Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 1071-1090 von 1448
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1998-07-01BuchScale Economies and the Dynamics of Recurring Auctions We analyze the dynamics of a game of sequential bidding in the presence of stochastic scale effects in the form of stochastic economies or diseconomies of scale. We show that economies give rise to declining expected ...
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2007-02-19DiskussionspapierSectoral Transformation, Turbulence, and Labour Market Dynamics in Germany The secular rise of European unemployment since the 1960s is hard to explain without reference to structural change. This is especially true in Germany, where industrial employment has declined by more than 30% and service ...
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2005-02-10DiskussionspapierSelecting Comparables for the Valuation of European Firms This paper investigates which comparables selection method generates the most precise forecasts when valuing European companies with the enterprise value to EBIT multiple. We also consider the USA as a reference point. It ...
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2005-10-12BuchSelf-rated and changes in self-rated health as predictors of mortality Background: Studies from several countries have shown that self-rated health is an independent predictor of mortality. However, no empirical evidence exists for Germany so far. We investigate the effectiveness of (i) ...
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2005-10-12BuchSelfinformative Limits of Bayes Estimates andGeneralized Maximum Likelihood A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior ...
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2005-10-10BuchSemi-Parametric Estimation of generalized Partially Linear Single-Index Models One of the most di±cult problems in applications of semiparametric generalized partially linear single-index model (GPLSIM) is the choice of pilot estimators and complexity parameters which may result in radically different ...
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1998-11-09BuchSemiparametric additive indices for binary response and generalized additive models Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown ...
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1997-10-07BuchSemiparametric Analysis of German East-West Migration Intentions East-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from ...
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2005-09-09BuchSemiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
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2001-04-24BuchSemiparametric Diffusion Estimation and Application to a Stock Market Index
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2006-02-02BuchSemiparametric Estimation and Prediction for Time Series Cross Sectional Data This paper discusses a methodology which uses time series cross sectional datafor the estimation of a time dependent regression function depending on explanatory variables and for the prediction of values of the dependent ...
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2001-06-22BuchSemiparametric Estimation in Single Index Poisson Regression: A Practical Approach
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1999-05-31BuchSemiparametric estimation of the intensity of long memory in conditional heteroskedasticity
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2011-10-17DiskussionspapierSemiparametric Estimation with Generated Covariates In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of in nite-dimensional nuisance parameters: a conditional expectation ...
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2014-09-03DiskussionspapierSemiparametric Estimationwith GeneratedCovariates We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametri- cally using generated covariates. ...
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1999-10-07BuchSemiparametric lack-of-fit tests in an additive hazard regression model
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1997-12-01BuchSemiparametric Modelling of the Cross-Section of Expected Returns in the German Stock Market According to the Sharpe-Lintner capital asset pricing model, expected rates of return on individual stocks differ only because of their different levels of non-diversifiable risk (beta). However, Fama/French (1992) show ...
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2005-10-06BuchSemiparametric Regression Analysis under Imputation for Missing Response Data We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are ...
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1998-09-04BuchSemiparametric three Step Estimation Methods in Labor Supply Models The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest ...
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2007-08-01DiskussionspapierSensitivities for Bermudan Options by Regression Methods In this article we propose several pathwise and finite difference based methods for calculating sensitivities of Bermudan options using regression methods and Monte Carlo simulation. These methods rely on conditional ...