Report NEP-ECM-2013-05-05This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Markus Bibinger & Lars Winkelmann, 2013. "Econometrics of co-jumps in high-frequency data with noise," SFB 649 Discussion Papers SFB649DP2013-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bontemps, Christian, 2013. "Moment-Based Tests for Discrete Distributions," IDEI Working Papers 772, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
- Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2013. "Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency," SFB 649 Discussion Papers SFB649DP2013-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Working Papers 13-10, Bank of Canada.
- Oliver Linton & Qiying Wang, 2013. "Non-parametric transformation regression with non-stationary data," CeMMAP working papers CWP16/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP15/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Item repec:dgr:uvatin:20130061 is not listed on IDEAS anymore
- Xu, Yongdeng, 2013. "Weak exogeneity in the financial point processes," Cardiff Economics Working Papers E2013/6, Cardiff University, Cardiff Business School, Economics Section.
- Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gaurab Aryal & Dong-Hyuk Kim, 2013. "Emprical Relevance of Ambiguity in First Price Auction Models," ANU Working Papers in Economics and Econometrics 2013-607, Australian National University, College of Business and Economics, School of Economics.
- Item repec:dgr:uvatin:20130062 is not listed on IDEAS anymore
- Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Working Papers 13-11, Bank of Canada.
- Xu, Yongdeng, 2013. "The dynamics of trading duration, volume and price volatility – a vector MEM model," Cardiff Economics Working Papers E2013/7, Cardiff University, Cardiff Business School, Economics Section.