Report NEP-ECM-2003-04-13

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The following items were anounced in this report:

• Mario JAMETTI & Thomas VON UNGERN-STERNBERG, 2003. "Assessing the Efficiency of an Insurance Provider - A Measurement Error Approach," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 03.05, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
• George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes," Economics Papers 2003-W12, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Werker, B. & Meddahi, N. & Renault, E., 2003. "Garch and irregularly spaced data," Discussion Paper 27, Tilburg University, Center for Economic Research. [Downloadable!]
• Peter Hansen & Asger Lunde, 2003. "Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models," Working Papers 2003-01, Brown University, Department of Economics. [Downloadable!]
• Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics. [Downloadable!]
• Item repec:wop:kieliw:1153 is not listed on IDEAS anymore

• Stefano Iacus & Davide La Torre, 2002. "Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach," Departemental Working Papers 2002-25, Department of Economics University of Milan Italy. [Downloadable!]
• Irwin Guttman & Daniel Peña & M Dolores Redondas, 2003. "A Bayesian Approach for Predicting with Polynomial Regresión of Unknown Degree," Statistics and Econometrics Working Papers ws032104, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• George Kapetanios & Massimiliano Marcellino, 2003. "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers 489, Queen Mary, University of London, Department of Economics. [Downloadable!]

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