Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 934-953 von 1448
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2009-01-22DiskussionspapierPanel Cointegration Testing in the Presence of a Time Trend The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear time trend in the data generating process. This new test is an extension of the likelihood ratio (LR) test ...
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2011-11-16DiskussionspapierParametric estimation The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are: (1) the study is non-asymptotic, that is, the sample size is fixed and ...
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2010-09-09DiskussionspapierParametric estimation of risk neutral density functions This chapter deals with the estimation of risk neutral distributions for pricing index options resulting from the hypothesis of the risk neutral valuation principle. After justifying this hypothesis, we shall focus on ...
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1999-01-26BuchParametric versus Nonparametric Goodness of Fit We consider chi-squared type tests for testing the hypothesis H 0 that a density f of observations X1,…, Xn lies in a parametric class of densities F. We consider a version of chi-squared type test using kernel estimates ...
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2010-01-07DiskussionspapierPartial Linear Quantile Regression and Bootstrap Confidence Bands In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density ...
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2005-09-05DiskussionspapierPaternal Uncertainty and the Economics of Mating, Marriage, and Parental Investment in Children We develop a theoretical model of mating behavior and parental investment in children under asymmetry in kin recognition between men and women that provides a microfoundation for the institution of marriage. In the model, ...
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2010-08-31DiskussionspapierPayroll Taxes, Social Insurance and Business Cycles Payroll taxes represent a major distortionary influence of governments on labor markets. This paper examines the role of payroll taxation and the social safety net for cyclical fluctuations in a nonmonetary economy with ...
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2014-04-01DiskussionspapierPeer Effects andStudents’ Self-Control We conducted a multi-wave field experiment to study the interaction of peer effects and selfcontrol among undergraduate students. We use a behavioral measure of self-control based on whether students achieve study related ...
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2017-09-12DiskussionspapierPenalized Adaptive Method in Forecasting with Large Information Set and Structure Change In the present paper we propose a new method, the Penalized Adaptive Method (PAM), for a data driven detection of structure changes in sparse linear models. The method is able to allocate the longest homogeneous intervals ...
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2007-02-21BuchPenalized quasi-likelihood estimation in partial linear models
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2006-02-14DiskussionspapierPenalties and Optimality in Financial Contracts A popular view of limited liability in financial contracting is that it is the result of societal preferences against excessive penalties. The view of most financial economists is instead that limited liability emerged as ...
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2006-09-11DiskussionspapierPension Sytems and the Allocation of Macroeconomic Risk This paper explores the optimal risk sharing arrangement between generations in an overlapping generations model with endogenous growth. We allow for nonseparable preferences, paying particular attention to the risk aversion ...
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2006-09-11DiskussionspapierPerpetual Barrier Options in Jump-Diffusion Models We present a closed form solution to the perpetual American double barrier call option problem in a model driven by a Brownian motion and a compound Poisson process with exponential jumps. The method of proof is based on ...
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2015-03-12DiskussionspapierPitfalls and Perils of Financial Innovation We use the financial crisis of 2007–2009 as a laboratory to examine the costs and benefits of teams versus single managers in asset management. We find that when a fund uses complex trading strategies involving the use ...
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1999-07-20BuchPlease, marry me!
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2006-12-18DiskussionspapierPLS Path Modeling After years of stagnancy, PLS path modeling has recently attracted renewed interest from applied researchers in marketing. At the same time, the availability of software alternatives to Lohmöller´s LVPLS package has ...
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1995-12-15BuchPlug-In Semiparametric Estimating Equations In parametric regression problems, estimation of the parameter of interest is typically achieved via the solution of a set of unbiased estimating equations. We are interested in problems where in addition to this parameter, ...
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2011-05-30DiskussionspapierPointwise adaptive estimation for quantile regression A nonparametric procedure for quantile regression, or more generally nonparametric M-estimation, is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved ...
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2009-11-18DiskussionspapierPolar sets of anisotropic Gaussian random fields This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded ...
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2011-07-11DiskussionspapierPollution permits, Strategic Trading and Dynamic Technology Adoption This paper analyzes the dynamic incentives for technology adoption under a transferable permits system, which allows for strategic trading on the permit market. Initially, firms can both invest in low- emitting production ...