Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Title
Now showing items 484503 of 616

20010601BuchSimultaneous Over and Underconfidence: Evidence from Experimental Asset Markets In this paper individual overconfidence within the context of an experimental asset market is investigated. Overall, 72 participants traded one risky asset on six markets of 12 participants each. The results indicate that ...

20050929BuchSimultaneousEquations Models

20060607BuchSMART Towards Spatial Internet MarketplacesSpatial Internet Marketplaces are attractive as a mechanism to enable spatial applications to be built drawing on remote services for supply of data and for data manipulation. They differ from the usual distributed systems ...

19980119BuchSmooth discrimination analysis Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the set G = {x : f(x) ≥ g(x)}. We consider applications where it is appropriate to assume that the region ...

20051012BuchSmoothed Influence Function Another View at Robust Nonparametric Regression

20051012BuchSmoothed LEstimation of Regression Function The NadarayaWatson estimator of regression is known to be highly sensitive to the presence of outliers in the sample. A possible way of robustication consists in using local Lestimates of regression. Whereas the local ...

20051017BuchSome Convergence Problems On Heavy Tail Estimation Using Upper Order Statistics For Generalized Pareto and Lognormal Distributions In some applications, the population characteristics of main interest can be found in the tails of the distribution function. The study of risk of extreme events will lead to the use of probability distributions and the ...

20021108BuchSome crude approximation, calibration and estimation procedures for NIGvariates In this paper we explore some crude approximation, calibration and estimation procedures for Normal Inverse Gaussian (NIG) variates of potential use in risk management. Among others we treat in some detail the calibration ...

19990503BuchSome Nonparametric Tests for Unit Roots and Cointegration

20010402BuchSources of German Unemployment: A Structural Vector Error Correction Analysis

20051017BuchSpace Distortion and Monotone Admissibility in Agglomerative Clustering This paper discusses the admissibility of agglomerative hierarchical clustering algorithms with respect to space distortion and monotonicity, as defined by Yadohisa et al. and Batagelj, respectively. Several admissibilities ...

19980601BuchSpecies Survival and Evolutionary Stability in Sustainable Habitats The Concept of Ecological StabilityWhoever exists belongs to a species, which did not become extinct, has a (geno) type, which should be well adjusted, and lives in a habitat which has been sustainable for a long time. To capture the first aspect we allow ...

19971107BuchSpecific Institutional Aspects of International Cooperation A GAME Theoretic AccountIf one abstracts from specially organized markets like stock or commodity exchanges, (international) trade relies on bargaining between the interested parties. Whereas earlier the results of bargaining were seen as ...

20050929BuchSpreadsheets as Tools for Statistical Computing and Statistics Education Spreadsheets are an ubiquitous program category, and we will discuss their use in statistics and statistics education on various levels, ranging from very basic examples to extremely powerful methods. Since the spreadsheet ...

20021003BuchStability of Linear Stochastic Difference Equations in Controlled Random Environments

20011001BuchStability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model

20050914BuchStabilization Policy and Business Cycle Phases in Europe A Markov Switching VAR AnalysisMost of the empirical studies dealing with international business cycles have disregarded the credibility issues that play an important role in the decision to join or not a monetary union. Most of empirical applications ...

19990413BuchStackelberg beats Cournot On collusion and efficiency in experimental marketsWe report on an experiment designed to compare Stackelberg and Cournot duopoly markets with quantity competition. For each market we implement both a random matching and fixedpairs version. Stackelberg markets yield, ...

20051007BuchStarting Points´ Effects on RiskTaking Behavior We formally represent the effects of prior gains and losses in a simple dynamic preference calculus based on prospect theory s value function and thoughts adapted from aspiration level theories. We investigate our predictions ...

20021003BuchStationary Equilibria in Discounted Stochastic Games with Weakly Interacting Players