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Details about Clive Bowsher

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 2023-05-05. Update your information in the RePEc Author Service.

Short-id: pbo121


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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 View citations (3)
  2. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (15)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2008) Downloads View citations (29)
    Working Papers, Federal Reserve Bank of Dallas (2008) Downloads View citations (9)

    See also Journal Article The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve, Journal of the American Statistical Association, American Statistical Association (2008) Downloads View citations (32) (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 (4)

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 View citations (8)
    Economics Papers, Economics Group, Nuffield College, University of Oxford (2002) Downloads View citations (24)

    See also Journal Article Modelling security market events in continuous time: Intensity based, multivariate point process models, Journal of Econometrics, Elsevier (2007) Downloads View citations (160) (2007)

2004

  1. 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 Downloads View citations (6)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2004) Downloads View citations (7)

2001

  1. Criterion-based inference for GMM in autoregressive panel-data models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (58)
    See also Journal Article Criterion-based inference for GMM in autoregressive panel data models, Economics Letters, Elsevier (2001) Downloads View citations (64) (2001)

Journal Articles

2016

  1. Stochastic Simulation of Biomolecular Networks in Dynamic Environments
    PLOS Computational Biology, 2016, 12, (6), 1-18 Downloads

2013

  1. Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization
    Applied Mathematical Finance, 2013, 20, (2), 137-166 Downloads
  2. The Fidelity of Dynamic Signaling by Noisy Biomolecular Networks
    PLOS Computational Biology, 2013, 9, (3), 1-9 Downloads View citations (4)

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 (32)
    See also Working Paper The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve, OFRC Working Papers Series (2008) Downloads View citations (15) (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 (160)
    See also Working Paper Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models, Economics Papers (2005) Downloads View citations (16) (2005)

2002

  1. On testing overidentifying restrictions in dynamic panel data models
    Economics Letters, 2002, 77, (2), 211-220 Downloads View citations (359)

2001

  1. Criterion-based inference for GMM in autoregressive panel data models
    Economics Letters, 2001, 73, (3), 379-388 Downloads View citations (64)
    See also Working Paper Criterion-based inference for GMM in autoregressive panel-data models, IFS Working Papers (2001) Downloads View citations (58) (2001)
 
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