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2010-10-11ZeitschriftenartikelOn rate optimality for ill-posed inverse problems in econometrics In this paper we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. ...
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2005-04-22ZeitschriftenartikelA note on testing restrictions for the cointegration parameters of a VAR with I(2) variables We give a brief introduction to the vector autoregressive model for cointegrated I(2) variables and show how some plausible economic relations can be formulated in the I(2) framework in such a way that likelihood ratio ...
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2023-11-27DissertationCompact few-cycle mid-wave and long-wave infrared OPCPA Die Weiterentwicklung von Ultrakurzimpulslaserquellen hat die Horizonte für Wissenschaft, Medizin und Industrie stetig erweitert. Ultrakurze Impulsdauern und hohe Energien erzeugen Spitzenleistungen auf der Gigawatt-Skala, ...
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2004-12-01ZeitschriftenartikelThe live method for generalized additive volatility models We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also ...
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2004-02-10ZeitschriftenartikelBootstrap inference in semiparametric generalized additive models Semiparametric generalized additive models are a powerful tool in quantitative econometrics. With response Y, covariates X,T, the considered model is E(Y |X;T) = G{XTβ + α + m1(T1) + ··· + md(Td)}. Here, G is a known link, ...
