## ECONOMICS WORKING PAPERSHome | Working Papers | <% if head1.askip = 1 then %> Aide Memoire | <% end if %> External Links |

**2008-W16**Alberto Petrucci Nonoptimality of the Friedman Rule with Capital Income Taxation
**2008-W15**Thomas Flury and Neil Shephard Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
**2008-W14**Bent Nielsen Singular vector autoregressions with deterministic terms: Strong consistency and lag order determination
**2008-W13**Ole E. Barndorff-Nielsen and Neil Shephard Modelling and measuring volatility
**2008-W12**Cameron Hepburn, John K.-H. Quah, and Robert A. Ritz Emissions Trading with Profit-Neutral Permit Allocations
**2008-W11**Robert F. Engle, Neil Shephard and Kevin Shepphard Fitting vast dimensional time-varying covariance models
**2008-W10**Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde and Neil Shephard Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
**2008-W09**D. Kuang, B. Nielsen and J.P. Nielsen Forecasting with the age-period-cohort model and the extended chain-ladder model. In*Biometrika*95, 2008, pp.987-991.
**2008-W07**Bent Nielsen and Heino Bohn Nielsen Properties of estimated characteristic roots
**2008-W06**Brendan K. Beare Unit Root Testing with Unstable Volatility
**2008-W05**Clive G. Bowsher and Roland Meeks The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
**2008-W04**Neil Shephard and Torben G. Andersen Stochastic Volatility: Origins and Overview
**2008-W03**Søren Johansen and Bent Nielsen An analysis of the indicator saturation estimator as a robust regression estimator . In Castle, J. L. and Shephard, N.*The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry*. Oxford University Press. p. 1-36.
**2008-W02**Ole E. Barndorff-Nielsen, Silja Kinnebrock and Neil Shephard Measuring downside risk - realised semivariance
**2008-W01**Peyton Young, Dean P. Foster The Hedge Fund Game
**2007-W05**Di Kuang, B. Nielsen and J.P. Nielsen Identification of the age-period-cohort model and the extended chain ladder model. In*Biometrika*, 95, 2008, pp.979-986.
**2007-W04**John K-H. Quah and Bruno Strulovici Comparative Statics, Informativeness, and the Interval Dominance Order
**2007-W03**Jeremy Bulow and Paul Klemperer When are Auctions Best?
**2007-W02**Carlos Caceres and Bent Nielsen Convergence to Stochastic Integrals with Non-linear Integrands
**2007-W01**Eric Engler and Bent Nielsen The empirical process of autoregressive residuals In*Econometrics Journal*12, 2009, pp. 367-381.
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. Editor: Maxine Collett |
2006 |