Economic Forecasting: Some Lessons from Recent Research. by Hendry, D, Clements, M

Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends. by Nielsen, B, Sohkanen, J

Capital Accumulation and Growth: A New Look at the Empirical Evidence. by Bond, S, Leblebicioglu, A, Schiantarelli, F

Multivariate High-Frequency-Based Volatility (HEAVY) Models. by Noureldin, D, Shephard, N, Sheppard, K

The Markup for Lemons: Quality and Uncertainty in American and British Used-Car Markets c. 1953-73. by Offer, A

The foundations of econometric analysis

“…Essays focus on the early discussion stimulated by the introduction of statistical thinking and methods into economics; early time-series analysis; applied econometrics and the identification problem; the evolution of statistical thinking in econometrics; dynamic models; the Tinbergen debate; structure and simultaneity; the probabilistic revolution; and exogeneity. Hendry is at Nuffield College, University of Oxford. Morgan is at the London School of Economics and the University of Amsterdam. …”

How Damaging is Part-time Employment to a Woman`s Occupational Prospects? by Prowse, V

Test for cointegration rank in general vector autoregressions. by Nielsen, B

Unpredictability and the Foundations of Economic Forecasting. by Hendry, D

We Ran One Regression. by Hendry, D, Krolzig, H

Forecasting in an extended chain-ladder-type model. by Kuang, D, Nielsen, B, Nielsen, J

The empirical process of autoregressive residuals. by Engler, E, Nielsen, B

Regulated Prices, Rent-Seeking, and Consumer Surplus. by Bulow, J, Klemperer, P

Almost Common Value Auctions: The "Wallet Game" and its Applications to Takeover Battles and Airwaves Auctions. by Klemperer, P

Stochastic volatility with leverage: fast likelihood inference. by Omori, Y, Chib, S, Shephard, N, Nakajima, J

An evaluation of forecasting using leading indicators. by Emerson, R, Hendry, D

Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. by Barndorff-Nielsen, O, Shephard, N

Epidemics of Abundance: Overeating and Slimming in the USA and Britain since the 1950s. by Offer, A

Multimodality in the GARCH Regression Models. by Doornik, J, Ooms, M

Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models. by Pitt, M, Shephard, N