# Economics Group, Nuffield College, University of Oxford

# Economics Papers

Web page: http://www.nuff.ox.ac.uk/economics/

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**Undated material is presented at the end, although it may be more recent than other items**

### 2015

**2015-W01 A uniform law for convergence to the local times of linear fractional stable motions***by*James Duffy

### 2014

**2014-W08 apc: A Package for Age-Period-Cohort Analysis***by*Bent Nielsen**2014-W07 Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance***by*Jakob Grazzini & Matteo Richiardi**2014-W06 Asymptotic theory for cointegration analysis when the cointegration rank is deficient***by*David Bernstein & Bent Nielsen**2014-W04 Outlier detection algorithms for least squares time series regression***by*Søren Johansen & Bent Nielsen**2014-W03 Deviance analysis of age-period-cohort models***by*Bent Nielsen**2014-W02 Adverse Selection, Moral Hazard and the Demand for Medigap Insurance***by*Michael P. Keane & Olean Stavrunova**2014-W01 A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice***by*Andrew T. Ching & Tülin Erdem & Michael P. Keane

### 2013

**2013-W12 Market-Based Bank Capital Regulation***by*Jeremy Bulow & Paul Klemperer**2013-W11 The Geometric Chain-Ladder***by*D Kuang & Bent Nielsen & J P Nielsen**2013-W10 The Structure of Consumer Taste Heterogeneity in Revealed vs. Stated Preference Data***by*Michael P. Keane & Nada Wasi**2013-W09 The Demand for Private Health Insurance: Do Waiting Lists Matter?” – Revisited***by*Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova**2013-W08 Panel data discrete choice models of consumer demand***by*Michael P. Keane**2013-W07 Learning Models: An Assessment of Progress, Challenges and New Developments***by*Andrew T. Ching & Tülin Erdem & Michael P. Keane**2013-W06 Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality***by*Neil Shephard**2013-W05 Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality***by*María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen**2013-W04 Unpredictability in Economic Analysis, Econometric Modeling and Forecasting***by*David F. Hendry & Grayham E. Mizon**2013-W03 Generalised empirical likelihood-based kernel density estimation***by*Vitaliy Oryshchenko & Richard J. Smith**2013-W02 Asymptotic analysis of the Forward Search***by*Bent Nielsen & Søren Johansen**2013-W01 Martingale unobserved component models***by*Neil Shephard

### 2012

**2012-W13 Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza***by*Nada Wasi & Michael P. Keane**2012-W12 Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective***by*Michael P. Keane & Richard Rogerson**2012-W11 Discrimination in a universal health system: Explaining socioeconomic waiting time gaps***by*Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova**2012-W10 Adverse Selection, Moral Hazard and the Demand for Medigap Insurance***by*Michael P. Keane & Olena Stavrunova**2012-W09 How the Allocation of Children’s Time Affects Cognitive and Non-Cognitive Development***by*Michael P. Keane**2012-W08 Income Taxation in a Life Cycle Model with Human Capital***by*Michael P. Keane**2012-W07 A Joint Chow Test for Structural Instability***by*Bent Nielsen & Andrew Whitby**2012-W06 Basics of Levy processes***by*Ole E. Barndorff-Nielsen & Neil Shephard**2012-W05 Robust inference on parameters via particle filters and sandwich covariance matrices***by*Arnaud Doucet & Neil Shephard**2012-W04 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices***by*Neil Shephard & Dacheng Xiu**2012-W03 Regulated Prices, Rent-Seeking, and Consumer Surplus***by*Jeremy Bulow & Paul Klemperer**2012-W02 Efficient and feasible inference for the components of financial variation using blocked multipower variation***by*Per A. Mykland & Neil Shephard & Kevin Sheppard**2012-W01 Multivariate Rotated ARCH Models***by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

### 2011

**2011-W01 Multivariate High-Frequency-Based Volatility (HEAVY) Models***by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

### 2010

**2010-W06 Testing for rational bubbles in a co-explosive vector autoregression***by*Tom Engsted & Bent Nielsen**2010-W05 Forecasting in an extended chain-ladder-type model***by*Di Kuang & Bent Nielsen & Jens Perch Nielsen**2010-W04 Discrete-valued Levy processes and low latency financial econometrics***by*Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard**2010-W03 Deferred fees for universities***by*Neil Shephard**2010-W02 Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli***by*Søren Johansen & Bent Nielsen**2010-W01 Submission to the review on “Higher Education Funding and Student Finance”***by*Neil Shephard

### 2009

**2009-W16 Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation***by*Fabian Eser**2009-W15 A Nonparametric Analysis of the Cournot Model***by*Andrés Carvajal & John Quah**2009-W14 Optimal Fiscal Stabilisation through Government Spending***by*Fabian Eser**2009-W13 Income contingent tuition fees for universities***by*Neil Shephard**2009-W12 Nuisance parameters, composite likelihoods and a panel of GARCH models***by*Cavit Pakel & Neil Shephard & Kevin Sheppard**2009-W11 A New Payment Rule for Core-Selecting Package Auctions***by*Aytek Erdil & Paul Klemperer**2009-W10 Test for cointegration rank in general vector autoregressions***by*B. Nielsen**2009-W09 Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends***by*Jouni Sohkanen & B. Nielsen**2009-W08 Chain-Ladder as Maximum Likelihood Revisited***by*D. Kuang & B. Nielsen & J. P. Nielsen**2009-W07 Price Controls and Consumer Surplus***by*Jeremy Bulow & Paul Klemperer**2009-W06 A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions***by*Paul Klemperer**2009-W05 Why Do Sellers (Usually) Prefer Auctions?***by*Jeremy Bulow & Paul Klemperer**2009-W04 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading***by*Nathaniel Frank**2009-W03 Realising the future: forecasting with high frequency based volatility (HEAVY) models***by*Neil Shephard & Kevin Sheppard**2009-W02 The role of income in money demand during hyper-inflation: the case of Yugoslavia***by*Zorica Mladenovic & Bent Nielsen**2009-W01 What is the Top Priority on Climate Change?***by*Paul Klemperer

### 2008

**2008-W12 Emissions Trading with Profit-Neutral Permit Allocations***by*Cameron Hepburn & John K.-H. Quah & Robert A. Ritz**2008-W10 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading***by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard**2008-W09 Forecasting with the age-period-cohort model and the extended chain-ladder model***by*D. Kuang & Bent Nielsen & J. P. Nielsen**2008-W08 Learning while voting: determinants of collective experimentation***by*Bruno Strulovici**2008-W07 Properties of etimated characteristic roots***by*Bent Nielsen & Heino Bohn Nielsen**2008-W06 Unit Root Testing with Unstable Volatility***by*Brendan K. Beare**2008-W05 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve***by*Clive G. Bowsher & Roland Meeks**2008-W04 Stochastic Volatility: Origins and Overview***by*Neil Shephard & Torben Andersen**2008-W03 An analysis of the indicator saturation estimator as a robust regression estimator***by*Søren Johansen & Bent Nielsen**2008-W02 Measuring downside risk-realised semivariance***by*Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard**2008-W01 The Hedge Fund Game***by*Peyton Young & Dean P Foster

### 2007

**2007-W05 Identification of the age-period-cohort model and the extended chain ladder model***by*Di Kuang & Bent Nielsen & J. P. Nielsen**2007-W04 Comparative Statics, Informativeness, and the Interval Dominance Order***by*John K.-H. Quah & Bruno Strulovici**2007-W03 When are Auctions Best?***by*Jeremy Bulow & Paul Klemperer**2007-W02 Convergence to Stochastic Integrals with Non-linear integrands***by*Bent Nielsen & Carlos Caceres**2007-W01 The empirical process of autoregressive residuals***by*Bent Nielsen & Eric Engler

### 2006

**2006-W12 High Dimensional Yield Curves: Models and Forecasting***by*Clive Bowsher & Roland Meeks**2006-W11 Credit Shocks and Cycles: a Bayesian Calibration Approach***by*Roland Meeks**2006-W10 Subsampling realised kernels***by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard**2006-W09 Additional Notes on the Comparative Statics of Constrained Optimization Problems***by*John Quah**2006-W08 A Market-Clearing Role for Inefficiency on a Limit Order Book***by*Jeremy Large**2006-W07 Co-ordination and Lock-in: Competition with Switching Costs and Network Effects***by*Joseph Farrell & Paul Klemperer**2006-W06 Network Effects and Switching Costs: two short essays for the new New Palgrave***by*Paul Klemperer**2006-W05 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure***by*Clive G. Bowsher & Roland Meeks**2006-W04 The Open Economy Consequences of U.S. Monetary Policy***by*John Bluedorn & Christopher Bowdler**2006-W03 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise***by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard**2006-W02 Concepts and Properties of Substitute Goods***by*Paul Milgrom & Bruno Strulovici**2006-W01 Management of a Capital Stock by Strotz's Naive Planner***by*Christopher J. Tyson

### 2005

**2005-W26 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models***by*Clive G. Bowsher**2005-W25 Openness, exchange rate regimes and the Phillips curve***by*Christopher Bowdler**2005-W24 Outlier Detection in GARCH Models***by*Jurgen A. Doornik & Marius Ooms**2005-W23 Social Choice Theory and the Informational Basis Approach***by*Kevin Roberts**2005-W22 Hurricanes: Intertemporal Trade and Capital Shocks***by*John C. Bluedorn**2005-W21 Education and Intergenerational Mobility: Evidence from a Natural Experiment in Purerto Rico***by*John C. Bluedorn & Elizabeth U. Cascio**2005-W20 State Dependence in a Multi-state Model of Employment***by*Victoria Prowse**2005-W19 How Damaging is Part-time Employment to a Woman's Occupational Prospects?***by*Victoria Prowse**2005-W18 Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification***by*John C. Bluedorn & Christopher Bowdler**2005-W17 Stochastic Volatility***by*Neil Shephard**2005-W16 Variation, jumps, market frictions and high frequency data in financial econometrics***by*Ole E. Barndorff-Nielsen & Neil Shephard**2005-W15 Condorcet Cycles? A Model of Intertemporal Voting***by*Kevin Roberts**2005-W14 Openness and inflation volatility: Cross-country evidence***by*Christopher Bowdler & Adeel Malik**2005-W13 The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions***by*Florin Bilbiie**2005-W12 Incomplete Fiscal Rules with Imperfect Enforcement***by*Florin Bilbiie & David Stasavage**2005-W11 Fiscal Contracts for a Monetary Union***by*Florin Bilbiie**2005-W10 Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy***by*Florin Bilbiie**2005-W09 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic***by*Florin Bilbiie**2005-W08 Analysis of co-explosive processes***by*Bent Nielsen**2005-W07 Limit theorems for multipower variation in the presence of jumps***by*Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel**2005-W06 Limit theorems for bipower variation in financial econometrics***by*Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard**2005-W05 Estimating quadratic variation when quoted prices jump by a constant increment***by*Jeremy Large**2005-W04 Adjustment Costs and the Identification of Cobb Douglas Production Functions***by*Stephen Bond & Måns Söderbom**2005-W03 Axiomatic Foundations for Satisficing Behavior***by*Christopher J.Tyson**2005-W02 Tradeable Goods, Non-Tradeable Goods and Participation***by*Chirstopher Bliss**2005-W01 Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model***by*Takamitsu Kurita & Bent Nielsen

### 2004

**2004-W30 Multipower Variation and Stochastic Volatility***by*Ole Barndorff-Nielsen & Neil Shephard**2004-W29 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales***by*Ole Barndorff-Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard**2004-W28 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise***by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard**2004-W27 Two Criteria for Social Decisions***by*Marc Fleurbaey**2004-W26 Some Implications of a Variable EIS***by*Christopher Bliss**2004-W25 Two sided analysis of variance with a latent time series***by*Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen**2004-W24 Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression***by*Bent Nielsen & J. James Reade**2004-W23 Iterative Dominance and Sequential Bargaining***by*Christopher J. Tyson**2004-W22 Estimating Time Demand Elasticities Under Rationing***by*Victoria Prowse**2004-W21 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange***by*Clive G. Bowsher**2004-W20 Likelihood based inference for diffusion driven models***by*Siddhartha Chib & Michael K Pitt & Neil Shephard**2004-W19 Stochastic volatility with leverage: fast likelihood inference***by*Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima**2004-W18 The aggregate weak axiom in a financial economy through dominant substitution effects***by*John Quah**2004-W17 We Ran One Regression***by*David F. Hendry & Hans-Martin Krolzig**2004-W16 Parallel Computation in Econometrics: A Simplified Approach***by*Jurgen A. Doornik & Neil Shephard & David F. Hendry**2004-W15 Unpredictability and the Foundations of Economic Forecasting***by*David F. Hendry**2004-W14 Robustifying Forecasts from Equilibrium-Correction Models***by*David F. Hendry**2004-W13 Regression Models with Data-based Indicator Variables***by*David F. Hendry & Carlos Santos**2004-W12 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes***by*Guillaume Chevillon & David F. Hendry**2004-W11 A note on the determinants of inflation starts in the OECD***by*Christopher Bowdler & Luca Nunziata**2004-W10 Testing for a time-varying price-cost markup in the Euro area inflation process***by*Christopher Bowdler & Eilev S. Jansen**2004-W09 Auctions: Theory and Practice***by*Paul Klemperer**2004-W08 Capital Accumulation and Growth: A New Look at the Empirical Evidence***by*Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli**2004-W07 The existence of equilibrium when excess demand obeys the weak axiom***by*John K.-H. Quah**2004-W06 Estimating Equivalence Scales for Tax and Benefits Systems***by*John Muellbauer & Justin van de Ven**2004-W05 Cancellation and Uncertainty Aversion on Limit Order Books***by*Jeremy Large**2004-W04 Regression Models with Data-based Indicator Variables***by*David F. Hendry & Carlos Santos**2004-W03 A Feasible Central Limit Theory for Realised Volatility Under Leverage***by*Ole E. Barndorff-Nielsen & Neil Shephard**2004-W02 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form***by*Charles S. Bos & Neil Shephard**2004-W01 Comparative Statics with Concave and Supermodular Functions***by*John K.-H. Quah

### 2003

**2003-W23 Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms***by*Bent Nielsen**2003-W22 Power of tests for unit roots in the presence of a linear trend***by*Bent Nielsen**2003-W21 Econometrics of testing for jumps in financial economics using bipower variation***by*Ole E. Barndorff-Nielsen & Neil Shephard**2003-W20 Multimodality in the GARCH Regression Model***by*Jurgen A. Doornik & Marius Ooms**2003-W19 Power variation & stochastic volatility: a review and some new results***by*Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard**2003-W17 Power and bipower variation with stochastic volatility and jumps***by*Ole E. Barndorff-Nielsen & Neil Shephard**2003-W16 Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals***by*Peter Flaschel & Hans-Martin Krolzig**2003-W15 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions***by*Hans-Martin Krolzig**2003-W14 The Properties of Automatic Gets Modelling***by*David Hendry & Hans-Martin Krolzig**2003-W13 Comparison of Model Reduction Methods for VAR Processes***by*Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl**2003-W12 Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes***by*Ole E. Barndorff-Nielsen & Neil Shephard**2003-W11 Correlograms for non-stationary autoregressions***by*Bent Nielsen**2003-W10 Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview***by*H. Peter Boswijk & Jurgen Doornik**2003-W09 Risk Aversion over Incomes and Risk Aversion over Commodities***by*Juan E. Martinez-Legaz & John K.-H. Quah**2003-W07 The Evolution of Conflict under Inertia***by*Thomas Norman**2003-W06 The Evolution of Coordination under Inertia***by*Thomas Norman**2003-W05 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices***by*Heino Bohn Nielsen & Christopher Bowdler**2003-W04 Openness and the Output-Inflation Tradeoff***by*Christopher Bowdler**2003-W03 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models***by*Clive G. Bowsher**2003-W17 Sub-sample Model Selection Procedures in Gets Modelling***by*David F. Hendry & Hans-Martin Krolzig

### 2002

**2003-W02 Using and Abusing Economic Theory***by*Paul Klemperer**2002-W24 Power Variation and Time Change***by*Ole E. Barndorff-Nielsen & Neil Shephard**2002-W23 A Model of Jury Decisions Where All Jurors Have the Same Evidence***by*Franz Dietrich & Christian List**2002-W22 Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models***by*Clive Bowsher**2002-W21 Measuring and forecasting financial variability using realised variance with and without a model***by*Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi**2002-W20 Some Observations on the British and German 3G Telecom Auctions***by*Paul Klemperer**2002-W19 Likelihood-based estimation of latent generalised ARCH structures***by*Gabriele Fiorentini & Enrique Sentana & Neil Shephard**2002-W18 Heterotic Models of Aggregate Demand***by*Gael Giraud & John Quah**2002-W17 Testing the Assumptions Behind the Use of Importance Sampling***by*Siem Jan Koopman & Neil Shephard**2002-W16 Unemployment, Labour Market Institutions and Shocks***by*Luca Nunziata**2002-W15 A Model of Path-Dependence in Decisions over Multiple Propositions***by*Christian List**2002-W14 Buyer Countervailing Power versus Monopoly Power: Evidence from Experimental Posted-Offer Markets***by*Jim Engle-Warnick & Bradley Ruffle**2002-W6 The Stationery Distribution of Wealth with Random Shocks***by*Christopher Bliss**2002-W3 The Law of Demand and Risk Aversion***by*John Quah**2002-W1 Dynamics of trade-by-trade price movements: decomposition and models***by*Tina Hviid Rydberg & Neil Shephard

### 2001

**2002-W13 Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics***by*Ole E. Barndorff-Nielsen & Neil Shephard**2002-W12 Forecasting in the Presence of Structural Breaks and Policy Regime Shifts***by*David Hendry & Grayham E. Mizon**2002-W11 Economic Forecasting: Some Lessons from Recent Research***by*David Hendry & Michael P. Clements**2002-W10 Model Identification and Non-unique Structure***by*David Hendry & Maozu Lu & Grayham E. Mizon**2002-W9 Pooling of Forecasts***by*David Hendry & Michael P. Clements**2002-W7 Autoregressive conditional root model***by*Anders Rahbek & Neil Shephard**2002-W5 How (Not) to Run Auctions: the European 3G Telecom Auctions***by*Paul Klemperer**2002-W4 The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses***by*Ken Binmore & Paul Klemperer**2001-W29 Institutions and Wage Determination: a Multi-Country Approach***by*Luca Nunziata**2001-W28 Inferring Buyer Strategies and their Impact on Monopolist Pricing***by*Jim Engle-Warnick & Bradley Ruffle**2001-W27 Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models***by*Jurgen A. Doornik & Marius Ooms**2001-W26 Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"***by*Siddhartha Chib & Neil Shephard**2001-W25 Some recent developments in stochastic volatility modelling***by*Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard**2001-W24 Comparative Statics and Welfare Theorems When Goods Are Normal***by*John Quah**2001-W23 Complex Collective Decisions and the Probability of Collective Inconsistencies***by*Christian List**2001-W21 GMM Estimation of Empirical Growth Models***by*Stephen Bond & Anke Hoeffler & Jonathan Temple**2001-W20 Estimating quadratic variation using realised volatility***by*Ole E. Barndorff-Nielsen & Neil Shephard**2001-W19 IMF Conditionality***by*Giulio Federico**2001-W18 Realised power variation and stochastic volatility models***by*Ole E. Barndorff-Nielsen & Neil Shephard**2001-W17 Hyperbolic Discounting and Secondary Markets***by*Volker Nocke & Martin Pietz**2001-W16 How accurate is the asymptotic approximation to the distribution of realised volatility?***by*Ole E. Barndorff-Nielsen & Neil Shephard**2001-W15 The Fragility and Robustness of Trust***by*Jim Engle-Warnick & Robert L. Slonim**2001-W14 Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach***by*Jim Engle-Warnick**2001-W13 Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments***by*Jim Engle-Warnick & Robert L. Slonim**2001-W12 Demand is heterogenous in grandmonts model***by*John Quah