Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 86-105 von 616
-
1999-12-06BuchBacktesting Beyond VaR
-
1998-03-01BuchBanks’ Supply of Loans The most important policy instruments of the Bundesbank and of the coming European Central Bank involve lending to domestic credit institutions. In this monetary setup, banks use short-term central bank credits extensively ...
-
2005-10-10BuchBayes Estimates in Multivariate SemiparametricLinear Models Bayes estimates are derived in multivariate linear models with unknown distribution. The prior distribution is defined using a Dirichlet prior for the unknown error distribution and a ormal-Wishart distribution for the ...
-
2000-12-15BuchBayesian Estimation of NIG-parameters by Markov Chain Monte Carlo Methods
-
2006-06-02BuchBenchmarking Spatial Joins À La Carte Spatial joins are join operations that involve spatial data types and operators. Spatial access methods are often used to speed up the computation of spatial joins. This paper addresses the issue of benchmarking spatial ...
-
1997-04-01BuchBerechnung des REXP für alternative Steuersätze
-
2005-09-09BuchBeyond "Manucentrism" This paper gives a comprehensive picture of job and worker flows for the entire Danish economy. We exploit a unique central administrative register encompassing all employees of all workplaces across all sectors throughout ...
-
2002-11-14BuchBidder Preferences among Auction Institutions This study examines bidder preferences between alternative auction institutions. In particular we seek to experimentally characterize the degree to which bidders prefer an ascending auction over a sealed bid auction. We ...
-
2005-10-07BuchBidding Behavior in Asymmetric Auctions We review an asymmetric auction experiment. Based on Plum (1992) private valuations of the two bidders are independently drawn from distinct but commonly known distributions, one of which stochastically dominating the ...
-
2006-06-09BuchBootstrap Approximations in a Partially Linear Regression Model
-
2005-09-30BuchBootstrap Inference in Single Equation Error Correction Models
-
2001-08-01BuchBootstrap Methods For Time Series The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the ...
-
1997-07-30BuchBootstrap of kernel smoothing in nonlinear time series Kernel smoothing in nonparametric autoregressive schemes offers a powerful tool in modelling time series. In this paper it is shown that the bootstrap can be used for estimating the distribution of kernel smoothers. This ...
-
2005-09-21BuchBootstrapping Impulse Responses in VAR Analyses
-
1998-12-01BuchCanonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order In this paper a Canonical Correlation Analysis (CCA) is used to test the hypothesis r = r0 against the alternative r < r0. Such a test flips the null and alternative hypotheses of Johansen’s LR test and can be used jointly ...
-
2006-03-09BuchCanonical decomposition of linear transformations of two independent Brownian motions Motivated by the Kyle-Back model of “insider trading”, we consider certain classes of linear transformations of two independent Brownian motions and study their canonical decomposition as semimartingales in their own ...
-
2001-02-01BuchCapacity Choices and Price Competition in Experimental Markets In the heterogeneous experimental oligopoly markets of this paper, sellers first choose capacities and then prices. In equilibrium, capacities should correspond to the Cournot prediction. In the experimental data, given ...
-
2005-09-29BuchClassification and Regression Trees
-
2005-10-10BuchClient/Server based Statistical Computing We propose a client server architecture for statistical computing. The main feature of our approach is the possibility to connect various client programs via a TCP/IP connection to a powerful statistical engine. This offers ...
-
2005-09-29BuchCluster Analysis