2000-W38 Ole E. Barndorff-Nielsen and Neil Shephard -
Reply to the discussion of "Non-Gaussian OU based
models and some of their uses in financial economics," read to the Royal
Statistical Society on 18th October, 2000. Some 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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2001 Papers,1999 Papers 1998 Papers, 1997 Papers, 1996 Papers, 1995 and 1994 papers
2000 PAPERS
2000-W38 Ole E. Barndorff-Nielsen and Neil Shephard -
Reply to the discussion of "Non-Gaussian OU based
models and some of their uses in financial economics," read to the Royal
Statistical Society on 18th October, 2000.
2000-W37* Hans-Martin Krolzig, Massimiliano Marcellino and Grayham E.
Mizon - A Markov-Switching Vector Equilibrium Correction
Model of the UK Labour Market.
2000-W36* Michael P. Clements and Hans-Martin Krolzig -
Can Oil Shocks Explain Asymmetries in the US
Business Cycle?
2000-W35* Hans-Martin Krolzig - Testing for
Cobreaking and Super Exogeneity in the Presence of Deterministic
Shifts.
2000-W34* Hans-Martin Krolzig - General-to-Specific
Reductions in Vector Autoregressive Processes.
2000-W33* Hans-Martin Krolzig - Business Cycle
Measurement in the Presence of Structural Change: International
Evidence
2000-W32* Michael P. Clements and Hans-Martin Krolzig -
Business Cycle Asymmetries: Characterisation and
Testing based on Markov-Switching Autoregressions.
2000-W31* Hans-Martin Krolzig - Predicting
Markov-Switching Vector Autoregressive Processes
2000-W30* Daniel J. Zizzo and Daniel Sgroi -
Bounded-rational behavior by neural networks in
normal form games
2000-W29 Ole E. Barndorff-Nielsen and Neil Shephard -
Econometric analysis of realised volatility and its
use in estimating Levy based non-Gaussian OU type stochastic volatility
models
2000-W28* Clive G. Bowsher - On Testing
Overidentifying Restrictions in Dynamic Panel Data Models
2000-W27* Volker Nocke - Monopolisation
and Industry Strucutre
2000-W26* Paul
Klemperer - What really matters in auction
design.
2000-W25* Paul Klemperer - Why every economist
should learn some auction theory.
2000-W24 Bent Nielsen - The asymptotic
distribution of likelihood ratio test statistics for cointegration in unstable
vector autoregressive processes.
2000-W23* Samuel G. Berlinski - On the estimation and testing of
wage equations using GMM
2000-W22 Søren
Johansen, Rocco Mosconi and Bent Nielsen - Cointegration Analysis in the
Presence of Structural Breaks in the Deterministic Trend is published in
Econometrics Journal, vol. 3, p. 216-249 (2000) and can be found on the web
on http://www.res.org.uk/journals/abstracts.asp?ref=1368-4221&vid=3&iid=2&aid=47
2000-W21 John Thanassoulis - Multiproduct
Haggling(updated version)
2000-W20
Christopher Bliss - The Smash-and-Grab
Game
2000-W19 David
Myatt - Strategic Voting Incentives in a Three Party System - Available
Soon
2000-W18
Bronwyn H. Hall, Albert N. Link and John T. Scott Universities as Research Partners
2000-W17
Bronwyn H. Hall, Adam Jaffe and Manuel Trajtenberg Market Value and Patent Citations: A First Look
2000-W16
Bronwyn H. Hall and Rosemarie Ham Ziedonis The
Patent Paradox Revisited: An Empirical Study of Patenting in the US
Semiconductor Industry, 1979-95
2000-W15*
Daniel Sgroi The Right Choice at the Right Time: A
Herding Experiment in Endogenous Time
2000-W14*
Daniel Sgroi Optimizing Information in the Herd
. A version of this paper is now published in Games and Economic Behavior
39, 137-166, April 2002.
2000-W13* Ran Spiegler Pro Arugments, Con
Arguments and Status Quo Bias in Multi-Issue Decision Problems
2000-W12* John Quah Weak Axiomatic Demand
Theory
2000-W11* Leonardo Felli and Kevin Roberts
Does
Competition Solve the Hold-up Problem?
2000-W10* Margaret
Stevens
Wage-Tenure
Contracts in a Frictional Labour Market: Firms' Strategies for Recruitment and
Retention.
2000-W9* Margaret Stevens
Reconciling
Theoretical and Empirical Human Capital Earnings Functions
2000-W8
Christian List
A
Note on Measuring Preference Structuration
2000-W7*
David Myatt
Strategic
Voting Under the Qualified Majority Rule
2000-W6*
John Quah An Elementary
Equilibrium Existence Theorem
2000-W5* David P
Myatt and Chris Wallace
Dominated
Strategies and Equilibrium Selection
2000-W4*
Gavin Cameron
R&D and
Growth at the Industry Level
2000-W3 Ole E. Barndorff-Nielsen and Neil Shephard
Modelling
by Levy processess for financial econometrics, Prepared for a chapter of
Barndorff-Nielsen, Ole E and Thomas Mikosch and Sid Resnick (2000) Levy
Processes -- Theory and Applications, Birkhauser, Boston.
2000-W2
Christopher Bliss
The
Application of Toy Economic Models to the Analysis of Globalization
2000-W1
Christopher Bliss
A
Modification of Ronald Jones's Specific Factors Model; with Historical and
other Applications
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