Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression. by Nielsen, B, Reade, J

Stochastic volatility: likelihood inference and comparison with ARCH models. by Kim, S, Shephard, N

Computationally-intensive Econometrics using a Distributed Matrix-programming Language. by Doornik, J, Hendry, D, Shephard, N

Autoregressive conditional root model. by Rahbek, A, Shephard, N

Two sided analysis of variance with a latent time series. by Hansen, L, Nielsen, B, Nielsen, J

Understanding economic forecasts

“…Hendry is Professor of Economics at Nuffield College, Oxford University. Ericsson is a staff economist at the Division of International Finance, Federal Reserve Board. …”

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

New Auction for Substitutes: Central-Bank Liquidity Auctions, "Toxic Asset" Auctions, and Variable Product-Mix Auctions. by Klemperer, P

Privatization: An economic analysis by Vickers, J, Yarrow, G

“…Vickers is Roy Harrod Fellow in the Economics of Business and Public Policy at Nuffield College, Oxford. Yarrow is Fellow and Tutor in Economics at Hertford College, Oxford. …”

Power of tests for unit roots in the presence of a linear trend. by Nielsen, B

Parallel Computation in Econometrics: A Simplified Approach. by Doornik, J, Shephard, N, Hendry, D

GMM Estimation of Empirical Growth Models. by Bond, S, Hoeffler, A, Temple, J

Emissions Trading with Profit-Neutral Permit Allocations. by Hepburn, C, Quah, J, Ritz, R

Strategic learning and its limits by Young, H

“…Young is Scott and Barbara Black Professor of Economics at Johns Hopkins University and Professorial Fellow at Nuffield College, University of Oxford. Index.…”

Comparative Statics, Informativeness, and the Interval Dominance Order. by Quah, J, Strulovici, B

Obesity under affluence varies by welfare regimes: The effect of fast food, insecurity, and inequality. by Offer, A, Pechey, R, Ulijaszek, S

Adaptive Dynamics with Payoff Heterogeneity. by Myatt, D, Wallace, C

Trends in U.S. Residential Racial Segregation, 1990 to 2020 by Benjamin Elbers

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Sub-sample Model Selection Procedures in Gets Modelling. by Hendry, D, Krolzig, H

The Lure of Aggregates and the Pitfalls of the Patriarchal Perspective: A Critique of the High Wage Economy Interpretation of the British Industrial Revolution. by Humphries, J