Details about Clive Bowsher

Access statistics for papers by Clive Bowsher.

Last updated 2008-08-12. Update your information in the RePEc Author Service.

Short-id: pbo121

Working Papers

2006

1. High Dimensional Yield Curves: Models and Forecasting
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations
2. The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations

2005

3. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations
   Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2002) View citations

2004

4. Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations

2001

5. Criterion-based inference for GMM in autoregressive panel-data models
   IFS Working Papers, Institute for Fiscal Studies View citations
   See also Journal Article in Economics Letters (2001)

Journal Articles

2002

1. On testing overidentifying restrictions in dynamic panel data models
   Economics Letters, 2002, 77, (2), 211-220 View citations

2001

2. Criterion-based inference for GMM in autoregressive panel data models
   Economics Letters, 2001, 73, (3), 379-388 View citations
   See also Working Paper (2001)