: Explaining socioeconomic waiting time gaps
by Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova - 2012-W10 Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
by Michael P. Keane & Olena Stavrunova - 2012-W09 How the Allocation of Children’s Time Affects Cognitive and Non-Cognitive Development
by Michael P. Keane - 2012-W08 Income Taxation in a Life Cycle Model with Human Capital
by Michael P. Keane - 2012-W07 A Joint Chow Test for Structural Instability
by Bent Nielsen & Andrew Whitby - 2012-W06 Basics of Levy processes
by Ole E. Barndorff-Nielsen & Neil Shephard - 2012-W05 Robust inference on parameters via particle filters and sandwich covariance matrices
by Arnaud Doucet & Neil Shephard - 2012-W04 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
by Neil Shephard & Dacheng Xiu - 2012-W03 Regulated Prices, Rent-Seeking, and Consumer Surplus
by Jeremy Bulow & Paul Klemperer - 2012-W02 Efficient and feasible inference for the components of financial variation using blocked multipower variation
by Per A. Mykland & Neil Shephard & Kevin Sheppard - 2012-W01 Multivariate Rotated ARCH Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2011
- 2011-W01 Multivariate High-Frequency-Based Volatility (HEAVY) Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2010
- 2010-W06 Testing for rational bubbles in a co-explosive vector autoregression
by Tom Engsted & Bent Nielsen - 2010-W05 Forecasting in an extended chain-ladder-type model
by Di Kuang & Bent Nielsen & Jens Perch Nielsen - 2010-W04 Discrete-valued Levy processes and low latency financial econometrics
by Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard - 2010-W03 Deferred fees for universities
by Neil Shephard - 2010-W02 Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
by Søren Johansen & Bent Nielsen - 2010-W01 Submission to the review on “Higher Education Funding and Student Finance”
by Neil Shephard
2009
- 2009-W16 Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation
by Fabian Eser - 2009-W15 A Nonparametric Analysis of the Cournot Model
by Andrés Carvajal & John Quah - 2009-W14 Optimal Fiscal Stabilisation through Government Spending
by Fabian Eser - 2009-W13 Income contingent tuition fees for universities
by Neil Shephard - 2009-W12 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Cavit Pakel & Neil Shephard & Kevin Sheppard - 2009-W11 A New Payment Rule for Core-Selecting Package Auctions
by Aytek Erdil & Paul Klemperer - 2009-W10 Test for cointegration rank in general vector autoregressions
by B. Nielsen - 2009-W09 Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
by Jouni Sohkanen & B. Nielsen - 2009-W08 Chain-Ladder as Maximum Likelihood Revisited
by D. Kuang & B. Nielsen & J. P. Nielsen - 2009-W07 Price Controls and Consumer Surplus
by Jeremy Bulow & Paul Klemperer - 2009-W06 A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions
by Paul Klemperer - 2009-W05 Why Do Sellers (Usually) Prefer Auctions?
by Jeremy Bulow & Paul Klemperer - 2009-W04 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
by Nathaniel Frank - 2009-W03 Realising the future: forecasting with high frequency based volatility (HEAVY) models
by Neil Shephard & Kevin Sheppard - 2009-W02 The role of income in money demand during hyper-inflation: the case of Yugoslavia
by Zorica Mladenovic & Bent Nielsen - 2009-W01 What is the Top Priority on Climate Change?
by Paul Klemperer
2008
- 2008-W12 Emissions Trading with Profit-Neutral Permit Allocations
by Cameron Hepburn & John K.-H. Quah & Robert A. Ritz - 2008-W10 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2008-W09 Forecasting with the age-period-cohort model and the extended chain-ladder model
by D. Kuang & Bent Nielsen & J. P. Nielsen - 2008-W08 Learning while voting: determinants of collective experimentation
by Bruno Strulovici - 2008-W07 Properties of etimated characteristic roots
by Bent Nielsen & Heino Bohn Nielsen - 2008-W06 Unit Root Testing with Unstable Volatility
by Brendan K. Beare - 2008-W05 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive G. Bowsher & Roland Meeks - 2008-W04 Stochastic Volatility: Origins and Overview
by Neil Shephard & Torben Andersen - 2008-W03 An analysis of the indicator saturation estimator as a robust regression estimator
by Søren Johansen & Bent Nielsen - 2008-W02 Measuring downside risk-realised semivariance
by Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard - 2008-W01 The Hedge Fund Game
by Peyton Young & Dean P Foster
2007
- 2007-W05 Identification of the age-period-cohort model and the extended chain ladder model
by Di Kuang & Bent Nielsen & J. P. Nielsen - 2007-W04 Comparative Statics, Informativeness, and the Interval Dominance Order
by John K.-H. Quah & Bruno Strulovici - 2007-W03 When are Auctions Best?
by Jeremy Bulow & Paul Klemperer - 2007-W02 Convergence to Stochastic Integrals with Non-linear integrands
by Bent Nielsen & Carlos Caceres - 2007-W01 The empirical process of autoregressive residuals
by Bent Nielsen & Eric Engler
2006
- 2006-W12 High Dimensional Yield Curves: Models and Forecasting
by Clive Bowsher & Roland Meeks - 2006-W11 Credit Shocks and Cycles: a Bayesian Calibration Approach
by Roland Meeks - 2006-W10 Subsampling realised kernels
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2006-W09 Additional Notes on the Comparative Statics of Constrained Optimization Problems
by John Quah - 2006-W08 A Market-Clearing Role for Inefficiency on a Limit Order Book
by Jeremy Large - 2006-W07 Co-ordination and Lock-in: Competition with Switching Costs and Network Effects
by Joseph Farrell & Paul Klemperer - 2006-W06 Network Effects and Switching Costs: two short essays for the new New Palgrave
by Paul Klemperer - 2006-W05 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
by Clive G. Bowsher & Roland Meeks - 2006-W04 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler - 2006-W03 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2006-W02 Concepts and Properties of Substitute Goods
by Paul Milgrom & Bruno Strulovici - 2006-W01 Management of a Capital Stock by Strotz's Naive Planner
by Christopher J. Tyson
2005
- 2005-W26 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher - 2005-W25 Openness, exchange rate regimes and the Phillips curve
by Christopher Bowdler - 2005-W24 Outlier Detection in GARCH Models
by Jurgen A. Doornik & Marius Ooms - 2005-W23 Social Choice Theory and the Informational Basis Approach
by Kevin Roberts - 2005-W22 Hurricanes: Intertemporal Trade and Capital Shocks
by John C. Bluedorn - 2005-W21 Education and Intergenerational Mobility: Evidence from a Natural Experiment in Purerto Rico
by John C. Bluedorn & Elizabeth U. Cascio - 2005-W20 State Dependence in a Multi-state Model of Employment
by Victoria Prowse - 2005-W19 How Damaging is Part-time Employment to a Woman's Occupational Prospects?
by Victoria Prowse - 2005-W18 Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification
by John C. Bluedorn & Christopher Bowdler - 2005-W17 Stochastic Volatility
by Neil Shephard - 2005-W16 Variation, jumps, market frictions and high frequency data in financial econometrics
by Ole E. Barndorff-Nielsen & Neil Shephard - 2005-W15 Condorcet Cycles? A Model of Intertemporal Voting
by Kevin Roberts - 2005-W14 Openness and inflation volatility: Cross-country evidence
by Christopher Bowdler & Adeel Malik - 2005-W13 The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions
by Florin Bilbiie - 2005-W12 Incomplete Fiscal Rules with Imperfect Enforcement
by Florin Bilbiie & David Stasavage - 2005-W11 Fiscal Contracts for a Monetary Union
by Florin Bilbiie - 2005-W10 Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy
by Florin Bilbiie - 2005-W09 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic
by Florin Bilbiie - 2005-W08 Analysis of co-explosive processes
by Bent Nielsen - 2005-W07 Limit theorems for multipower variation in the presence of jumps
by Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel - 2005-W06 Limit theorems for bipower variation in financial econometrics
by Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard - 2005-W05 Estimating quadratic variation when quoted prices jump by a constant increment
by Jeremy Large - 2005-W04 Adjustment Costs and the Identification of Cobb Douglas Production Functions
by Stephen Bond & Måns Söderbom - 2005-W03 Axiomatic Foundations for Satisficing Behavior
by Christopher J.Tyson - 2005-W02 Tradeable Goods, Non-Tradeable Goods and Participation
by Chirstopher Bliss - 2005-W01 Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model
by Takamitsu Kurita & Bent Nielsen
2004
- 2004-W30 Multipower Variation and Stochastic Volatility
by Ole Barndorff-Nielsen & Neil Shephard - 2004-W29 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
by Ole Barndorff-Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard - 2004-W28 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2004-W27 Two Criteria for Social Decisions
by Marc Fleurbaey - 2004-W26 Some Implications of a Variable EIS
by Christopher Bliss - 2004-W25 Two sided analysis of variance with a latent time series
by Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen - 2004-W24 Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression
by Bent Nielsen & J. James Reade - 2004-W23 Iterative Dominance and Sequential Bargaining
by Christopher J. Tyson - 2004-W22 Estimating Time Demand Elasticities Under Rationing
by Victoria Prowse - 2004-W21 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive G. Bowsher - 2004-W20 Likelihood based inference for diffusion driven models
by Siddhartha Chib & Michael K Pitt & Neil Shephard - 2004-W19 Stochastic volatility with leverage: fast likelihood inference
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima - 2004-W18 The aggregate weak axiom in a financial economy through dominant substitution effects
by John Quah - 2004-W17 We Ran One Regression
by David F. Hendry & Hans-Martin Krolzig - 2004-W16 Parallel Computation in Econometrics: A Simplified Approach
by Jurgen A. Doornik & Neil Shephard & David F. Hendry - 2004-W15 Unpredictability and the Foundations of Economic Forecasting
by David F. Hendry - 2004-W14 Robustifying Forecasts from Equilibrium-Correction Models
by David F. Hendry - 2004-W13 Regression Models with Data-based Indicator Variables
by David F. Hendry & Carlos Santos - 2004-W12 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by Guillaume Chevillon & David F. Hendry - 2004-W11 A note on the determinants of inflation starts in the OECD
by Christopher Bowdler & Luca Nunziata - 2004-W10 Testing for a time-varying price-cost markup in the Euro area inflation process
by Christopher Bowdler & Eilev S. Jansen - 2004-W09 Auctions: Theory and Practice
by Paul Klemperer - 2004-W08 Capital Accumulation and Growth: A New Look at the Empirical Evidence
by Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli - 2004-W07 The existence of equilibrium when excess demand obeys the weak axiom
by John K.-H. Quah - 2004-W06 Estimating Equivalence Scales for Tax and Benefits Systems
by John Muellbauer & Justin van de Ven - 2004-W05 Cancellation and Uncertainty Aversion on Limit Order Books
by Jeremy Large - 2004-W04 Regression Models with Data-based Indicator Variables
by David F. Hendry & Carlos Santos - 2004-W03 A Feasible Central Limit Theory for Realised Volatility Under Leverage
by Ole E. Barndorff-Nielsen & Neil Shephard - 2004-W02 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
by Charles S. Bos & Neil Shephard - 2004-W01 Comparative Statics with Concave and Supermodular Functions
by John K.-H. Quah
2003
- 2003-W23 Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
by Bent Nielsen - 2003-W22 Power of tests for unit roots in the presence of a linear trend
by Bent Nielsen - 2003-W21 Econometrics of testing for jumps in financial economics using bipower variation
by Ole E. Barndorff-Nielsen & Neil Shephard