Nuffield Economics Research via WWW

Some Nuffield College economics preprints are available, in postscript, via the WWW on page . 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.

Click on the highlighted title to view or download the full paper or zipped version. To get To read pdf files you need a copy of the free Acrobat reader, so click the Adobe site. Typically pdf files will be smaller than postscript files and so you are advised to use this option. Notice that the Copyright © of each of these papers is held by their authors. It is illegal to make multiple copies of these papers without permission from them.

2001 Papers,2000 Papers 1999 Papers, 1998 Papers, 1997 Papers, 1997 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


The administrators respectfully request that the authors immediately inform them when any paper is published to avoid copyright infringment. Note that unauthorized copyright material is illegal and may lead to prosecution. Neither the administrators nor Nuffield College accept any liability in this respect.


The economics group's electronic preprints are kept in order by Maxine Collett. She can be emailed at Please report any problems/comments you have with this page to her.