Nuffield Economics Research via WWW

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.

Click on the highlighted title to view or download the full paper or zipped version. 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.

• W25 Brian D. Bell, Oct 1996 'Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Set' Abstract

• W24 Michael K Pitt and Neil Shephard, Aug 1996 'Joint and antithetic MCMC for non-Gaussian measurements with applications to stochastic volatility', (6.2MB). Abstract. Zipped version. (0.15MB).

• W23 & 118 Christopher Bliss, Aug 1996 'Long-Run Wealth Distribution with Random Shocks' Zipped version.(0.4MB).

• W22 & 116 Jonathan Temple and Hans-Joachim Voth, July 1996 'Human capital, equipment investment, and industrialization', (4.9MB). Abstract. Zipped version. (0.78MB).

• W21 & 114 Jonathan Temple and Paul Johnson, July 1996 'Social capability and economic development,', (6.4MB), Abstract. Zipped version. (1.0MB).

• W20 & 113 Michael K Pitt and Neil Shephard, April 1996 `Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models' (7.6MB) Zipped(1.1MB), Abstract

• W19. & 111. Richard H Spady, March 1996 `Nonparametric inference by quasi-likelihood methods'(0.2MB), `Figures 1'(0.10MB), `Figures 2'(0.08MB). All three files are held in the zipped file (0.1MB).

• W18 & 106. Jonathan Temple, Nov 1995 `Testing the augmented Solow Model' (1.4MB) Zipped(0.3MB), Abstract

• W17 & 110. Edmund Cannon, Feb 1996 'Knowledge, Physical Capital and Creative Destruction' (1.1MB) Zipped version. (0.22MB)

• W16 & 105. Christopher Bliss, Oct 1995 `Corruption with Small Corrupt Agents' (0.94MB) Zipped(0.20MB),

• W15 & 108. Neil Shephard and Michael K Pitt, Oct 1995 `Likelihood analysis of non-Gaussian parameter driven models.' (2,5MB). Zipped(0.70MB), Abstract.

• W14 & 104. R Blundell and Steven Bond, Oct 1995 `Initial conditions and moment restrictions in dynamic panel data models' (1.2MB). Zipped (0.24MB)

• W13 & 103. A B Atkinson, Oct 1995 `Income Distribution in Europe and the United States' (0.81MB) Zipped(0.17MB).

• W12. Guido W Imbens, Phillip Johnson and Richard H Spady, July 1995 Information theoretic approaches to inference in moment condition models.' (0.40MB). Zipped (0.10MB)

• W11 & 98. Bent Nielsen, June 1995 `Bartlett correction of the unit root test in autoregressive models.' (0.08MB). Zipped(0.03MB)

• W10 & 95. Steve Corcoran, A C Davison and Richard H Spady, Mar 1995 `Reliable inference from empirical likelihoods.' (0.22MB)

• W8. Neil Shephard, Feb 1995 `Generalized linear autoregressions' (0.22MB). Zipped(0.07MB) Abstract

• W7. David Hendry, Jan 1995 `On the interactions of unit roots and exogeneity' (1.2MB). Zipped(0.16MB)

• W6. Luigi Ermini and David Hendry, Jan 1995 `Log income versus linear income: an application of the encompassing principle' (1.2MB). Zipped(0.16MB)

• W5. Rebecca A Emerson and David Hendry, Dec 1994 `An evaluation of forecasting using leading indicators' (1.3MB). Zipped(0.18MB)

• W4 & 91. Jurgen A Doornik and Henrik Hansen, Nov 1994 `An omnibus test for univariate and multivariate normality.' (0.55MB) Zipped(0.13MB)

• W3. Sangjoon Kim and Neil Shephard, Nov 1994 `Stochastic volatility: likelihood inference and comparison with ARCH models.' (0.66MB) Zipped(0.17MB) Abstract

The following preprints have now been withdrawn as they are forthcoming very soon or have appeared.

• W9 & 94. Neil Shephard, Mar 1995 `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.

• W2. Piet De Jong and Neil Shephard, Nov 1994 `Efficient sampling from the smoothing density in time series models.' (1995) Biometrika, 82, 339--350.

• W1. Andrew C Harvey and Neil Shephard, Nov 1994 `The estimation of an asymmetric stochastic volatility model for asset returns.' (1996) Journal of Business and Economic Statistics, 14. Forthcoming.

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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.

Administrators

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