W16&105.
Christopher Bliss,
Corruption
with Small Corrupt Agents
ZippedSome Nuffield College economics preprints are available, in postscript, via the WWW on page http://www.nuffield.ox.ac.uk . Click here to get a list of the economics faculty and keys into their homepages. Paper WPs gives a list of working papers of this series which are available on paper. Also IES' WPs gives the list of the University of Oxford's applied economics discussion papers. You can gain access to the University of Oxford Discussion Papers in Economic and Social History. Jon Temple's Economic Growth homepage can be accessed from here.
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1995 PAPERS
W16&105.
Christopher Bliss,
Corruption
with Small Corrupt Agents
Zipped
W15&108, revised as
W27. Neil Shephard & Michael K Pitt, `Likelihood inference for
non-Gaussian measurement time series,' (1997) Biometrika, 84,
653-67.
W14&104. R
Blundell & Steven Bond,
Initial
conditions and moment restrictions in dynamic panel data models.
Zipped
W13&103. A B
Atkinson,
Income
Distribution in Europe and the United States
Zipped.Pdf.
W12. Guido W
Imbens, Richard H Spady & Phillip Johnson, `Information theoretic
approaches to inference in moment condition models,' (1998)
Econometrica, 66, 333-57.
W11&98. Bent
Nielsen, `Bartlett correction of the unit root test in autoregressive models,'
(1997) Biometrika, 84, 500-504.
W10&95. Steve
Corcoran, A C Davison & Richard H Spady,
Reliable
inference from empirical likelihoods.
W9&94. Neil
Shephard, `Statistical aspects of ARCH and stochastic volatility', in Time
Series Models in Econometrics, Finance and Other Fields, 1-67, edited by
D.R.Cox, O.E.Barndorff-Nielson and D.V.Hinkley. (1996) London: Chapman and
Hall.
W8. Neil Shephard,
Generalized
linear autoregressions.
Zipped
Abstract
W7. David Hendry,
`On the interactions of unit roots and exogeneity', (1995) Econometric
Reviews, 14.
W6. Luigi Ermini
& David Hendry,
Log income
versus linear income: an application of the encompassing principle.
Zipped
W5. Rebecca A
Emerson and David Hendry, `An evaluation of forecasting using leading
indicators', (1996) Journal of Forecasting, 15.
W3. Sangjoon Kim
& Neil Shephard, Revised as W26.
W2. Piet De Jong
and Neil Shephard, `Efficient sampling from the smoothing density in time
series models.' (1995) Biometrika, 82, 339--350.
W1. Andrew C Harvey
and Neil Shephard, `The estimation of an asymmetric stochastic volatility model
for asset returns.' (1996) Journal of Business and Economic Statistics,
14, 429-434.
1994 PAPERS
W4&91. Jurgen A
Doornik & Henrik Hansen,
An
omnibus test for univariate and multivariate normality.'
Zipped
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The economics group's electronic preprints are kept in order by Maxine Collett. She can be emailed at Maxine.Collett@nuffield.ox.ac.uk. Please report any problems/comments you have with this page to her.