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 Economics' WPs gives the list of the University of Oxford's economics discussion papers. You can gain access to the University of Oxford Discussion Papers in Economic and Social History.
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2000 papers 1999 Papers 1998 Papers, 1997 Papers, 1996 Papers, 1995 and 1994 papers
*2001-W29 Luca Nunziata- Institutions and Wage Determination: a Multi-Country Approach
*2001-W28 Jim-Engle Warnick and Bradley Ruffle - Inferring Buyer Strategies and their Impact on Monopolist Pricing
2001-W27 Jurgen A. Doornik and Marius Ooms - Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models
2001-W26 Siddharth Chib and Neil Shephard - Comment on Durham and Gallant's paper on "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes." Journal of Business and Economic Statistics, 2002, 325-327.
2001-W25 Ole Barndorff-Nielsen, Elisa Nicolato and Neil Shephard - Some recent developments in stochastic volatility modelling. Quantitative Finance, 2002, 2, 11-23.
*2001-W24 John Quah - Comparative Statics and Welfare Theorems When Goods are Normal
2001-W23 Christian List - Complex Collective Decisions and the Probability of Collective Inconsistencies
2001-W22 Jurgen A Doornik, David F. Hendry and Neil Shephard - Computationally-intensive econometrics using a distributed matrix-programming language, Philosophical Transactions of the Royal Society of London, Series A, 360, 2002, 1245--1266.
2001-W21 Stephen Bond, Anke Hoeffler, Jonathan Temple - GMM Estimation of Empirical Growth Models
2001-W20 Ole E. Barndorff-Nielsen and Neil Shephard - Estimating quadratic variation using realised volatility. Journal of Applied Econometrics, 2002, 17, 457--477.
*2001-W19 Giulio Federico - IMF Conditionality
*2001-W18 Ole E. Barndorff-Nielsen and Neil Shephard - Realised power variation and stochastic volatility models. Bernoulli, 2003, 9, 243-265.
*2001-W17 Volker Nocke and Martin Peitz - Hyperbolic Discounting and Secondary Markets
2001-W16 Ole E. Barndorff-Nielsen and Neil Shephard -
How accurate is the asymptotic approximation to the
distribution of realised volatility? Is to appear in Identification and
Inference for Econometric Models. A Festschrift for Tom Rothenberg, (edited
by Don Andrews, Jim Powell, Paul Ruud and Jim Stock), Econometric Society
Monograph Series, Cambridge University Press, 2003, forthcoming (with Ole E.
*2001-W15 Jim Engle-Warnick and Robert L. Slonim- The Fragility and Robustness of Trust
*2001-W14 Jim Engle-Warnick - Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach
*2001-W13 Jim Engle-Warnick and Robert L. Slonim - Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments
*2001-W12 John Quah - Demand is Heterogenous in Grandmont's Model
*2001-W11 Frank Gerhard - A Simple dynamic model for limited dependent variables
2001-W10 Bent Nielsen - Order Determination in general vector autoregressions
2001-W9 Bent Nielsen - Asymptotic properties of least squares statistics in general vector autoregressive models
2001-W8 Ole E. Barndorff-Nielsen and Neil Shephard - Higher order variation and stochastic volatility models, replaced by 2001-W18 which appeared in Bernoulli, 2003, 9, 243--265.
*2001-W7 Luca Nunziata and Stefano Staffolani - On Short-Term Contracts Regulations. Now published as 'Short Term Contracts Regulations and Dynamic Labour Demand: Theory and Evidence', Scottish Journal of Political Economy, Vol. 54, Number. 1, pp. 72-104, February 2007.
2001-W6 Ole E. Barndorff-Nielsen and Neil Shephard - Normal modified stable processes. Theory of Probability and Mathematical Statistics, 2001, 65, 1-19.
*2001-W5 Giulio Federico and David Rahman - Bidding in an electricity pay-as-bid auction. Journal of Regulatory Economics, 2003, 24 (2) 175-211.
*2001-W4 Ole E. Barndorff-Nielsen and Neil Shephard - Econometric analysis of realised volatility and its use in estimating stochastic volatility models. This is a revised version of 2000-W29. Journal of Royal Statistical Society, Series B, 64, 2002, 253-280.
*2001-W3 John K.-H Quah - Comparative Statics of the Weak Axiom
2001-W2 Benoit Mulkay, Bronwyn Hall and Jacques Mairesse - Firm Level Investment and R&D in France and the United States: A Comparison
2001-W1 Ole E. Barndorff-Nielsen and Neil Shephard -
Integrated OU Processes. Revised paper is
now called Integrated OU processes and non-Gaussian OU-based stochastic
volatility models, Scandinavian Journal of Statistics, 2003, 30,
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