Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form. by Bos, C, Shephard, N

Right Wing Political Extremism in the Great Depression. by Bromhead, A, Eichengreen, B, O'Rourke, K

Likelihood-based estimation of latent generalised ARCH structures. by Fiorentini, G, Sentana, E, Shephard, N

Matched Pairs with Binary Outcomes by Christiana Kartsonaki, D.R. Cox

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The asymptotic distribution of likelihood ratio test statistics for cointegration in unstable vector autoregressive processes. by Nielsen, B

Equilibrium Departures from Common Knowledge in Games with Non-additive Expected Utility. by Mukerji, S, Shin, H

Forecast Failure, Expectations Formation, and the Lucas Critique. by Hendry, D

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts. by Hendry, D, Mizon, G

Aggregation and Model Construction for Volatility Models. by Barndorff-Nielsen, O, Shephard, N

The Hedge Fund Game. by Young, H, Foster, D

When are Auctions Best? by Bulow, J, Klemperer, P

The UK Demand for Broad Money over the Long run. by Ericsson, N, Hendry, D, Prestiwch, K

Robustifying Forecasts from Equilibrium-Correction Models. by Hendry, D

Regression Models with Data-based Indicator Variables. by Hendry, D, Santos, C

Integrated OU Processes. by Barndorff-Nielsen, O, Shephard, N

Properties of Estimated Characteristic Roots. by Nielsen, B, Nielsen, H

Measuring and forecasting financial variability using realised variance with and without a model. by Barndorff-Nielsen, O, Nielsen, B, Shephard, N, Ysusi, C

Correlograms for non-stationary autoregressions. by Nielsen, B

Testing for a time-varying price-cost markup in the Euro area inflation process. by Bowdler, C, Jansen, E

Adjustment costs and the identification of Cobb Douglas production functions. by Bond, S, Söderbom, M