EconPapers    
Economics at your fingertips  
 

Details about Clive Bowsher

E-mail:
Homepage:http://www.nuff.ox.ac.uk/economics/people/bowsher1.html
Workplace:Economics Group, Nuffield College, Department of Economics, Oxford University, (more information at EDIRC)
Finance Research Centre, Oxford University, (more information at EDIRC)
Department of Economics, Oxford University, (more information at EDIRC)

Access statistics for papers by Clive Bowsher.

Last updated 2012-02-04. Update your information in the RePEc Author Service.

Short-id: pbo121


Jump to Journal Articles

Working Papers

2008

  1. Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves
    Working Papers, Federal Reserve Bank of Dallas Downloads
  2. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (7)
    Also in Working Papers, Federal Reserve Bank of Dallas (2008) Downloads View citations (4)
    Economics Papers, Economics Group, Nuffield College, University of Oxford (2008) Downloads View citations (6)

    See also Journal Article in Journal of the American Statistical Association (2008)

2006

  1. High Dimensional Yield Curves: Models and Forecasting
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (4)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (3)

2005

  1. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (16)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2003) Downloads
    Economics Papers, Economics Group, Nuffield College, University of Oxford (2002) Downloads View citations (13)

    See also Journal Article in Journal of Econometrics (2007)

2004

  1. Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (4)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2004) Downloads View citations (4)

2001

  1. Criterion-based inference for GMM in autoregressive panel-data models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (36)
    See also Journal Article in Economics Letters (2001)

Journal Articles

2008

  1. The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve
    Journal of the American Statistical Association, 2008, 103, (484), 1419-1437 Downloads View citations (10)
    See also Working Paper (2008)

2007

  1. Modelling security market events in continuous time: Intensity based, multivariate point process models
    Journal of Econometrics, 2007, 141, (2), 876-912 Downloads View citations (59)
    See also Working Paper (2005)

2002

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

2001

  1. Criterion-based inference for GMM in autoregressive panel data models
    Economics Letters, 2001, 73, (3), 379-388 Downloads View citations (40)
    See also Working Paper (2001)
 
Page updated 2017-06-24