Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 1796-1815 von 5414
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2017-01-18DiskussionspapierEstimating location values of agricultural land “Bodenrichtwerte” reflect the average location value of land plots within a specific area. They constitute an important source of information that contributes to price transparency on land markets. In Germany, “Bodenrichtwerte” ...
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2007-06-01DiskussionspapierEstimating Probabilities of Default With Support Vector Machines This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an ...
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2005-10-10BuchEstimating State-Price Densities with Nonparametric Regression
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1997-02-11BuchEstimating the Kronecker Indices of Cointegrated Echelon Form VARMA Models Cointegrated VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of cointegrated echelon form VARMA ...
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2013-04-25DiskussionspapierEstimating the Quadratic Covariation Matrix from Noisy Observations An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high-frequency asymptotics. ...
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2013-05-28DiskussionspapierEstimating the quadratic covariation of an asynchronously observed semimartingale with jumps We consider estimation of the quadratic (co)variation of a semimartingale from discrete observations which are irregularly spaced under high-frequency asymptotics. In the univariate setting, results from Jacod (2008) are ...
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2014-11-08DiskussionspapierEstimating the SpotCovariation of Asset Prices We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset price process which is subject to noise and non-synchronous observations. The estimator is constructed ...
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2015-01-08DiskussionspapierEstimating the Value ofUrban Green Space Urban Green Space (UGS) such as parks and forests provide a wide range of environmental and recreational benefits. One objective in the conservation efforts of UGS is to analyse the benefits associated with UGS in order ...
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1999-01-01BuchEstimating Wage Losses of Displaced Workers in Germany This paper investigates the effect of displacement on reemployment wages of socially insured West German workers who became unemployed in 1986. Because detailed information on the cause of job loss is unavailable, displacement ...
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1998-12-16BuchEstimating Yield Curves by Kernel Smoothing Methods
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2005-10-12BuchEstimation and Arbitrage Opportunities for Exchange Rate Baskets
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2013-07-17DiskussionspapierEstimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose a nonparametric estimation method using penalized splines, which achieves the same optimal convergence ...
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2002-10-02BuchEstimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
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2005-09-06DiskussionspapierEstimation and Testing for Varying Coefficients in Additive Models with Marginal Integration We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys ...
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2014-11-20DiskussionspapierEstimation andDeterminants of ChineseBanks’ Total FactorEfficiency: The development of shadow banking system in China catalyzes the expansion of banks’ off-balance-sheet activities, resulting in a distortion of China’s traditional credit expansion and underestimation of its commercial ...
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1999-01-14BuchEstimation in an additive model when the components are linked parametrically Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can ...
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2006-01-19BuchEstimation of a Function with Discontinuities via Local Polynomial Fit with an Adaptive Window Choice We propose a method of adaptive estimation of a regression function and which is near optimal in the classical sense of the mean integrated error. At the same time, the estimator is shown to be very sensitive to discontinuities ...
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2006-11-16DiskussionspapierEstimation of Default Probabilities with Support Vector Machines Predicting default probabilities is important for firms and banks to operate successfully and to estimate their specific risks. There are many reasons to use nonlinear techniques for predicting bankruptcy from financial ...
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2006-06-01BuchEstimation of Derivates for Additive Separable Models Additive regression models have a long history in nonparametric regression. It is well known that these models can be estimated at the one dimensional rate. Until recently, however, these models have been estimated by a ...
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2015-01-12DiskussionspapierEstimation of NAIRU withInflation Expectation Data Estimating natural rate of unemployment (NAIRU) is important for understanding the joint dynamics of unemployment, inflation, and inflation expectation. However, existing literature falls short in endogenizing inflation ...