Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 340-359 von 616
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1999-09-24BuchNeighborhoods as Nuisance Parameters?
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2000-03-25BuchNeighborhoods as Nuisance Parameters?
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2000-05-01BuchNeoclassical Convergence Versus Technological Catch-Up New macro empirical evidence is provided to assess the relative importance of object and idea gaps in explaining the world income distribution dynamics. Formal statistical hypothesis tests allow us to discriminate between ...
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2005-10-28BuchNet Based Spreadsheets in Quantitative Finance
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1998-09-01BuchNeuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle In diesem Beitrag wird der vergleichsweise neue Ansatz der „Strukturellen Vektorautoregression“ (SVAR) vorgestellt und anhand einfacher Beispiele illustriert. Auf der Basis der Theorie rationaler Erwartungen wird unterschieden, ...
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2005-10-12BuchNeuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
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1998-11-13BuchNicht- und semiparametrische Markenwahlmodelle im Marketing
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2005-09-14BuchNo Free Lunch for Large Investors
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2005-10-12BuchNoise Induced Oscillation in Solutions of Stochastic Delay Differential Equations This paper studies the oscillatory properties of solutions of linear scalar stochastic delay differential equations with multiplicative noise. It is shown that such noise will induce an oscillation in the solution whenever ...
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2006-03-16BuchNon-Time Additive Utility Optimization We study the intertemporal utility maximization problem for Hindy-Huang-Kreps utilities. Necessary and sufficient conditions for optimality are given. An explicit solution is provided for a large class of utility functions. ...
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1998-08-21BuchNon-Uniformity of Job-Matching in a Transition Economy We consider problems in modelling job-matching in the Czech Republic during the transition to a market economy. Special interest is devoted to functional form considerations and the analysis of returns to scale of the ...
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1999-08-01BuchNonlinear Error Correction and the Efficient Market Hypothesis
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2005-10-07BuchNonlinear GARCH Models for Highly Persistent Volatility
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2005-10-17BuchNonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, ...
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1998-12-04BuchNonparametric Autoregression with Multiplicative Volatility and Additive Mean For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory ...
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1998-02-16BuchNonparametric Estimation and Testing of Interaction in Additive Models We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. ...
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2000-03-06BuchNonparametric Estimation in a Nonlinear Cointegration Type Model
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1998-03-17BuchNonparametric Estimation in Null Recurrent Time Series We develop a nonparametric estimation theory in a non-stationary environment, more precisely in the framework of null recurrent Markov chains. An essential tool is the split chain, which makes it possible to decompose the ...
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2000-06-01BuchNonparametric Estimation of Additive Models withHomogeneous Components The importance of homogeneity as a restriction on functional forms has been well recognized in economic theory. Imposing additive separability is also quite popular since many economics models become easier to interpret ...
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2005-10-12BuchNonparametric Estimation of an Additive Model with a Link Function This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically ...