Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 192-211 von 616
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2006-05-19BuchEstimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression We use ideas from estimating function theory to derive new, simply computed consistent covariance matrix estimates in nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the ...
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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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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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2002-10-02BuchEstimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
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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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2006-06-01BuchEstimation 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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2005-10-13BuchEuler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term
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1999-05-19BuchEuropean Labor Markets and the Euro Widespread concern over real effects of EMU is consistent with new Keynesian approaches to macroeconomic fluctuations, but more difficult to reconcile with a real business cycle (RBC) paradigm. Using a model with frictions ...
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2001-06-01BuchEveryday Representations of Tax Avoidance, Tax Evasion, and Tax Flight: Do Legal Differences Matter? From an economic point of view, legal considerations apart, tax avoidance, tax evasion and tax flight have similar effects, namely a reduction of revenue yields, and are based on the same desire to reduce the tax burden. ...
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1998-04-13BuchEvolutionary Dynamics on Infinite Strategy Spaces
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1999-09-01BuchEvolutionary Norm Enforcement Applying an indirect evolutionary approach with endogenous preference formation, we show that a legal system can induce players to reward trust even if material incentives dictate to exploit trust. By analyzing the crowding ...
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2000-12-13BuchExistence and Structure of Stochastic Equilibria with Intertemporal Substitution
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2005-10-05BuchExperimental Game Theory Whereas orthodox game theory relies on the unrealistic assumption of (commonly known) perfect rationality, participants in game playing experiments are at best boundedly rational. This makes it necessary to supplement ...
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2001-06-26BuchExperimental ’Beauty Contests’ with Homogeneous and Heterogeneous Players and with Interior and Boundary Equilibria We study behavior in experimental beauty contests with, first, boundary and interior equilibria, and, second, homogeneous and heterogenous types of players. We find quicker and better convergence to the game-theoretic ...
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2002-10-17BuchExploring Credit Data Credit scoring methods aim to assess the default risk of a potential borrower. This involves typically the calculation of a credit score and the estimation of the probability of default. One of the standard approaches is ...
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2005-09-29BuchExploRing Persistence in Financial Time Series