Details about Clive Bowsher

Access statistics for papers by Clive Bowsher.

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

Short-id: pbo121

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 View citations (3)
2. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (29)
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (15)
   Working Papers, Federal Reserve Bank of Dallas (2008) 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) View citations (32) (2008)

2006

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

2005

4. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (16)
   Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2002) View citations (24)
   Economics Papers, Economics Group, Nuffield College, University of Oxford (2003) View citations (8)
   See also Journal Article Modelling security market events in continuous time: Intensity based, multivariate point process models, Journal of Econometrics, Elsevier (2007) View citations (161) (2007)

2004

5. 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 (6)
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2004) View citations (7)

2001

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

Journal Articles

2016

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

2013

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

2008

4. The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve
   Journal of the American Statistical Association, 2008, 103, (484), 1419-1437 View citations (32)
   See also Working Paper The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve, Economics Papers (2008) View citations (29) (2008)

2007

5. Modelling security market events in continuous time: Intensity based, multivariate point process models
   Journal of Econometrics, 2007, 141, (2), 876-912 View citations (161)
   See also Working Paper Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models, Economics Papers (2005) View citations (16) (2005)

2002

6. On testing overidentifying restrictions in dynamic panel data models
   Economics Letters, 2002, 77, (2), 211-220 View citations (361)

2001

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