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Papers received as of Tue Jan  1 02:00:35 CST 2002.
(To retrieve abstracts without full papers, use e.g.    get 0201001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-em/0201001
From: M.F.Steel@ukc.ac.uk
Date: Sun, 6 Jan 2002 09:02:47 -0600   ( 0kb + 339kb + 140kb )
Date (revised): Sun, 6 Jan 2002 10:30:09 -0600

Title: Multiple-Output Production With Undesirable Outputs: An
Application to Nitrogen Surplus in Agriculture
Author: Carmen Fernandez (University of St.Andrews) and Gary Koop
(University of Glasgow) and Mark F.J. Steel (University of Kent at
Canterbury)
Contact: M.F.Steel@ukc.ac.uk
Comments: Type of Document - Tex (plain); prepared on IBM PC - PC-TEX;
to print on HP/PostScript (A4); pages: 27 ; figures: included.
Forthcoming in Journal of the American Statistical Association
(Applications and Case Studies)
Keywords: Dairy farm, Efficiency, Environment, Longitudinal data,
Stochastic frontier
JEL: C11 C33 Q12
EWPA-references:
Report-no: FKS2JASA2002
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Paper: ewp-em/0201002
From: M.F.Steel@ukc.ac.uk
Date: Sun, 6 Jan 2002 10:17:36 -0600   ( 0kb + 750kb + 281kb )

Title: Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for
Stochastic Volatility
Author: James E. Griffin (University of Kent at Canterbury) and Mark
F.J. Steel (University of Kent at Canterbury)
Contact: M.F.Steel@ukc.ac.uk
Comments: Type of Document - LaTeX; prepared on IBM PC - PC-TEX; to
print on HP/PostScript (A4); pages: 33 ; figures: included
Keywords: Bayesian methods, Deposit spot rate, Levy process, Markov
chain Monte Carlo, Stock price
JEL: C11 G0
EWPA-references:
Report-no: levy2001
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Paper: ewp-em/0201003
From: sugato@purdue.edu
Date: Fri, 18 Jan 2002 08:42:52 -0600   ( 0kb + 1249kb )

Title: Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information
First?
Author: Sugato Chakravarty (Purdue University) and Frederick H. deB.
Harris (Wake Forest University) and Robert A. Wood (University of
Memphis)
Contact: Sugato@purdue.edu
Comments: Type of Document - pdf; prepared on IBM PC ; to print on
HP/PostScript/; pages: ; figures: .
Keywords: VECM, spreads, depths, information,
JEL: G12
EWPA-references: G, C1-C5, C8
Report-no: SC-02-02
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