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,2000 Papers 1999 Papers, 1997 Papers , 1996 Papers , 1995 and 1994 papers
1998 PAPERS
1998-W22* Ben
Cooper and Cecilia García-Peñalosa,
Status
Effects and Negative Utility Growth
1998-W21
Siddhartha Chib, Federico Nardari and Neil Shephard,
Markov
chain Monte Carlo methods for generalised stochastic volatility models
ps
1998-W20*
Stephen Morris and Hyun Song Shin,
A Theory of the
Onset of Currency Attacks
1998-W19.
Tina Rydberg and Neil Shephard,
The dynamics of
trade-by-trade price movements: decomposition and models.
ps
1998-W18. Ola
Elerian, A note
on the existence of a closed form conditional transition density for the
Milstein scheme.
1998-W17.
Bent Nielsen, Conditional test for rank in bivariate canonical correlation
analysis. Published in Biometrika, vol. 88, p. 874-880.
1998-W16*. Gavin
Cameron, Catch-Up
and Leapfrog between the USA and Japan
1998-W15&147.
Jeremy Bulow and Paul Klemperer,
The
Tobacco Deal
1998-W14. Ole E.
Barndorff-Nielsen and Neil Shephard,
Incorporation
of a leverage effect in a stochastic volatility model
ps
1998-W13. Bent
Nielsen and Anders Rahbek, Similarity Issues in Cointegration Models, is
published in Oxford Bulletin of Economics and Statistics, vol. 62, p. 5-22.
(2000).
1998-W12&145.
Christopher Bliss,
The
Ergodic Distribution of Wealth with Random Shocks
1998-W11&144.
James Proudman and Stephen Redding,
Evolving
Patterns of International Trade
1998-W10. Ola
Elerian, Siddhartha Chib and Neil Shephard,
Likelihood
inference for discretely observed diffusions. Revised August 1998. Revised
again, May 1999, available
here
1998-W9&143.
Bronwyn H. Hall, Jacques Mairesse, Benoît Mulkay,
Firm
Level Investment in France and the United States: An exploration of what we
have learned in twenty years
1998-W8&142.
Bronwyn H. Hall, Jacques Mairesse, Lee Branstetter and Bruno Crepon,
Does
Cash Flow cause Investment and R&d: An Exploration Using Panel Data for
French, Japanese, and United States Scientific Firms
1998-W7 Ole E.
Barndorff-Nielsen and Neil Shephard,
Aggregation
and model construction for volatility models,
ps,
Zipped
ps
1998-W6 Siem Jan
Koopman, Neil Shephard and Jurgen Doornik,
Statistical
algorithms for models in state space using SsfPack 2.2, forthcoming
Econometrics Journal 2, (1999).
1998-W5 Michael K
Pitt and Neil Shephard (1999), Time Varying Covariances: A Factor Stochastic
Volatility Approach (with discussion), In J.M. Bernardo, J.O. Berger, A.P.
Dawid and A.F.M. Smith (eds.) Bayesian Statistics 6, Proceedings of the Sixth
Valencia International Meeting 547-570 (Oxford: Oxford University Press).
1998-W4 Jeremy
Bulow, Ming Huang and Paul Klemperer,
Toeholds
and Takeovers
Zipped
1998-W3 Paul
Klemperer,
Auctions
with Almost Common Values: The "Wallet Game" and its Applications
Zipped
1998-W2& Jeremy
Bulow and Paul Klemperer,
Prices
and the Winner's Curse
1998-W1
Jeremy Bulow and Paul Klemperer,
The
Generalized War of Attrition
Zipped.
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