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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes

616 Einträge vorhanden
2003 – Nr. 54Fengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno:
Implied Volatility String Dynamics
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2003 – Nr. 53Weber, Stefan:
Distribution-Invariant Dynamic Risk Measures
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2003 – Nr. 51Gilsing, Hagen:
On L2-stability of solutions of Linear Stochastic Delay Differential Equations
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2003 – Nr. 50Weder, Mark:
A Heliocentric Journey into Germany’s Great Depression
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2003 – Nr. 49Weder, Mark:
Taylor Rules and Macroeconomic Instability
or How the Central Bank Can Pre-empt Sunspot Expectations
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2003 – Nr. 48Seifert, Udo; Stehle, Richard:
Stock Performance around Share Repurchase Announcements in Germany
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2003 – Nr. 47Gapeev, Pavel V.; Reiß, Markus:
A Note on Optimal Stopping in Models with Delay
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2003 – Nr. 46Bank, Peter; Föllmer, Hans:
American Options, Multi–armed Bandits, and Optimal Consumption Plans
A Unifying View
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2003 – Nr. 45Gapeev, Pavel V.; Küchler, Uwe:
On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay
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2003 – Nr. 44Küchler, Uwe:
On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes
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2003 – Nr. 43Kvasnicka, Michael:
Inside The Black Box of Temporary Help Agencies
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2003 – Nr. 42Anger, Silke:
Unpaid Overtime in Germany
Differences between East and West
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2003 – Nr. 41Trabandt, Mathias:
Sticky Information vs. Sticky Prices
A Horse Race in a DSGE Framework
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2003 – Nr. 40Holtemöller, Oliver:
Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries
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2003 – Nr. 38Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; Vieu, Philippe:
Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence
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2003 – Nr. 37Knight, Keith:
Asymptotic theory for M-estimators of boundaries
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2003 – Nr. 36Sperlich, Stefan:
About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Econometrics
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2003 – Nr. 35Klinke, Sigbert; Lehmann, Heiko:
MD*Book and XQC/XQS
an Architecture for Reproducible Research
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2003 – Nr. 34Hlávka, Zdeněk:
Confidence Intervals for State Price Densities
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2003 – Nr. 33Simar, Léopold:
How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?
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2003 – Nr. 32Ioannides, D.A.; Matzner-Lober, E.:
Regression Quantiles with Errors-In-Variables
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2003 – Nr. 31Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae:
Consistent Testing for Stochastic Dominance under General Sampling Schemes
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2003 – Nr. 30Hernandez-Molinar, Raul; Lefante, John:
Some Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal Distributions
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2003 – Nr. 29Bernardini Papalia, Rosa:
Modeling the Learning from Repeated Samples
a Generalized Cross Entropy Approach
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2003 – Nr. 28Droge, Bernd:
Asymptotic Properties of Model Selection Procedures in Linear Regression
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2003 – Nr. 27Bellemare, Charles; Kröger, Sabine:
On Representative Trust
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2003 – Nr. 26Aydinli, Gökhan; Härdle, Wolfgang; Neuwirth, Erich:
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security
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2003 – Nr. 25Fengler, Matthias R.; Wang, Qihua:
Fitting the Smile Revisited
A Least Squares Kernel Estimator for the Implied Volatility Surface
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2003 – Nr. 24Bellemare, Charles; Kröger, Sabine:
On Representative Trust
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2003 – Nr. 23Lehmann, Heiko:
XploRe Quantlet Client
Web Service for Mathematical and Statistical Computing
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2003 – Nr. 22Hlávka, Zdeněk:
Electronic books for experts and users
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2003 – Nr. 21Boztuğ, Yasemin; Hildebrandt, Lutz:
A Market Basket Analysis Based on the Multivariate MNL Model
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2003 – Nr. 20Aydinli, Gökhan; Härdle, Wolfgang; Rönz, Bernd:
E-Learning/E-Teaching of Statistics
A New Challenge
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2003 – Nr. 19Brenner, Steffen; Härdle, Wolfgang; Schulz, Rainer:
Immobilienbewertung mit dem Realoptionsverfahren
Eine Umsetzungsstudie
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2003 – Nr. 18Reiß, Markus:
Adaptive estimation for affine stochastic delay differential equations
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2003 – Nr. 17Bethmann, Dirk; Reiß, Markus:
Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth
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2003 – Nr. 16Buckwar, Evelyn:
Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term
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2003 – Nr. 15Cai, Zongwu; Hong, Yongmiao:
Nonparametric Methods in Continuous-Time Finance
A Selective Review
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2003 – Nr. 14Härdle, Wolfgang; Hlávka, Zdeněk:
Wann sind falsche VaR-Modelle dennoch adäquat?
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2003 – Nr. 13Nielsen, Hannah:
Inflation Expectations in the EU
Results from Survey Data
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2003 – Nr. 12Küchler, Uwe:
On integrals with respect to Lévy processes
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2003 – Nr. 11Giesecke, Kay; Weber, Stefan:
Cyclical Correlations, Credit Contagion, and Portfolio Losses
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2003 – Nr. 10Fengler, Matthias R.; Schwendner, Peter:
Correlation Risk Premia for Multi-Asset Equity Options
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2003 – Nr. 9Appleby, John A. D.; Buckwar, Evelyn:
Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations
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2003 – Nr. 8Gushchin, Alexander A.; Küchler, Uwe:
On oscillations of the geometric Brownian motion with time delayed drift
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2003 – Nr. 7Cai, Zongwu:
Trending Time-Varying Coe±cient Models With Serially Correlated Errors
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2003 – Nr. 6Küchler, Uwe; Naumann, Eva:
Markovian short rates in a forward rate model with a general class of Lévy processes
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2003 – Nr. 5Bunke, Olaf; Johannes, Jan:
Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
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2003 – Nr. 4Hafner, Christian M.; Herwartz, Helmut:
Testing for Vector Autoregressive Dynamics under Heteroskedasticity
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2003 – Nr. 3Herwartz, Helmut; Weber, Henning:
Forecasting sectoral trade growth under flexible exchange rates
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2003 – Nr. 2Herwartz, Helmut:
On the (nonlinear) relationship between exchange rate uncertainty and trade
An investigation of US trade figures in the Group of Seven
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2003 – Nr. 1Čížek, Pavel; Härdle, Wolfgang:
Robust adaptive estimation of dimension reduction space
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2002 – Nr. 88Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang:
Smoothed L-Estimation of Regression Function
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2002 – Nr. 87Daske, Stefan:
Winner-Loser-Effekte am deutschen Aktienmarkt
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2002 – Nr. 86Ivanova-Stenzel, Radosveta; Salmon, Tim:
Bidder Preferences among Auction Institutions
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2002 – Nr. 85Lillestöl, Jostein:
Some crude approximation, calibration and estimation procedures for NIG-variates
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2002 – Nr. 84Härdle, Wolfgang; Rönz, Bernd:
E-Learning / E-Teaching of Statistics
Students’ and Teachers’ Views
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2002 – Nr. 83Wolters, Jürgen:
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
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2002 – Nr. 82Wang, Qihua; Härdle, Wolfgang:
Empirical Likelihood-based Dimension Reduction Inference for Linear Error-in-Responses Models with Validation Study
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2002 – Nr. 81Droge, Bernd:
On the Minimax Regret Estimation of a Restricted Normal Mean, and Implications
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2002 – Nr. 80Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut:
Comparison of Model Reduction Methods for VAR Processes
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2002 – Nr. 79Müller, Marlene; Härdle, Wolfgang:
Exploring Credit Data
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2002 – Nr. 78Tamine, Julien; Härdle, Wolfgang; Yang, Lijian:
R robustified additive nonparametric regression
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2002 – Nr. 77Horst, Ulrich:
Stationary Equilibria in Discounted Stochastic Games with Weakly Interacting Players
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2002 – Nr. 76Čížek, Pavel:
Robust Estimation with Discrete Explanatory Variables
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2002 – Nr. 75Yang, Lijian; Härdle, Wolfgang; Park, Byeong U.:
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
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2002 – Nr. 74Horst, Ulrich:
Stability of Linear Stochastic Difference Equations in Controlled Random Environments
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2002 – Nr. 73Giesecke, Kay; Weber, Stefan:
Credit Contagion and Aggregate Losses
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2002 – Nr. 72McGinnity, Frances; Mertens, Antje:
Fixed-term contracts in East and West Germany
low wages, poor prospects?
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2002 – Nr. 71Decker, Torsten; Stiehler, Andreas; Strobel, Martin:
A Comparison of Punishment Rules in Repeated Public Good Games
An Experimental Study
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2002 – Nr. 70Kvasnicka, Michael; Werwatz, Axel:
On the Wages of Temporary Help Service Workers in Germany
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2002 – Nr. 69Tamine, Julien; Härdle, Wolfgang; Yang, Lijian:
M Robustified Additive Nonparametric Regression
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2002 – Nr. 68Trenkler, Carsten:
The Effects of Ignoring Level Shifts on Systems Cointegration Tests
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2002 – Nr. 67Kraft, Holger; Kroisandt, Gerald; Müller, Marlene:
Assessing the Discriminatory Power of Credit Scores
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2002 – Nr. 66Holtemöller, Oliver:
Further VAR Evidence for the Effectiveness of a Credit Channel in Germany
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2002 – Nr. 65Bethmann, Dirk:
Notes on an Endogenous Growth Model with two Capital Stocks I
The Deterministic Case
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2002 – Nr. 64Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke:
Self-rated and changes in self-rated health as predictors of mortality
first evidence from german panel data
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2002 – Nr. 63Horowitz, Joel L.; Mammen, Enno:
Nonparametric Estimation of an Additive Model with a Link Function
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2002 – Nr. 62Tamine, Julien:
Smoothed Influence Function
Another View at Robust Nonparametric Regression
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2002 – Nr. 61Mercurio, Danilo; Spokoiny, Vladimir G.:
Statistical inference for time-inhomogeneous volatility models
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2002 – Nr. 60Riedle, Markus:
Lyapunov Exponents for Linear Delay Equations in arbitrary Phase Spaces
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2002 – Nr. 59Gilsing, Hagen:
On Lp-stability of numerical schemes for Affine Stochastic Delay Differential Equations
stochastic recurrance relations
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2002 – Nr. 58Bunke, Olaf:
Bayes Estimates in Multivariate Semiparametric Linear Models
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2002 – Nr. 57Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus:
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
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2002 – Nr. 56Xia, Yingcun; Härdle, Wolfgang:
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
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2002 – Nr. 55Schulz, Rainer:
Real Estate Valuation According to Standardized Methods
An Empirical Analysis
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2002 – Nr. 54Giesecke, Kay:
Credit Risk Modeling and Valuation
an Introduction
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2002 – Nr. 53Bank, Peter; Baum, Dietmar:
Hedging and Portfolio Optimization in Illiquid Financial Markets
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2002 – Nr. 52Giesecke, Kay:
An Exponential Model for Dependent Defaults
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2002 – Nr. 51Brandts, Jordi; Güth, Werner; Stiehler, Andreas:
I want YOU!
An experiment studying the selection effect when assigning distributive power
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2002 – Nr. 50Cohen, Albert; Hoffmann, Marc; Reiß, Markus:
Adaptive wavelet Galerkin methods for linear inverse problems
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2002 – Nr. 49Kleinow, Torsten; Lehmann, Heiko:
Client/Server based Statistical Computing
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2002 – Nr. 48Williams, John; Temme, Dirk; Hildebrandt, Lutz:
A Monte Carlo Study of Structural Equation Models for Finite Mixtures
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2002 – Nr. 47Giesecke, Kay:
Compensator-Based Simulation of Correlated Defaults
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2002 – Nr. 46Feuerhake, Jörg:
XQS/MD*Crypt as a Means of Education and Computation
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2002 – Nr. 45Kirman, Alan; Härdle, Wolfgang; Schulz, Rainer; Werwatz, Axel:
Transactions that did not happen and their influence on prices
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2002 – Nr. 44Lüssem, Jens; Schumacher, Jürgen:
Simulation based Option Pricing
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2002 – Nr. 43Franke, Jürgen; Holzberger, Harriet; Müller, Marlene:
Nonparametric Estimators of GARCH Processes
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2002 – Nr. 42Aydinli, Gökhan:
Net Based Spreadsheets in Quantitative Finance
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2002 – Nr. 41Knoth, Sven:
Statistical Process Control
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2002 – Nr. 40Huynh, Kim; Kervella, Pierre; Zheng, Jun:
Estimating State-Price Densities with Nonparametric Regression
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2002 – Nr. 39Schulz, Rainer; Werwatz, Axel:
A simple state space model of house prices
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2002 – Nr. 38Kleinow, Torsten:
Testing the Diffusion Coefficient
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2002 – Nr. 37Spiekermann, Sarah; Strobel, Martin; Temme, Dirk:
Drivers and Impediments of Consumer Online Information Search: Self-controlled versus Agent-based Search in a High Involvement Context
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2002 – Nr. 36Breitung, Jörg; Jagodzinski, Doris:
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland
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2002 – Nr. 35Harrison, Sharon G.; Weder, Mark:
Did Sunspot Cause the Great Depression?
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2002 – Nr. 34Chen, Rong; Schulz, Rainer; Stephan, Sabine:
Multiplicative SARIMA models
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2002 – Nr. 33Temme, Dirk; Williams, John; Hildebrandt, Lutz:
Structural Equation Models for Finite Mixtures
Simulation Results and Empirical Applications
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2002 – Nr. 32Hong, Yongmiao; Li, Haitao:
Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates
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2002 – Nr. 31Slama, Rémy; Werwatz, Axel; Boutou, Odile; Ducot, Béatrice; Spira, Alfred; Härdle, Wolfgang:
Does male age have an influence on the risk of spontaneous abortion?
An approach combining semiparametric and parametric regression
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2002 – Nr. 30Giesecke, Kay:
Correlated Default With Incomplete Information
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2002 – Nr. 29Schmidt, Carsten; Werwatz, Axel:
How accurate do markets predict the outcome of an event?
The Euro 2000 soccer championships experiment
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2002 – Nr. 28Palomino, Frederic; Uhlig, Harald:
Should smart investors buy funds with high returns in the past?
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2002 – Nr. 27Kirch, Michael; Krutchenko, R. N.; Melnikov, A. V.:
Efficient hedging for a complete jump-diffusion model
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2002 – Nr. 26Schröder, Andreas; Schade, Christian:
Integrating a Behavioral Preference Calculus into a Simultaneous Market Entry Game
Analyses of Equilibria for Selected Cases of Prior Gain and Loss Experiences
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2002 – Nr. 25Schade, Christian; Kunreuther, Howard:
Worry and the Illusion of Safety
Evidence from a Real-Objects Experiment
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2002 – Nr. 24Schade, Christian:
Intuitive Optimizing for Time Allocation Decisions in Newly Formed Ventures
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2002 – Nr. 23Kunreuther, Howard; Kaas, Klaus Peter:
Low-Probability Insurance Decisions
The Role of Concern
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2002 – Nr. 22Annacker, Dirk; Hildebrandt, Lutz:
Unobservable Effects in Structural Models of Business Performance
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2002 – Nr. 21Klinke, Sigbert; Witzel, Rodrigo:
MD*Book online
a tool for creating interactive documents
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2002 – Nr. 20Lanne, Markku; Saikkonen, Pentti:
Nonlinear GARCH Models for Highly Persistent Volatility
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2002 – Nr. 19Korpi, Tomas; Mertens, Antje:
Training Systems and Labor Mobility
A Comparison between Germany and Sweden
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2002 – Nr. 18Güth, Werner; Levati, Maria Vittoria; Stiehler, Andreas:
Privately Contributing to Public Goods over Time
An Experimental Study
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2002 – Nr. 17Holtemöller, Oliver:
Money and Banks
Some Theory and Empirical Evidence for Germany
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2002 – Nr. 16Härdle, Wolfgang; Yatchew, Adonis:
Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap
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2002 – Nr. 15Schade, Christian; Steul, Martina; Schröder, Andreas:
Starting Points´ Effects on Risk-Taking Behavior
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2002 – Nr. 14Imkeller, Peter:
Malliavin's calculus in insider models
additional utility and free lunches
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2002 – Nr. 13Anger, Silke; Schwarze, Johannes:
Does Future PC Use Determine Our Wages Today?
Evidence from German Panel Data
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2002 – Nr. 12Holtemöller, Oliver:
Money and Prices
An I(2) Analysis for the Euro Area
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2002 – Nr. 10Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir:
MD*ReX
Linking XploRe to Standard Spread-sheet Applications
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2002 – Nr. 9Müller, Christian:
On the Effects of Aggregating Cointegrated Variables over Time
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2002 – Nr. 8Giesecke, Kay:
Default Compensator, Incomplete Information, and the Term Structure of Credit Spreads
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2002 – Nr. 7Holtemöller, Oliver:
Structural Vector Autoregressive Models and Monetary Policy Analysis
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2002 – Nr. 6Wang, Qihua; Härdle, Wolfgang; Linton, Oliver:
Semiparametric Regression Analysis under Imputation for Missing Response Data
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2002 – Nr. 5Daske, Stefan; Ehrhardt, Olaf:
Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien
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2002 – Nr. 4Bank, Peter; El Karoui, Nicole:
A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems
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2002 – Nr. 3Breitung, Jörg:
A parametric approach to the estimation of cointegration vectors in panel data
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2002 – Nr. 2Brüggemann, Ralf:
On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models
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2002 – Nr. 1Härdle, Wolfgang; Zheng, Jun:
How Precise Are Price Distributions Predicted by Implied Binomial Trees?
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2001 – Nr. 103Kim, Woocheol:
Nonparametric Kernel Estimation of Evolutionary Autoregressive Processes
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2001 – Nr. 102Bergemann, Annette; Mertens, Antje:
Job Stability Trends, Layoffs and Quits
An Empirical Analysis for West Germany
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2001 – Nr. 101Kim, Woocheol:
Kernel Estimation of Functional Coefficients in Nonparametric ARX Time Series Models
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2001 – Nr. 100Čížek, Pavel:
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
Metadaten
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2001 – Nr. 99Riedle, Markus:
Affine Stochastic Differential Equations with Infinite Delay on Abstract Phase Spaces
Metadaten
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2001 – Nr. 98Uhlig, Harald:
Did the Fed Surprise the Markets in 2001?
A case study for VARs with Sign Restrictions
Metadaten
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2001 – Nr. 97Kübler, Dorothea; Müller, Wieland:
Simultaneous and sequential price competition in heterogeneous duopoly markets: Experimental evidence
Metadaten
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2001 – Nr. 96Breitung, Jörg; Candelon, Bertrand:
Testing for short and long-run causality: The case of the yield spread and economic growth
Metadaten
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2001 – Nr. 95Brenner, Steffen; Bunke, Olaf; Droge, Bernd; Schwalbach, Joachim:
The relative importance of group-level effects on the performance of German companies
Metadaten
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2001 – Nr. 94Baker, Christopher T. H.; Buckwar, Evelyn:
Exponential Stability in P-th Mean of Solutions, and of Convergent Euler-type Solutions, of Stochastic Delay Differential Equations
Metadaten
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2001 – Nr. 93Saikkonen, Pentti:
Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model
Metadaten
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2001 – Nr. 92Riedel, Frank:
Optimal Consumption Choice for Ratchet Investors
Metadaten
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2001 – Nr. 91Gushchin, Alexander A.; Küchler, Uwe:
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Metadaten
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2001 – Nr. 90Föllmer, Hans; Protter, Philip:
On Itô's formula for multidimensional Brownian motion
Metadaten
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2001 – Nr. 88Buckwar, Evelyn; Shardlow, Tony:
Weak approximation of stochastic differential delay equations
Metadaten
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2001 – Nr. 87Lütkepohl, Helmut; Wolters, Jürgen:
The Transmission of German Monetary Policy in the Pre-Euro Period
Metadaten
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2001 – Nr. 86Kübler, Dorothea; Weizsäcker, Georg:
Information cascades on the labor market
Metadaten
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2001 – Nr. 85Rönz, Bernd:
MM*Stat - a multimedia tool for teaching of statistics
Metadaten
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2001 – Nr. 84Büchel, Felix; Mertens, Antje:
Overeducation, Undereducation, and the Theory of Career Mobility
Metadaten
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2001 – Nr. 83Herwartz, Helmut; Reimers, Hans-Eggert:
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Metadaten
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2001 – Nr. 82Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti:
Unit Root Tests in the Presence of Innovational Outliers
Metadaten
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2001 – Nr. 81Rieder, Helmut; Kohl, Matthias; Ruckdeschel, Peter:
The Costs of Not Knowing the Radius
Metadaten
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2001 – Nr. 80Annacker, Dirk; Spiekermann, Sarah; Strobel, Martin:
E-privacy: Evaluating a new search cost in online environments
Metadaten
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2001 – Nr. 79Takeuchi, Akinobu; Yadohisa, Hiroshi; Inada, Koichi:
Measures for the structure of clustering and admissibilities of its algorithm
Metadaten
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2001 – Nr. 78Yadohisa, Hiroshi; Inada, Koichi:
Space Distortion and Monotone Admissibility in Agglomerative Clustering
Metadaten
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2001 – Nr. 77Yamamoto, Yoshikazu; Nakano, Junji; Fujiwara, Takeshi; Kobayashi, Ikunori:
A Mixed User Interface for a Statistical System
Metadaten
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2001 – Nr. 76Yamamoto, Yoshikazu; Nakano, Junji:
Distributed Computing in a Time Series Analysis System
Metadaten
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2001 – Nr. 75Bell, David R.; Boztuğ, Yasemin:
The Influence of Inventory Effects and Reference Points on the Rate of Consumption
Metadaten
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2001 – Nr. 74Fengler, Matthias R.; Herwartz, Helmut:
Multivariate Volatility Models
Metadaten
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2001 – Nr. 73Härdle, Wolfgang; Schmidt, Peter:
The Analysis of Implied Volatilities
Metadaten
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2001 – Nr. 72Fujiwara, Takeshi; Nakano, Junji; Yamamoto, Yoshikazu; Kobayashi, Ikunori:
An Implementation of a Statistical Language Based on JAVA
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2001 – Nr. 71Föllmer, Hans; Schied, Alexander:
Convex measures of risk and trading constraints
Metadaten
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2001 – Nr. 70Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar:
The Third Generation (UMTS) Spectrum Auction in Germany
Metadaten
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2001 – Nr. 69Ivanova-Stenzel, Radosveta; Sonsino, Doron:
Comparative Study of One–Bid versus Two–Bid Auctions
Metadaten
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2001 – Nr. 68Kobayashi, Ikunori; Fujiwara, Takeshi; Nakano, Junji; Yamamoto, Yoshikazu:
A Procedural and Object-Oriented Statistical Language
Metadaten
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2001 – Nr. 67Gil-Alaña, Luis A.:
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
Metadaten
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2001 – Nr. 66Gil-Alaña, Luis A.:
The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
Metadaten
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2001 – Nr. 65Desdoigts, Alain; Moizeau, Fabien:
Multiple Politico-Economic Regimes, Inequality and Growth
Metadaten
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2001 – Nr. 64Wang, Qihua; Rao, J. N. K.:
Empirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data
Metadaten
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2001 – Nr. 63Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten:
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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2001 – Nr. 62Imkeller, Peter:
Random times at which insiders can have free lunches
Metadaten
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2001 – Nr. 61Hansen, Jan; Schmidt, Carsten; Strobel, Martin:
Manipulation in Political Stock Markets
Preconditions and Evidence
Metadaten
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2001 – Nr. 60Kreiss, Jens-Peter; Paparoditis, Efstathios:
Autoregressive Aided Periodogram Bootstrap for Time Series
Metadaten
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2001 – Nr. 59Härdle, Wolfgang; Horowitz, Joel L.; Kreiss, Jens-Peter:
Bootstrap Methods For Time Series
Metadaten
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2001 – Nr. 58Schulz, Rainer; Werwatz, Axel:
A State Space Model For Berlin House Prices
Metadaten
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2001 – Nr. 57Berlemann, Michael; Schmidt, Carsten:
Predictive Accuracy of Political Stock Markets
Empirical Evidence from a European Perspective
Metadaten
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2001 – Nr. 56Caporale, Guglielmo Maria; Gil-Alaña, Luis A.:
Unemployment and Input Prices: A Fractional Cointegration Approach
Metadaten
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2001 – Nr. 55Jaschke, Stefan R.:
Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes
Metadaten
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2001 – Nr. 54Jaschke, Stefan R.:
The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations
Metadaten
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2001 – Nr. 53Weder, Mark:
The Great Demand Depression
Metadaten
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2001 – Nr. 52Platen, Eckhard:
A Benchmark Model for Financial Markets
Metadaten
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2001 – Nr. 51Climov, Daniela; Delecroix, Michel; Simar, Léopold:
Semiparametric Estimation in Single Index Poisson Regression: A Practical Approach
Metadaten
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2001 – Nr. 50Wolfstetter, Elmar:
The Swiss UMTS Spectrum Auction Flop
Bad Luck or Bad Design?
Metadaten
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2001 – Nr. 49Burda, Michael C.; Weder, Mark:
Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles
Metadaten
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2001 – Nr. 48Golubev, Georgi; Härdle, Wolfgang:
On adaptive smoothing in partial linear models
Metadaten
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2001 – Nr. 47Nielsen, Hannah:
Extracting implicit density functions from short term interest rate options
Metadaten
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2001 – Nr. 46Candelon, Bertrand; Gil-Alaña, Luis A.:
Fractional Integration and Business Cycle Features
Metadaten
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2001 – Nr. 45Güth, Werner; Kocher, Martin; Sutter, Matthias:
Experimental ’Beauty Contests’ with Homogeneous and Heterogeneous Players and with Interior and Boundary Equilibria
Metadaten
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2001 – Nr. 44Maciejovsky, Boris; Kirchler, Erich:
Simultaneous Over- and Underconfidence: Evidence from Experimental Asset Markets
Metadaten
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2001 – Nr. 43Kirchler, Erich; Maciejovsky, Boris; Schneider, Friedrich:
Everyday Representations of Tax Avoidance, Tax Evasion, and Tax Flight: Do Legal Differences Matter?
Metadaten
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2001 – Nr. 42Güth, Werner; Schmidt, Carsten; Sutter, Matthias:
Fairness in the Mail and Opportunism in the Internet
A Newspaper Experiment on Ultimatum Bargaining
Metadaten
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2001 – Nr. 41Burda, Michael C.; Dluhosch, Barbara:
Fragmentation, Globalization and Labor Markets
Metadaten
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2001 – Nr. 40Dluhosch, Barbara:
Cost Competition, Fragmentation and Globalization
Metadaten
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2001 – Nr. 39Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti:
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Metadaten
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2001 – Nr. 38Fengler, Matthias R.; Härdle, Wolfgang; Villa, Christophe:
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Metadaten
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2001 – Nr. 37Mercurio, Danilo; Torricelli, Costanza:
Estimation and Arbitrage Opportunities for Exchange Rate Baskets
Metadaten
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2001 – Nr. 36Horst, Ulrich:
Financial price fluctuations in a stock market model with many interacting agents
Metadaten
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2001 – Nr. 35Avrahami, Judith; Güth, Werner; Kareev, Yaakov:
Predating Predators
An Experimental Study
Metadaten
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2001 – Nr. 34Avrahami, Judith; Güth, Werner; Kareev, Yaakov:
The Parasite Game: Exploiting the Abundance of Nature in Face of Competition
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2001 – Nr. 33Linton, Oliver; Xiao, Zhijie:
A Nonparametric Regression Estimator that Adapts to Error Distribution of unknown Form
Metadaten
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2001 – Nr. 32Oberhammer, Clemens; Stiehler, Andreas:
Does Cascade Behavior in Information Cascades Reflect Bayesian Updating?
An Experimental Study
Metadaten
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2001 – Nr. 31Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar:
Low Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany
Metadaten
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2001 – Nr. 30Küchler, Uwe; Platen, Eckhard:
Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay
Metadaten
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2001 – Nr. 29Horst, Ulrich:
Asymptotics of locally interacting Markov chains with global signals
Metadaten
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2001 – Nr. 28Riedel, Frank:
Arrow-Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist
Metadaten
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2001 – Nr. 27Gil-Alaña, Luis A.:
Forecasting the Real Output Using Fractionally Integrated Techniques
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2001 – Nr. 26Gil-Alaña, Luis A.:
A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Metadaten
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2001 – Nr. 25Čížek, Pavel:
Robust Estimation in Nonlinear Regression Models
Metadaten
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2001 – Nr. 24Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard:
Semiparametric Diffusion Estimation and Application to a Stock Market Index
Metadaten
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2001 – Nr. 23Brenner, Steffen:
Hotelling Games with Three, Four, and More Players
Metadaten
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2001 – Nr. 22Müller, Sigrid:
Initial Offerings of Options
Metadaten
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2001 – Nr. 21Föllmer, Hans; Horst, Ulrich:
Convergence of locally and globally interacting Markov chains
Metadaten
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2001 – Nr. 20Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard:
Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis
Metadaten
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2001 – Nr. 19Brüggemann, Ralf:
Sources of German Unemployment: A Structural Vector Error Correction Analysis
Metadaten
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2001 – Nr. 18Schwalbach, Joachim; Brenner, Steffen:
Managerqualität und Unternehmensgröße
Metadaten
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2001 – Nr. 17Kirchler, Erich; Maciejovsky, Boris; Weber, Martin:
Framing Effects on Asset Markets
An Experimental Analysis
Metadaten
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2001 – Nr. 16Kirchler, Erich; Schwarzenberger, Herbert:
Mental Accounting and the Impact of Tax Penalty and Audit Frequency on the Declaration of Income
An Experimental Analysis
Metadaten
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2001 – Nr. 15Güth, Werner; Ivanova-Stenzel, Radosveta; Wolfstetter, Elmar:
Bidding Behavior in Asymmetric Auctions
An Experimental Study
Metadaten
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2001 – Nr. 14Küchler, Uwe; Vasiliev, Vjatscheslav A.:
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Metadaten
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2001 – Nr. 13Güth, Werner; Neuefeind, Wilhelm:
Heuristics as Decision Rules
Part I: The Single Consumer
Metadaten
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2001 – Nr. 12Kliemt, Hartmut:
From full to bounded rationality
The limits of unlimited rationality
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2001 – Nr. 11Kliemt, Hartmut; Ockenfels, Axel:
Retributive Responses
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2001 – Nr. 10Anderhub, Vital; Güth, Werner; Kamecke, Ulrich; Normann, Hans-Theo:
Capacity Choices and Price Competition in Experimental Markets
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2001 – Nr. 9Anderhub, Vital; Güth, Werner; Marchand, Nadège:
Alternating Offer Bargaining Experiments with Varying Institutional Details
Metadaten
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2001 – Nr. 8Kliemt, Hartmut:
Langzeiteffekte der "Theory of Games and Economic Behavior"
Zur Anwendung der Spieltheorie in den (Sozial-)wissenschaften
Metadaten
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2001 – Nr. 7Härdle, Wolfgang; Herwartz, Helmut; Spokoiny, Vladimir G.:
Time Inhomogeneous Multiple Volatility Modelling
Metadaten
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2001 – Nr. 6Güth, Werner; Kliemt, Hartmut; Ockenfels, Axel:
Fairness versus Efficiency
An Experimental Study of (Mutual) Gift Giving
Metadaten
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2001 – Nr. 5Lanne, Markku; Lütkepohl, Helmut:
Unit Root Tests for Time Series with Level Shifts
A Comparison of Different Proposals
Metadaten
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2001 – Nr. 4Härdle, Wolfgang; Lehmann, Heiko; Rönz, Bernd:
MM*STAT
Eine interaktive Einführung in die Welt der Statistik
Metadaten
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2001 – Nr. 3Kübler, Dorothea; Weizsäcker, Georg:
Limited depth of reasoning and failure of cascade formation in the laboratory
Metadaten
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2001 – Nr. 2Bohnet, Iris; Kübler, Dorothea:
Compensating the Cooperators
Is Sorting in the Prisoner’s Dilemma Possible?
Metadaten
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2001 – Nr. 1Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten:
An Empirical Likelihood Goodness-of-Fit Test for Time Series
Metadaten
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2000 – Nr. 113Güth, Sandra; Güth, Werner; Müller, Wieland:
Private information, risk aversion, and the evolution of market research
Metadaten
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2000 – Nr. 112Lillestöl, Jostein:
Bayesian Estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Metadaten
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2000 – Nr. 111Güth, Werner:
Experimental Game Theory
Metadaten
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2000 – Nr. 110Königstein, Manfred; Marchand, Nadège; Nehring, Klaus:
Trust and Reciprocity in the Investment Game with Indirect Reward
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2000 – Nr. 109Berninghaus, Siegfried; Güth, Werner:
On the evolution of power indices in collective bargaining
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2000 – Nr. 108Christensen, B. J.; Mortensen, D.T .; Neumann, G.; Werwatz, Axel:
On the Job Search and the Wage Distribution
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2000 – Nr. 107Gil-Alaña, Luis A.:
A Generalized Fractional Time Series Model
Metadaten
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2000 – Nr. 106Gil-Alaña, Luis A.:
Deterministic Seasonality Versus Seasonal Fractional Integration
Metadaten
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2000 – Nr. 105Gil-Alaña, Luis A.:
Testing of Fractional Cointegration in Macroeconomic Time Series
Metadaten
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2000 – Nr. 104Bank, Peter; Riedel, Frank:
Existence and Structure of Stochastic Equilibria with Intertemporal Substitution
Metadaten
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2000 – Nr. 103Föllmer, Hans:
Probabilistic Aspects of Financial Risk
Metadaten
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2000 – Nr. 102Königstein, Manfred; Müller, Wieland:
Why firms should care for customers
Metadaten
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2000 – Nr. 101Bunke, Olaf; Droge, Bernd; Schwalbach, Joachim:
Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg
Metadaten
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2000 – Nr. 100Sofyan, Hizir; Werwatz, Axel:
Analyzing XploRe Download Profiles with Intelligent Miner
Metadaten
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2000 – Nr. 99Breitung, Jörg; Candelon, Bertrand:
Common Cycles
A Frequency Domain Approach
Metadaten
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2000 – Nr. 98Saikkonen, Pentti; Choi, In:
Cointegrating Smooth Transition Regressions With Applications to the Asian Currency Crisis
Metadaten
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2000 – Nr. 97Härdle, Wolfgang; Schmidt, Peter:
Common Factors Governing VDAX Movements and the Maximum Loss
Metadaten
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2000 – Nr. 96Großklags, Jens; Schmidt, Carsten; Siegel, Jonathan:
Dumb software agents on an experimental asset market
Metadaten
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2000 – Nr. 95Candelon, Bertrand; Lütkepohl, Helmut:
On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
Metadaten
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2000 – Nr. 94Hlávka, Zdeněk:
Asymptotic Properties of Robust Three-Stage Procedure Based on Bootstrap for M-Estimator
Metadaten
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2000 – Nr. 93Schulz, Rainer:
Hedging the Standard of Living via Cost of Living Index Futures
Metadaten
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2000 – Nr. 92Platen, Eckhard:
Risk Premia and Financial Modelling Without Measure Transformation
Metadaten
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2000 – Nr. 91Platen, Eckhard:
A Minimal Financial Market Model
Metadaten
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2000 – Nr. 90Fengler, Matthias R.; Winter, Joachim K.:
Price variability and price dispersion in a stable monetary environment
Evidence from German retail markets
Metadaten
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2000 – Nr. 89Tschernig, Rolf; Yang, Lijian:
Nonparametric Estimation of Generalized Impulse Response Function
Metadaten
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2000 – Nr. 88Tripathi, Gautam; Kitamura, Yuichi:
On Testing Conditional Moment Restrictions
The Canonical Case
Metadaten
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2000 – Nr. 87Herwartz, Helmut; Neumann, Michael H.:
Bootstrap Inference in Single Equation Error Correction Models
Metadaten
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2000 – Nr. 86Kim, Woocheol; Linton, Oliver:
A Local Instrumental Estimation Method for Generalized Additive Volatility Models
Metadaten
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2000 – Nr. 85Tripathi, Gautam; Kim, Woocheol:
Nonparametric estimation of homogeneous function
Metadaten
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2000 – Nr. 84Abe, Makoto; Boztuğ, Yasemin; Hildebrandt, Lutz:
Investigation of the Stochastic Utility Maximization Process of Consumer Brand Choice by Semiparametric Modeling
Metadaten
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2000 – Nr. 83Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten:
Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process
Metadaten
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2000 – Nr. 82Güth, Werner:
Robust Learning Experiments
Evidence for Learning and Deliberation
Metadaten
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2000 – Nr. 81Kolb, Jürgen; Werwatz, Axel:
Marginal Employment – a Dead End?
A Survival Analysis based on West German Spelldata
Metadaten
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2000 – Nr. 80Hafner, Christian M.:
Fourth moments of multivariate GARCH processes
Metadaten
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2000 – Nr. 79Herwartz, Helmut; Reimers, Hans-Eggert:
Testing the Purchasing Power Parity in Pooled Systems of Error Correction Models
Metadaten
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2000 – Nr. 78Theilen, Bernd:
The Determinants of Health Care Expenditure
Testing Pooling Restrictions in Small Samples
Metadaten
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2000 – Nr. 77Reiß, Markus:
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Metadaten
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2000 – Nr. 76Lanne, Markku; Saikkonen, Pentti:
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Metadaten
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2000 – Nr. 75Genon-Catalot, Valentine; Laredo, Catherine; Nussbaum, Michael:
Asymptotic Equivalence of Estimating a Poisson Intensity and a Positive Diffusion Drift
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2000 – Nr. 74Proietti, Tommaso:
Leave-k-out Diagnostics in State Space Models
Metadaten
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2000 – Nr. 73Oechssler, Jörg; Riedel, Frank:
On the Dynamic Foundation of Evolutionary Stability in Continuous Models
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2000 – Nr. 72Müller, Sigrid:
Auctions
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2000 – Nr. 71Trenkler, Carsten:
The Polish Crawling Peg System
A Cointegration Analysis
Metadaten
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2000 – Nr. 70Gil-Alaña, Luis A.:
Testing Stochastic Cycles in Macroeconomic Time Series
Metadaten
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2000 – Nr. 69Caporale, Guglielmo Maria; Gil-Alaña, Luis A.:
Fractional Cointegration and Real Exchange Rates
Metadaten
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2000 – Nr. 68Gil-Alaña, Luis A.:
A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Metadaten
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2000 – Nr. 67Gil-Alaña, Luis A.:
A Fractionally Integrated Exponential Model for U.K. Unemployment
Metadaten
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2000 – Nr. 66Nielsen, Hannah; Tullio, Giuseppe; Wolters, Jürgen:
Currency Substitution and the Stability of the Italian Demand for Money before the entry into the Monetary Union, 1972-1998
Metadaten
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2000 – Nr. 65Breitung, Jörg; Hassler, Uwe:
Inference on the Cointegration Rank in Fractionally Integrated Processes
Metadaten
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2000 – Nr. 64Benko, Michal; Lejeune, Michel:
Correspondence Analysis
Metadaten
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2000 – Nr. 63Lee, David:
ExploRing Persistence in Financial Time Series
Metadaten
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2000 – Nr. 62Klemelä, Jussi; Klinke, Sigbert; Sofyan, Hizir:
Classification and Regression Trees
Metadaten
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2000 – Nr. 61Geppert, Frank; Strohe, Hans Gerhard:
DPLS-Partial Least Squares Program for Dynamic Path Models
Metadaten
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2000 – Nr. 60Desdoigts, Alain:
Growth Regression and Counterfactual Income Dynamics
Metadaten
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2000 – Nr. 59Ruckdeschel, Peter:
Robust Kalman Filtering
Metadaten
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2000 – Nr. 58Breitung, Jörg; Brüggemann, Ralf:
Uncovered Interest Parity
What can we learn from panel data?
Metadaten
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2000 – Nr. 57Teyssière, Gilles:
Long-Memory Analysis
Metadaten
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2000 – Nr. 56Grund, Birgit; Yang, Lijian:
Hazard Regression
Metadaten
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2000 – Nr. 55Werwatz, Axel; Müller, Christian:
Simultaneous-Equations Models
Metadaten
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2000 – Nr. 54Benkwitz, Alexander:
Multiple Time Series Analysis
Metadaten
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2000 – Nr. 53Čížek, Pavel; Víšek, Jan Ámos:
Least Trimmed Squares
Metadaten
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2000 – Nr. 52Müller, Marlene:
Generalized Partial Linear Models
Metadaten
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2000 – Nr. 51Härdle, Wolfgang; Tschernig, Rolf:
Flexible Time Series Analysis
Metadaten
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2000 – Nr. 50Sperlich, Stefan; Zelinka, Jiří:
Generalized Additive Models
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2000 – Nr. 49Mucha, Hans-Joachim; Sofyan, Hizir:
Cluster Analysis
Metadaten
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2000 – Nr. 48Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam:
Nonparametric Estimation of Additive Models with Homogeneous Components
Metadaten
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2000 – Nr. 47Neuwirth, Erich:
Spreadsheets as Tools for Statistical Computing and Statistics Education
Metadaten
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2000 – Nr. 46Rönz, Bernd; Müller, Marlene; Ziegenhagen, Uwe:
The Multimedia Project MM*STAT for Teaching Statistics
Metadaten
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2000 – Nr. 45Huck, Steffen; Müller, Wieland:
Absent–minded drivers in the lab
Testing Gilboa’s model
Metadaten
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2000 – Nr. 44Chinn, Menzie David; Meredith, Guy:
Interest Parity at Short and Long Horizons
Metadaten
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2000 – Nr. 43Chinn, Menzie David:
The Empirical Determinants of the Euro
Short and Long Run Perspectives
Metadaten
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2000 – Nr. 42Desdoigts, Alain:
Neoclassical Convergence Versus Technological Catch-Up
A Contribution for Reaching a Consensus
Metadaten
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2000 – Nr. 41Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin:
Quantifying the Value of Initial Investment Information
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2000 – Nr. 40Lengwiler, Yvan; Wolfstetter, Elmar:
Auctions and Corruption
Metadaten
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2000 – Nr. 39Huck, Steffen; Müller, Wieland; Normann, Hans-Theo:
Strategic Delegation in Experimental Markets
Metadaten
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2000 – Nr. 38Kübler, Dorothea:
On the Regulation of Social Norms
Metadaten
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2000 – Nr. 37Brüggemann, Ralf; Lütkepohl, Helmut:
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System
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2000 – Nr. 36Dufwenberg, Martin; Gneezy, Uri; Güth, Werner; van Damme, Eric:
An Experimental Test of Direct and Indirect Reciprocity in Case of Complete and Incomplete Information
Metadaten
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2000 – Nr. 35Müller, Christian; Hahn, Elke:
Money Demand in Europe
Evidence from the Past
Metadaten
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2000 – Nr. 33Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag:
Nonparametric Estimation in a Nonlinear Cointegration Type Model
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2000 – Nr. 32Yamamoto, Yoshikazu; Nakano, Junji:
A time series analysis system using visual operations
Metadaten
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2000 – Nr. 31Ivanova-Stenzel, Radosveta:
Auctions and Fair Division Games
A Cross-Cultural Bidding Experiment
Metadaten
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2000 – Nr. 30Giese, Sebastian; Hoffmann, Antje:
Tax Evasion and Risky Investments in an Intertemporal Context
An Experimental Study
Metadaten
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2000 – Nr. 29Güth, Werner:
How Ultimatum Offers Emerge
A Study in Bounded Rationality
Metadaten
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2000 – Nr. 28Engelmann, Dirk; Strobel, Martin:
An Experimental Comparison of the Fairness Models by Bolton and Ockenfels and by Fehr and Schmidt
Metadaten
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2000 – Nr. 27Huck, Steffen; Konrad, Kai A.; Müller, Wieland:
Profitable horizontal mergers
A market structure–oriented view
Metadaten
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2000 – Nr. 26Rieder, Helmut:
One-Sided Confidence About Functionals Over Tangent Cones
Metadaten
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2000 – Nr. 25Rieder, Helmut:
Neighborhoods as Nuisance Parameters?
Robustness vs. Semiparametrics
Metadaten
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2000 – Nr. 24Huck, Steffen; Müller, Wieland; Vriend, Nicolaas J.:
The East End, the West End, and King’s Cross
On Clustering in the Four–Player Hotelling Game
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2000 – Nr. 23Huck, Steffen; Knoblauch, Vicki; Müller, Wieland:
On the Profitability of Collusion in Location Games
Metadaten
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2000 – Nr. 22Lütkepohl, Helmut:
Bootstrapping Impulse Responses in VAR Analyses
Metadaten
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2000 – Nr. 21Golubev, Georgi; Härdle, Wolfgang:
On adaptive estimation in partial linear models
Metadaten
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2000 – Nr. 20Härdle, Wolfgang; Mammen, Enno; Proença, Isabel:
A Bootstrap Test for Single Index Models
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2000 – Nr. 19Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar:
Implementing Efficient Market Structure
Metadaten
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2000 – Nr. 18Jeitschko, Thomas D.; Wolfstetter, Elmar:
Auctions when Bidders Prepare by Investing in Ideas
Metadaten
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2000 – Nr. 17Candelon, Bertrand; Lütkepohl, Helmut:
Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?
Metadaten
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2000 – Nr. 16Gil-Alaña, Luis A.:
Modelling Seasonality with Fractionally Integrated Processes
Metadaten
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2000 – Nr. 15Caporale, Guglielmo Maria; Gil-Alaña, Luis A.:
Fractional Cointegration and Tests of Present Value Models
Metadaten
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2000 – Nr. 14Gil-Alaña, Luis A.; Henry, Brian:
Fractional Integration and the Dynamics of UK Unemployment
Metadaten
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2000 – Nr. 13Gil-Alaña, Luis A.:
Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
Metadaten
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2000 – Nr. 12Lanne, Markku; Saikkonen, Pentti:
Reducing Size Distortions of Parametric Stationarity Tests
Metadaten
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2000 – Nr. 11Görz, Nicole; Hildebrandt, Lutz; Annacker, Dirk:
Analyzing Multigroup Data with Structural Equation Models
Metadaten
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2000 – Nr. 10Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten:
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift
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2000 – Nr. 9Huck, Steffen; Konrad, Kai A.; Müller, Wieland:
Divisionalization in Contests
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2000 – Nr. 8Borck, Rainald; Engelmann, Dirk; Müller, Wieland; Normann, Hans-Theo:
Tax Liability Side Equivalence in Experimental Posted-Offer Markets
Metadaten
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2000 – Nr. 7Delecroix, Michel; Protopopescu, Camelia:
Consistency of a least squares orthonormal series estimator for a regression function
Metadaten
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2000 – Nr. 6Härdle, Wolfgang; Spokoiny, Vladimir G.; Teyssière, Gilles:
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
Metadaten
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2000 – Nr. 5Horst, Ulrich:
The Stochastic Equation P(t+1)=A(t)P(t)+B(t) with Non-Stationary Coefficients
Metadaten
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2000 – Nr. 4Delecroix, Michel; Hristache, Marian; Patilea, V.:
Optimal smoothing in semiparametric index approximation of regression functions
Metadaten
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2000 – Nr. 3Huck, Steffen; Konrad, Kai A.; Müller, Wieland:
Merger in Contests
Metadaten
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2000 – Nr. 2Anderhub, Vital; Güth, Werner; Knust, Florian:
On Saving and Investing
An experimental study of intertemporal decision making in a complex stochastic environment
Metadaten
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2000 – Nr. 1Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf:
Web quantlets for time series analysis
Metadaten
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1999 – Nr. 106Horst, Ulrich:
Ergodic Fluctuations in a Stock Market Model with Interacting Agents
The Mean Field Case
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1999 – Nr. 105Härdle, Wolfgang; Stahl, Gerhard:
Backtesting Beyond VaR
Metadaten
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1999 – Nr. 104Liang, Hua; Wang, Naisyin:
Theoretical Properties of two Estimators in Partially Linear Single-Index Measurement Error Models
Metadaten
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1999 – Nr. 103Sawitzki, Günther:
Keeping Statistics Alive in Documents
Metadaten
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1999 – Nr. 102Berninghaus, Siegfried; Güth, Werner; Ramser, H.:
How competition in investing, hiring, and selling affects (un)employment
An analysis of equilibrium Scenario
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1999 – Nr. 101Ivanova-Stenzel, Radosveta; Königstein, Manfred; Strobel, Martin:
Auctions and Fair Division Games Under Different Price Rules
Individual Bid Functions, Prices and Efficiency Rates
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1999 – Nr. 100Chen, Song Xi:
Local Linear Smoothers Using Asymmetric Kernels
Metadaten
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1999 – Nr. 99Dümbgen, Lutz; Spokoiny, Vladimir G.:
Multiscale Testing of Qualitative Hypotheses
Metadaten
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1999 – Nr. 98Grund, Birgit; Polzehl, Jörg:
Semiparametric lack-of-fit tests in an additive hazard regression model
Metadaten
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1999 – Nr. 97Anderhub, Vital; Güth, Werner; Engelmann, Dirk:
An Experimental Study of the Repeated Trust Game with Incomplete Information
Metadaten
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1999 – Nr. 96Schweizer, Martin:
A Guided Tour through Quadratic Hedging Approaches
Metadaten
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1999 – Nr. 95Eichberger, Jürgen; Güth, Werner; Müller, Wieland:
Dynamic Decision Structure and Risk Taking
Metadaten
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1999 – Nr. 94Kleinow, Torsten; Thomas, M.:
Computational Resources for Extremes
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1999 – Nr. 93Müller, Marlene; Rönz, Bernd:
Credit Scoring using Semiparametric Methods
Metadaten
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1999 – Nr. 92Güth, Werner; Ivanova-Stenzel, Radosveta; Tjotta, Sigve:
Please, marry me!
An experimental study of risking a joint venture
Metadaten
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1999 – Nr. 91Beine, Michel; Candelon, Bertrand; Sekkat, Khalid:
Stabilization Policy and Business Cycle Phases in Europe
A Markov Switching VAR Analysis
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1999 – Nr. 90Berninghaus, Siegfried; Güth, Werner; Keser, Claudia:
Decentralized or collective bargaining in a strategy experiment
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1999 – Nr. 89Föllmer, Hans; Wu, Ching-Tang; Yor, Marc:
On weak Brownian motions of arbitrary order
Metadaten
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1999 – Nr. 88Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti:
Comparison of Unit Root Tests for Time Series with Level Shifts
Metadaten
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1999 – Nr. 87Horvath, Lajos; Kokoszka, Piotr; Teyssière, Gilles:
Empirical process of the squared residuals of an ARCH sequence
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1999 – Nr. 86Spokoiny, Vladimir G.:
Variance Estimation for High-Dimensional Regression Models
Metadaten
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1999 – Nr. 85Liptser, R.; Spokoiny, Vladimir G.:
Deviation Probability Bound for Martingales with Applications to Statistical Estimation
Metadaten
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1999 – Nr. 84Güth, Werner; Ockenfels, Axel:
Evolutionary Norm Enforcement
Metadaten
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1999 – Nr. 83Grund, Birgit; Yang, Lijian:
Hazard Regression
Metadaten
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1999 – Nr. 82Anderhub, Vital; Gächter, Simon; Königstein, Manfred:
Efficient Contracting and Fair Play in a Simple Principal-Agent Experiment
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1999 – Nr. 81Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles:
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
Metadaten
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1999 – Nr. 80Strohe, Hans Gerhard; Härdle, Wolfgang; Geppert, Frank:
DPLS in XploRe
A PLS Approach to Dynamic Path Models
Metadaten
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1999 – Nr. 79Nautz, Dieter; Oechssler, Jörg:
The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle
Metadaten
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1999 – Nr. 78Čížek, Pavel:
Quantile regression
Metadaten
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1999 – Nr. 77Liang, Hua:
Errors in Variables Models
Metadaten
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1999 – Nr. 76Derby, Nathaniel; Härdle, Wolfgang; Rönz, Bernd:
The three dimensions of multimedia teaching of statistics
Metadaten
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1999 – Nr. 75Rieder, Helmut:
Neighborhoods as Nuisance Parameters?
Robustness vs. Semiparametrics
Metadaten
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1999 – Nr. 74Bingley, Paul; Eriksson, Tor; Werwatz, Axel; Westergård-Nielsen, Niels:
Beyond "Manucentrism"
Some Fresh Facts About Job and Worker Flows
Metadaten
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1999 – Nr. 73Ahlert, Marlies; Crüger, Arwed; Güth, Werner:
An Experimental Analysis of Equal Punishment Games
Metadaten
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1999 – Nr. 72Saikkonen, Pentti; Lütkepohl, Helmut:
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Metadaten
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1999 – Nr. 71Bank, Peter; Riedel, Frank:
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
Metadaten
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1999 – Nr. 70Güth, Werner; Ivanova, Radosveta; Königstein, Manfred; Strobel, Martin:
Learning to Bid
An Experimental Study of Bid Function Adjustments in Auctions and Fair Division Games
Metadaten
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1999 – Nr. 69Breitung, Jörg:
The Local Power of Some Unit Root Tests for Panel Data
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1999 – Nr. 68Lütkepohl, Helmut:
Forecasting Cointegrated VARMA Processes
Metadaten
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1999 – Nr. 67Breitung, Jörg; Wulff, Christian:
Nonlinear Error Correction and the Efficient Market Hypothesis
The Case of German Dual-Class Shares
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1999 – Nr. 66Engelmann, Dirk; Strobel, Martin:
The False Consensus Effect Disappears if Representative Information and Monetary Incentives Are Given
Metadaten
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1999 – Nr. 65Anderhub, Vital; Gneezy, Uri; Güth, Werner; Sonsino, Doron:
On the Interaction of Risk and Time Preferences
An Experimental Study
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1999 – Nr. 64Jaschke, Stefan R.; Küchler, Uwe:
Coherent Risk Measures, Valuation Bounds, and (My,p)-Portfolio Optimization
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1999 – Nr. 63Nautz, Dieter:
Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses
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1999 – Nr. 62Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter:
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
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1999 – Nr. 61Müller, Wieland:
Strategies, Heuristics and the Relevance of Risk Aversion in a Dynamic Decision Problem
Metadaten
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1999 – Nr. 60Mertens, Antje:
Job Stability Trends and Labor Market (Re-)Entry in West Germany 1984-1997
Metadaten
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1999 – Nr. 59Butucea, Cristina; Nussbaum, Michael:
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Metadaten
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1999 – Nr. 58Hafner, Christian M.; Herwartz, Helmut:
Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis
Metadaten
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1999 – Nr. 57Huck, Steffen; Oechssler, Jörg; Normann, Hans-Theo:
Through Trial and Error to Collusion
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1999 – Nr. 56Ehrhardt, Olaf; Koerstein, Ralf:
Die Simulation langfristiger Überrenditen
Metadaten
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1999 – Nr. 55Hildebrandt, Lutz; Görz, Nicole:
Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten
Metadaten
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1999 – Nr. 54Linton, Oliver; Mammen, Enno; Nielsen, Jens P.; Tanggaard, C.:
Estimating Yield Curves by Kernel Smoothing Methods
Metadaten
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1999 – Nr. 53Koenker, Roger; Geling, Olga:
Reappraising Medfly Longevity
A Quantile Regression Survival Analysis
Metadaten
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1999 – Nr. 52Brandstätter, Hermann; Güth, Werner; Himmelbauer, Judith; Kriz, Willy:
Prior Dispositions and Actual Behavior in Dictator and Ultimatum Games
Metadaten
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1999 – Nr. 49Burda, Michael C.; Weder, Mark:
Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Persistence of Business Cycles
Metadaten
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1999 – Nr. 48Herwartz, Helmut; Reimers, Hans-Eggert:
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Metadaten
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1999 – Nr. 47Herwartz, Helmut:
Weekday Dependence of German Stock Market Returns
Metadaten
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1999 – Nr. 46Hildebrandt, Lutz; Görz, Nicole:
Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen
Methodische Trends und Software-Entwicklungen
Metadaten
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1999 – Nr. 45Jacobsen, Hans-Arno; Riessen, G.; Günther, Oliver:
Component leasing on the World Wide Web
Metadaten
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1999 – Nr. 44Klapper, Daniel; Cooper, Lee G.; Hildebrandt, Lutz:
The Congruence of Theoretical and Empirical Patterns of Inter-Store Price Competition
Metadaten
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1999 – Nr. 43Anderhub, Vital; Königstein, Manfred; Kübler, Dorothea:
Long-term Work Contracts versus Sequential Spot Markets
Experimental Evidence on Firm-specific Investment
Metadaten
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1999 – Nr. 42Wulff, Christian:
The Market Reaction to Stock Splits
Evidence from Germany
Metadaten
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1999 – Nr. 41Burda, Michael C.:
European Labor Markets and the Euro
How Much Flexibility Do We Really Need?
Metadaten
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1999 – Nr. 40Grimm, Veronika; Schmidt, Ulrich:
Equilibrium Bidding Without the Independence Axiom
A Graphical Analysis
Metadaten
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1999 – Nr. 39Königstein, Manfred; Müller, Wieland:
Combining rational choice and evolutionary dynamics
The indirect evolutionary approach
Metadaten
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1999 – Nr. 38Huck, Steffen; Müller, Wieland; Normann, Hans-Theo:
To commit or not to commit
Endogenous timing in experimental duopoly markets
Metadaten
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1999 – Nr. 37Bank, Peter:
No Free Lunch for Large Investors
Metadaten
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1999 – Nr. 36Breitung, Jörg:
Some Nonparametric Tests for Unit Roots and Cointegration
Metadaten
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1999 – Nr. 35Burda, Michael C.; Mertens, Antje:
Estimating Wage Losses of Displaced Workers in Germany
Metadaten
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1999 – Nr. 34Butucea, Cristina:
Numerical results concerning a sharp adaptive density estimator
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1999 – Nr. 33Lütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti:
Unit Root Tests for Time Series with a Structural Break
When the Break Point is Known
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1999 – Nr. 32Huck, Steffen; Müller, Wieland; Normann, Hans-Theo:
Stackelberg beats Cournot
On collusion and efficiency in experimental markets
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1999 – Nr. 31Lütkepohl, Helmut:
Vector Autoregressive Analysis
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1999 – Nr. 30Weder, Mark:
Indeterminacy in the Small Open Economy Ramsey Growth Model
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1999 – Nr. 29Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen:
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
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1999 – Nr. 28Klapper, Daniel:
Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten und Kreuzpreiselastizitäten
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1999 – Nr. 27Saikkonen, Pentti; Lütkepohl, Helmut:
Testing for Unit Roots in Time Series with Level Shifts
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1999 – Nr. 26Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf:
A simple variable selection technique for nonlinear models
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1999 – Nr. 24Härdle, Wolfgang; Klinke, Sigbert; Marron, J. S.:
Connected Teaching of Statistics
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1999 – Nr. 23Riedel, Frank:
Heterogeneous Time Preferences and Interest Rates
The Preferred Habitat Theory Revisited
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1999 – Nr. 22Hafner, Christian M.; Herwartz, Helmut:
Time-Varying Market Price of Risk in the CAPM
Approaches, Empirical Evidence and Implications
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1999 – Nr. 21Grammig, Joachim; Wellner, Marc:
Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes
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1999 – Nr. 20Butucea, Cristina:
Two adaptive rates of convergence in pointwise density estimation
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1999 – Nr. 19Bartels, Knut; Boztuğ, Yasemin; Müller, Marlene:
Testing the Multinomial Logit Model
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1999 – Nr. 18Föllmer, Hans; Leukert, Peter:
Efficient Hedging
Cost versus Shortfall Risk
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1999 – Nr. 15Graßhoff, Ulrike; Schwalbach, Joachim:
Agency-Theorie, Informationskosten und Managervergütung
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1999 – Nr. 14Läuter, Henning; Nikulin, M.:
Parametric versus Nonparametric Goodness of Fit
Another View
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1999 – Nr. 13Jaschke, Stefan R.:
Higher Order Forward Rate Agreements and the Smoothness of the Term Structure
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1999 – Nr. 10Horowitz, Joel L.; Spokoiny, Vladimir G.:
An adaptive, rate-optimal test of a parametric model against a nonparametric alternative
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1999 – Nr. 9Burda, Michael C.; Weder, Mark:
Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen
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1999 – Nr. 7Hafner, Christian M.; Herwartz, Helmut:
Testing for Linear Autoregressive Dynamics under Heteroskedasticity
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1999 – Nr. 6Rychlik, Tomasz:
Error reduction in density estimation under shape restrictions
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1999 – Nr. 5Teyssière, Gilles:
Modelling Exchange Rates Volatility with Multivariate Long-Memory ARCH Processes
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1999 – Nr. 4Lütkepohl, Helmut:
Vector Autoregressions
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1999 – Nr. 2Läuter, Henning; Sachsenweger, Cornelia:
Comparison of Nonparametric Goodness of Fit Tests
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1999 – Nr. 1Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno:
Estimation in an additive model when the components are linked parametrically
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1998 – Nr. 113Jacobsen, Hans-Arno:
A generic architecture for hybrid intelligent systems
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1998 – Nr. 112Jacobsen, Hans-Arno; Voisard, Agnes:
CORBA-based interoperable geographic information systems
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1998 – Nr. 111Weissman, Boris:
Towards High-Performance Multithreaded CORBA Servers
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1998 – Nr. 109Bartels, Knut:
A Model Specification Test
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1998 – Nr. 108Riedel, Frank; Bank, Peter:
Non-Time Additive Utility Optimization
the Case of Certainty
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1998 – Nr. 107Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P.:
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
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1998 – Nr. 106Schweizer, Martin:
A Minimality Property of the Minimal Martingale Measure
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1998 – Nr. 105Breitung, Jörg:
Canonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order
Metadaten
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1998 – Nr. 104Güth, Werner; Ockenfels, Peter:
Will Banks promote trade?
Equilibrium Selection for the Trust Game with Banks
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1998 – Nr. 103Klapper, Daniel; Herwartz, Helmut:
Forecasting performance of market share attraction models
a comparison of different models assuming that competitors’ actions are forecasts
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1998 – Nr. 102Liptser, R.; Spokoiny, Vladimir G.:
On Estimating a dynamic function of a stochastic system with averaging
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1998 – Nr. 101Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti:
A Review of systemscointegration tests
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1998 – Nr. 100Güth, Sandra; Güth, Werner:
Preemption in Capacity and Price Determination
A Study of Endogenous Timing of Decisions for Homogeneous Markets
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1998 – Nr. 99Boztuğ, Yasemin; Hildebrandt, Lutz:
Nicht- und semiparametrische Markenwahlmodelle im Marketing
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1998 – Nr. 98Gushchin, Alexander A.; Küchler, Uwe:
On Stationary Solutions of Delay Differential Equations Driven by a Lévy Process
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1998 – Nr. 97Schimek, Michael G.; Turlach, Berwin A.:
Additive and Generalized Additive Models
a Survey
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1998 – Nr. 96Dankenbring, Henning:
Volatility Estimates of the Short Term Interest Rate with an Application to German Data
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1998 – Nr. 95Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan:
Semiparametric additive indices for binary response and generalized additive models
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1998 – Nr. 94Profit, Stefan; Tschernig, Rolf:
Germany’s Labor Market Problems
What to do and what not to do? A Survey Among Experts
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1998 – Nr. 93Küchler, Uwe; Vasiliev, Vjatscheslav A.:
On sequential parameter estimation for some linear stochastic differential equations with time delay
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1998 – Nr. 82Saikkonen, Pentti; Lütkepohl, Helmut:
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts
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1998 – Nr. 81Breitung, Jörg; Lechner, Michael:
Alternative GMM Methods for Nonlinear Panel Data Models
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1998 – Nr. 80Breitung, Jörg:
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle
Strukturelle Vektorautoregressionen
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1998 – Nr. 79Lavergne, Pascal:
An equality test across nonparametric regressions
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1998 – Nr. 78Nautz, Dieter; Wolters, Jürgen:
The Response of Long-Term Interest Rates to News about Monetary Policy Actions
Empirical Evidence for the U.S. and Germany
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1998 – Nr. 75Lavergne, Pascal; Vuong, Quang:
Nonparametric Significance Testing
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1998 – Nr. 74Burda, Michael C.; Güth, Werner; Kirchsteiger, Georg; Uhlig, Harald:
Employment Duration and Resistance to Wage Reductions
Experimental Evidence
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1998 – Nr. 72Güth, Werner; Kliemt, Hartmut; Peleg, Bezalel:
Co-evolution of preferences and information in simple games of trust
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1998 – Nr. 71Fernández, Ana I.; Rodríguez-Póo, Juan M.; Sperlich, Stefan:
Semiparametric three Step Estimation Methods in Labor Supply Models
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1998 – Nr. 70Linton, Oliver:
Nonparametric Factor Analysis of Time Series
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1998 – Nr. 68Oechssler, Jörg; Riedel, Frank:
Evolutionary Dynamics on Infinite Strategy Spaces
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1998 – Nr. 67Aumann, Robert; Güth, Werner:
Species Survival and Evolutionary Stability in Sustainable Habitats
The Concept of Ecological Stability
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1998 – Nr. 66Müller, Rudolf; Schmidt, Carsten:
A Framework for Micropayment Evaluation
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1998 – Nr. 65Breitung, Jörg:
Rank tests for nonlinear cointegration
Metadaten
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1998 – Nr. 63Perry, Motty; Wolfstetter, Elmar; Zamir, Shmuel:
A Sealed-Bid Auction that Matches the English Auction
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1998 – Nr. 62Jeitschko, Thomas D.; Wolfstetter, Elmar:
Scale Economies and the Dynamics of Recurring Auctions
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1998 – Nr. 61Föllmer, Hans; Wu, Ching-Tang; Yor, Marc:
Canonical decomposition of linear transformations of two independent Brownian motions
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1998 – Nr. 59Liesenfeld, Roman; Breitung, Jörg:
Simulation based methods of moments in empirical finance
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1998 – Nr. 58Neumann, Michael H.; Paparoditis, Efstathios:
A Nonparametric Test for the Stationary Density
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1998 – Nr. 57Brandstätter, Hermann; Güth, Werner:
A psychological approach to individual differences in intertemporal consumption patterns
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1998 – Nr. 56Gneezy, Uri; Güth, Werner; Verboven, Frank:
Presents or Investments?
An Experimental Analysis
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1998 – Nr. 54Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H.:
Properties of the Nonparametric Autoregressive Bootstrap
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1998 – Nr. 53Nussbaum, Michael; Klemelä, Jussi:
Constructive Asymptotic Equivalence of Density Estimation and Gaussian White Noise
Metadaten
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1998 – Nr. 51Saikkonen, Pentti; Lütkepohl, Helmut:
Testing for the Cointegrating Rank of a VAR Process with an Intercept
Metadaten
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1998 – Nr. 50Karlsen, Hans Arnfinn; Tjøstheim, Dag:
Nonparametric Estimation in Null Recurrent Time Series
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1998 – Nr. 49Nowak, Eric:
Finance, Investment, and Firm Value in Germany and the US
A Comparative Analysis
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1998 – Nr. 48Bunke, Olaf:
Semiparametric Estimation and Prediction for Time Series Cross Sectional Data
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1998 – Nr. 47Küchler, Uwe; Kutoyants, Yury A.:
Delay Estimation for some Stationary Diffusion-type processes
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1998 – Nr. 46Salau, M. O.:
Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients
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1998 – Nr. 45Sørensen, Michael:
A Note on Limit Theorems for Multivariate Martingales
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1998 – Nr. 44Diack, Cheikh A.T.:
A Consistent Nonparametric Test of the Convexity of Regression Based on Least Squares Splines
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1998 – Nr. 43Diack, Cheikh A.T.; Thomas-Agnan, Christine:
A nonparametric test of the non-convexity of regression
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