Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 282-301 von 616
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2000-05-12BuchLag Selection in Subset VAR Models with an Application to a U.S. Monetary System
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2005-10-07BuchLangzeiteffekte der "Theory of Games and Economic Behavior"
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1997-04-04BuchLarge Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models
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2006-06-09BuchLarge Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
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1999-04-25BuchLearning to Bid We examine learning behavior in auctions and Fair division games with independent private values under two different price rules, first and second price. Participants face these four games repeatedly and submit complete ...
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1997-04-15BuchLearning to Like What You Have
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2005-09-29BuchLeast Trimmed Squares
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2000-07-01BuchLeave-k-out Diagnostics in State Space Models The paper derives an algorithm for computing leave-k-out diagnostics for the detection of patches of outliers for stationary and non-stationary state space models with regression effects. The algorithm is based on a reverse ...
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2000-09-12BuchLimited depth of reasoning and failure of cascade formation in the laboratory We examine the robustness of information cascades in laboratory experiments. Apart from the situation in which each player can obtain a signal for free (as in the experiment by Anderson and Holt, 1997, American Economic ...
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1997-01-14BuchLocal Linear Regression for Generalized Linear Models with Missing Data Fan, Heckman and Wand (1995) proposed locally weighted kernel polynomial regression methods for generalized linear models and quasilikelihood functions. When the covariate variables are missing at random, we propose a ...
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2005-09-14BuchLocal Linear Smoothers Using Asymmetric Kernels
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1997-07-14BuchLocal Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process Likelihood ratio (LR) tests for the cointegrating rank of a vector autoregressive (VAR) process have been developed under different assumptions regarding deterministic terms. For instance, nonzero mean terms and linear ...
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2006-01-25BuchLocal Risk-Minimization under Transaction Costs We propose a new approach to the pricing and hedging of contingent claims under transaction costs in a general incomplete market in discrete time. Under the assumptions of a bounded mean-variance tradeoff, substantial risk ...
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2005-09-29BuchLong-Memory Analysis
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2005-09-08BuchLong-term Work Contracts versus Sequential Spot Markets
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1997-04-01BuchLoss of Commitment?
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2005-10-12BuchLow Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany The second–generation GSM spectrum auction in Germany is probably the most clear cut example of a low price outcome in a simultaneous ascending–bid auction. The present paper gives an account of the events, describes the ...
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2005-10-07BuchLow-Probability Insurance Decisions On the basis of a real high stakes insurance experiment with small probabilities of losses, we demonstrate that concern is a more important driver of WTP for insurance than subjective probability estimates when there is ...
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2002-02-20BuchLyapunov Exponents for Linear Delay Equations in arbitrary Phase Spaces
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2005-10-12BuchM Robustified Additive Nonparametric Regression