Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 445-464 von 616
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2005-10-12BuchR robustified additive nonparametric regression
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2001-08-22BuchRandom times at which insiders can have free lunches
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2006-03-10BuchRank tests for nonlinear cointegration A test procedure based on ranks is suggested to test for nonlinear cointegration. For two (or more) time series it is assumed that there exist monotonic transformations such that the normalised series can asymptotically ...
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2007-02-21BuchRank Tests for Unit Roots In order to obtain exact distributional results without imposing restrictive parametric assumptions, several rank counterparts of the Dickey-Fuller statistic are considered. In particular, a rank counterpart of the score ...
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2005-10-10BuchReal Estate Valuation According to Standardized Methods Appraisals are needed for decision-making and for performance evaluation. Knowledge on the accuracy of valuation methods is of general interest for banks and investors. We assess the accuracy of the German Regulation on ...
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2005-09-08BuchReappraising Medfly Longevity
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2005-09-16BuchReducing Size Distortions of Parametric Stationarity Tests
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2006-01-25BuchRegression and contrast estimates based on adaptive regressograms depending on qualitative explanatory variables This methodological paper discusses the application of “adaptive” non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose ...
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2005-10-17BuchRegression Quantiles with Errors-In-Variables
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2005-10-07BuchRetributive Responses Retributive responses do play a role in human behavior. Whether they are primarily triggered by supposed intentions or by observed consequences of actions is an important question. It can be addressed by experimental studies ...
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1997-07-14BuchRisikomessung mit VaR für Portfolios In dieser Arbeit werden zwei Methoden zur Ermittlung der Eigenkapitalunterlegung von Risikopositionen und die Auswirkungen unterschiedlicher Verteilungsannahmen auf das Value-at-Risk (VaR) untersucht. Die empirischen ...
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2000-09-29BuchRisk Premia and Financial Modelling Without Measure Transformation
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2005-10-12BuchRobust adaptive estimation of dimension reduction space Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy tailed distributions. We show that the recently proposed MAVE and OPG methods by Xia et al. ...
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2001-12-13BuchRobust Estimation in Nonlinear Regression and Limited Dependent Variable Models
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2001-10-21BuchRobust Estimation in Nonlinear Regression Models
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2002-10-11BuchRobust Estimation with Discrete Explanatory Variables
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2005-09-29BuchRobust Kalman Filtering
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2005-09-30BuchRobust Learning Experiments Robust learning experiments confront participants with structurally different decision environments which they encounter, furthermore, repeatedly. Since the decision format does not depend on the rules (of game), forward ...
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1996-01-01BuchRückberechnung des DAX für die Jahre 1955 bis 1987
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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 ...