4
H index
4
i10 index
569
Citations
Oxford University | 4 H index 4 i10 index 569 Citations RESEARCH PRODUCTION: 7 Articles 12 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Clive Bowsher. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
PLOS Computational Biology | 2 |
Working Papers Series with more than one paper published | # docs |
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OFRC Working Papers Series / Oxford Financial Research Centre | 3 |
Working Papers / Federal Reserve Bank of Dallas | 2 |
Year | Title of citing document |
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2021 | Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis. (2021). Kamguia, Brice ; Tadadjeu, Sosson ; Beleck, Alim ; Njangang, Henri. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/057. Full description at Econpapers || Download paper |
2021 | Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis. (2021). Kamguia, Brice ; Tadadjeu, Sosson ; Beleck, Alim ; Njangang, Henri. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/057. Full description at Econpapers || Download paper |
2021 | The impact of agricultural producer price on sustainable food security in Africa – a system GMM approach. (2021). Tian, ZE ; Kwaw-Nimeson, Enoch. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:314164. Full description at Econpapers || Download paper |
2021 | State-dependent Hawkes processes and their application to limit order book modelling. (2018). Pakkanen, Mikko S ; Morariu-Patrichi, Maxime . In: Papers. RePEc:arx:papers:1809.08060. Full description at Econpapers || Download paper |
2020 | Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222. Full description at Econpapers || Download paper |
2020 | Marked point processes and intensity ratios for limit order book modeling. (2020). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:2001.08442. Full description at Econpapers || Download paper |
2020 | Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes. (2020). Jain, Shashi ; Kashyap, Lekhapriya Dheeraj ; Joseph, Sobin. In: Papers. RePEc:arx:papers:2006.02460. Full description at Econpapers || Download paper |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper |
2020 | A Bivariate Compound Dynamic Contagion Process for Cyber Insurance. (2020). Jang, Jiwook ; Oh, Rosy. In: Papers. RePEc:arx:papers:2007.04758. Full description at Econpapers || Download paper |
2020 | Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach. (2020). Lee, Kyungsub ; Jang, Hyun Jin. In: Papers. RePEc:arx:papers:2012.04181. Full description at Econpapers || Download paper |
2021 | Bootstrap Inference for Hawkes and General Point Processes. (2021). Cavaliere, Giuseppe ; Staerk-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Papers. RePEc:arx:papers:2104.03122. Full description at Econpapers || Download paper |
2021 | Simulation and estimation of a point-process market-model with a matching engine. (2021). Jericevich, Ivan ; Gebbie, Tim ; Chang, Patrick. In: Papers. RePEc:arx:papers:2105.02211. Full description at Econpapers || Download paper |
2021 | Mean-Variance Portfolio Selection in Contagious Markets. (2021). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2110.09417. Full description at Econpapers || Download paper |
2020 | The handicap for enhanced solidarity across advanced economies: The greater the economic openness higher the unequal distribution of income. (2020). Ozdemir, Onur. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:4:p:585-632. Full description at Econpapers || Download paper |
2021 | Aid for Trade and services export diversification in recipient countries. (2021). Gnangnon, Sena K. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:189-225. Full description at Econpapers || Download paper |
2021 | Aid for trade and inflation: Exploring the trade openness, export product diversification and foreign direct investment channels. (2021). Gnangnon, Sena Kimm. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:4:p:563-593. Full description at Econpapers || Download paper |
2022 | Aid for Trade, export product diversification, and foreign direct investment. (2022). Gnangnon, Sena Kimm. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:534-561. Full description at Econpapers || Download paper |
2021 | Investment in Knowledge?Based Capital and Productivity: Firm?Level Evidence from a Small Open Economy. (2021). SIEDSCHLAG, IULIA ; Di Ubaldo, Mattia. In: Review of Income and Wealth. RePEc:bla:revinw:v:67:y:2021:i:2:p:363-393. Full description at Econpapers || Download paper |
2021 | Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336. Full description at Econpapers || Download paper |
2021 | A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy. (2021). Malevergne, Yannick ; da Fonseca, Jose. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000725. Full description at Econpapers || Download paper |
2020 | Does board gender diversity influence firm profitability? A control function approach. (2020). Simioni, Michel ; Reddy, Krishna ; Houanti, Lhocine ; Ng, Rey. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:168-181. Full description at Econpapers || Download paper |
2021 | Instrument approval by the Sargan test and its consequences for coefficient estimation. (2021). Kripfganz, Sebastian ; Kiviet, Jan. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002123. Full description at Econpapers || Download paper |
2020 | Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325. Full description at Econpapers || Download paper |
2021 | Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832. Full description at Econpapers || Download paper |
2020 | Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits. (2020). Xu, Dinghai ; Wang, Donghua ; Ji, Jingru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:52-70. Full description at Econpapers || Download paper |
2021 | Revisiting the environmental Kuznets curve in China: A spatial dynamic panel data approach. (2021). Yu, Jihai ; Wang, Wei ; Chang, Hsuan-Yu. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004680. Full description at Econpapers || Download paper |
2021 | Exogenous factors for order arrivals on the intraday electricity market. (2021). Kiesel, Rudiger ; Kramer, Anke. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000918. Full description at Econpapers || Download paper |
2021 | Factor endowment and structural change in Kentucky forest industry. (2021). Ochuodho, Thomas O ; Agyeman, Domena A. In: Forest Policy and Economics. RePEc:eee:forpol:v:131:y:2021:i:c:s1389934121001647. Full description at Econpapers || Download paper |
2020 | Internet and tax reform in developing countries. (2020). Gnangnon, Sena Kimm. In: Information Economics and Policy. RePEc:eee:iepoli:v:51:y:2020:i:c:s0167624519300757. Full description at Econpapers || Download paper |
2021 | Too much finance or too many weak instruments?. (2021). Fajeau, Maxime. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:14-36. Full description at Econpapers || Download paper |
2021 | QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x. Full description at Econpapers || Download paper |
2022 | Twin deficits revisited: A role for fiscal institutions?. (2022). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001571. Full description at Econpapers || Download paper |
2020 | The impact of digital technology usage on economic growth in Africa. (2020). van Klyton, Aaron ; Solomon, Edna Maeyen. In: Utilities Policy. RePEc:eee:juipol:v:67:y:2020:i:c:s0957178720300989. Full description at Econpapers || Download paper |
2021 | The economic geography of infrastructure in Asia: The role of institutions and regional integration. (2021). Mangla, Inayat Ullah ; Nawaz, Saima. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885921000330. Full description at Econpapers || Download paper |
2020 | Stock flow adjustments in sovereign debt dynamics: The role of fiscal frameworks. (2020). Jalles, Joao ; Afonso, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:1-16. Full description at Econpapers || Download paper |
2020 | The exchange rate and export variety: A cross-country analysis with long panel estimators. (2020). Goya, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:649-665. Full description at Econpapers || Download paper |
2021 | A two-phase dynamic contagion model for Covid-19. (2020). Zhao, Hongbiao ; Surya, Budhi ; Qu, Yan ; Lim, Jia Wei ; Kuan, Valerie ; Dassios, Angelos ; Chen, Zezhun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105064. Full description at Econpapers || Download paper |
2021 | Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis. (2021). Kamguia, Brice ; Tadadjeu, Sosson ; Beleck, Alim ; Njangang, Henri. In: Working Papers. RePEc:exs:wpaper:21/057. Full description at Econpapers || Download paper |
2020 | Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Staff Reports. RePEc:fip:fednsr:87987. Full description at Econpapers || Download paper |
2022 | Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks. (2022). Stern, Julio M ; Terada, Ana T ; Takada, Hellinton H ; Kauffmann, Piero C. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:15-:d:780065. Full description at Econpapers || Download paper |
2021 | Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process. (2021). von Luckner, Nikolaus Graf ; Kiesel, Rudiger. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:161-:d:530243. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2020 | General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592. Full description at Econpapers || Download paper |
2020 | Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities. (2020). Odening, Martin ; Filler, Gunther ; Volkenand, Steffen. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:75-:d:383140. Full description at Econpapers || Download paper |
2020 | Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:98-:d:412414. Full description at Econpapers || Download paper |
2020 | Transport Infrastructure Development and Economic Growth in China: Recent Evidence from Dynamic Panel System-GMM Analysis. (2020). Wang, Yong ; Fu, Caihui ; Lin, Justin Yifu ; Ke, Xiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5618-:d:383739. Full description at Econpapers || Download paper |
2021 | Energy–Growth Nexus in the MENA Region: A Dynamic Panel Threshold Estimation. (2021). Said, Fathin ; Alshammary, Mohammed Daher ; Shah, Mohd Azlan ; Karim, Zulkefly Abdul ; Qasim, Qusai Mohammad. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12444-:d:676680. Full description at Econpapers || Download paper |
2021 | Sustainable Banking, Market Power, and Efficiency: Effects on Banks’ Profitability and Risk. (2021). Sanfilippoazofra, Sergio ; Saiz, Maria Cantero ; Olmo, Begoa Torre ; Torreolmo, Begoa . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1298-:d:487492. Full description at Econpapers || Download paper |
2020 | Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Post-Print. RePEc:hal:journl:hal-01799398. Full description at Econpapers || Download paper |
2021 | Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel. (2021). Oliveira Martins, Joaquim ; Jalles, Joao ; de Macedo, Jorge Braga. In: Working Papers REM. RePEc:ise:remwps:wp01892021. Full description at Econpapers || Download paper |
2020 | Direct Versus Indirect Taxes: Impact on Economic Growth and Total Tax Revenue. (2020). Hakim, Taufik Abd. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:2:p:146-153. Full description at Econpapers || Download paper |
2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102. Full description at Econpapers || Download paper |
2021 | Bootstrap inference for Hawkes and general point processes. (2021). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Discussion Papers. RePEc:kud:kuiedp:2105. Full description at Econpapers || Download paper |
2021 | Services diversification and economic growth. (2021). Gnangnon, Sna Kimm. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:18:y:2021:i:1:p:49-86. Full description at Econpapers || Download paper |
2020 | Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962. Full description at Econpapers || Download paper |
2021 | Macroeconomic factors, working capital management, and firm performance—A static and dynamic panel analysis. (2021). Nguyen, Quang Minh ; Hussain, Sarfraz. In: Palgrave Communications. RePEc:pal:palcom:v:8:y:2021:i:1:d:10.1057_s41599-021-00778-x. Full description at Econpapers || Download paper |
2020 | Risk governance, banks affiliated to business groups, and foreign ownership. (2020). ChavarÃÂn, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9. Full description at Econpapers || Download paper |
2020 | The Impact of Political Regime and Institutions on Government Size in Middle-Income Countries. (2020). Khawaja, Idrees ; Nawaz, Saima. In: The Pakistan Development Review. RePEc:pid:journl:v:59:y:2020:i:2:p:199-220. Full description at Econpapers || Download paper |
2020 | Modeling aggressive market order placements with Hawkes factor models. (2020). Zhou, Wei-Xing ; Xu, Hai-Chuan. In: PLOS ONE. RePEc:plo:pone00:0226667. Full description at Econpapers || Download paper |
2020 | Deep limit order book events dynamics. (2020). Bilodeau, Yann. In: Working Papers. RePEc:ris:crcrmw:2020_004. Full description at Econpapers || Download paper |
2020 | Cyclicality of Fiscal Policy in the European Union. (2020). Popione, Ctlina ; Baba, Mirela Camelia ; Dauti, Bardhyl ; Dinc, Marius Sorin . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:75-96. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions. (2020). Fingleton, Bernard. In: The Annals of Regional Science. RePEc:spr:anresc:v:64:y:2020:i:2:d:10.1007_s00168-019-00913-2. Full description at Econpapers || Download paper |
2020 | Crime, deterrence and punishment revisited. (2020). Sarafidis, Vasilis ; Kelaher, Richard ; Weatherburn, Don. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01758-6. Full description at Econpapers || Download paper |
2021 | Development aid and services export diversification. (2021). Gnangnon, Sena Kimm. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:15:y:2021:i:1:d:10.1007_s42495-020-00053-y. Full description at Econpapers || Download paper |
2020 | Development aid, remittances inflows and wages in the manufacturing sector. (2020). Gnangnon, Sena Kimm. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:22:y:2020:i:2:d:10.1007_s40847-020-00110-4. Full description at Econpapers || Download paper |
2021 | Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations. (2021). Swishchuk, Anatoliy. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09803-z. Full description at Econpapers || Download paper |
2021 | Is it an institution, digital or social inclusion that matters for inclusive growth? A panel data analysis. (2021). Naveed, Amjad ; Aslam, Aribah ; Shabbir, Ghulam. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:1:d:10.1007_s11135-020-01008-3. Full description at Econpapers || Download paper |
2022 | Financial development and tax revenue in developing countries: investigating the international trade channel. (2022). Gnangnon, Sena Kimm. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:1:d:10.1007_s43546-021-00176-0. Full description at Econpapers || Download paper |
2021 | Nonparametric Inference of Jump Autocorrelation. (2020). Kwok, Simon. In: Working Papers. RePEc:syd:wpaper:2020-09. Full description at Econpapers || Download paper |
2021 | BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES. (2021). Cavaliere, Giuseppe ; Staerk-Ostergaard, J ; Rahbek, Anders ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2021-05. Full description at Econpapers || Download paper |
2020 | Ownership concentration, corporate risk-taking and performance: Evidence from Vietnamese listed firms. (2020). McMillan, David ; Le, Chi Dat ; Tran, Nam Hoai. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1732640. Full description at Econpapers || Download paper |
2020 | Warnings about future jumps: properties of the exponential Hawkes model. (2020). Mancini, Cecilia ; Lilla, Francesca ; Foschi, Rachele . In: Working Papers. RePEc:ver:wpaper:13/2020. Full description at Econpapers || Download paper |
2021 | Culture and the demand for non?life insurance: Empirical evidences from middle?income and high?income economies*. (2021). Sgro, Pasquale ; Nguyen, Xuan ; Trinh, Cong Tam. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:29:y:2021:i:3:p:431-458. Full description at Econpapers || Download paper |
2020 | Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach. (2020). Lee, Kiseop ; Jang, Hyun Jin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:247-275. Full description at Econpapers || Download paper |
2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Niu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: Working Papers. RePEc:wyi:wpaper:002581. Full description at Econpapers || Download paper |
2020 | Aid for Trade and Services Export Diversification in Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:210467. Full description at Econpapers || Download paper |
2020 | Development Aid, Remittances Inflows and Wages in the Manufacturing Sector of Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213439. Full description at Econpapers || Download paper |
2020 | Aid for Trade flows and Poverty Reduction in Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213807. Full description at Econpapers || Download paper |
2020 | Aid for Trade flows and Wage Inequality in the manufacturing sector of recipient-countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213936. Full description at Econpapers || Download paper |
2020 | Aid for Trade, Export Product Diversification and Import Product Diversification. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:223021. Full description at Econpapers || Download paper |
2021 | Effect of the Utilization of Non-Reciprocal Trade Preferences offered by the QUAD on Economic Growth in Beneficiary Countries. (2021). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:242848. Full description at Econpapers || Download paper |
2021 | Do Unilateral Trade Preferences Help Reduce Poverty in Beneficiary Countries?. (2021). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:247346. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 29 |
2008 | The dynamics of economics functions: modelling and forecasting the yield curve.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2001 | Criterion-based inference for GMM in autoregressive panel data models In: Economics Letters. [Full Text][Citation analysis] | article | 57 |
2001 | Criterion-based inference for GMM in autoregressive panel-data models.(2001) In: IFS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2002 | On testing overidentifying restrictions in dynamic panel data models In: Economics Letters. [Full Text][Citation analysis] | article | 316 |
2007 | Modelling security market events in continuous time: Intensity based, multivariate point process models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 156 |
2002 | Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models.(2002) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2003 | Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2005 | Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2005) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2008 | Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange.(2004) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2006 | High Dimensional Yield Curves: Models and Forecasting In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | High Dimensional Yield Curves: Models and Forecasting.(2006) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | The Fidelity of Dynamic Signaling by Noisy Biomolecular Networks In: PLOS Computational Biology. [Full Text][Citation analysis] | article | 1 |
2016 | Stochastic Simulation of Biomolecular Networks in Dynamic Environments In: PLOS Computational Biology. [Full Text][Citation analysis] | article | 0 |
2013 | Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
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