Working Papers

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2002-65: Notes on an Endogenous Growth Model with two Capital Stocks I: The Deterministic Case

Dirk Bethmann

2002-64: Self-rated and changes in self-rated health as predictors of mortality - first evidence from german panel data

J. Schwarze, H. Andersen and Silke Anger

2002-63: Nonparametric Estimation of an Additive Model with a Link Function

J. Horowitz and Enno Mammen

2002-62: Smoothed Influence Function: Another View at Robust Nonparametric Regression

J. Tamine

2002-61: Statistical inference for time-inhomogeneous volatility models

D. Mercurio and V. Spokoiny

2002-60: Lyapunov Exponents for Linear Delay Equations in arbitrary Phase Spaces

M. Riedle

2002-59: On stability of numerical algorithms

H. Gilsing

2002-58: Bayes Estimates in Multivariate Semiparametric Linear Models

O. Bunke

2002-57: Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed

E. Gobet, M. Hoffmann and M. Reiß

2002-56: Semi-Parametric Estimation of generalized Partially Linear Single-Index Models

Y. Xia and Wolfgang Karl Härdle

2002-55: Real Estate Valuation According to Standardized Methods: An Empirical Analysis

R. Schulz

2002-54: Credit Risk Modeling and Valuation: an Introduction

K. Giesecke

2002-53: Hedging and Portfolio Optimization in Illiquid Financial Markets

P. Bank and D. Baum

2002-52: An Exponential Model for Dependent Defaults

K. Giesecke

2002-51: I want You! An experiment studying the selection effect when assigning distributive power

J. Brandts, Werner Güth and A. Stiehler

2002-50: Adaptive wavelet Galerkin methods for linear inverse problems

A. Cohen, M. Hoffmann and M. Reiß

2002-49: Client / Server based Statistical Computing

T. Kleinow and H. Lehmann

2002-48: A Monte Carlo Study of Structural Equation Models for Finite Mixtures

J. Williams, D. Temme and Lutz Hildebrandt

2002-47: Compensator-Based Simulation of Correlated Defaults

K. Giesecke

2002-46: XQS/MD*Crypt as a Means of Education and Computation

J. Feuerhake

2002-45: Transactions that did not happen and their influence on prices

Alan Kirman, Wolfgang Karl Härdle, R. Schulz and Axel Werwatz

2002-44: Simulation based Option Pricing

J. Lüssem and J. Schumacher

2002-43: Nonparametric Estimators of GARCH Processes

J. Franke, H. Holzberger and Marlene Müller

2002-42: Net Based Spreadsheets in Quantitative Finance

Gökhan Aydınlı

2002-41: Statistical Process Control

S. Knoth

2002-40: Estimating State-Price Densities with Nonparametric Regression

Kim P. Huynh, P. Kervella and Jun Tie Zheng

2002-39: A simple state space model of house prices

R. Schulz and Axel Werwatz

2002-38: Testing the Diffusion Coefficient

T. Kleinow

2002-37: Drivers and Impediments of Consumer Online Information Search: Self-controlled versus Agent-based Search in a High Involvement Context

S. Spiekermann, M. Strobel and D. Temme

2002-36: Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland

J. Breitung and D. Jagodzinski

2002-35: Did Sunspot Cause the Great Depression?

Sharon G. Harrison and Mark Weder

2002-34: Multiplicative SARIMA models

Richel yingying chen, R. Schulz and S. Stephan

2002-33: Structural Equation Models for Finite Mixtures - Simulation Results and Empirical Applications

D. Temme, J. Williams and Lutz Hildebrandt

2002-32: Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates

Y. Hong and H. Li

2002-31: Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression

R. Slama, Axel Werwatz, O. Boutou and B. Ducot

2002-30: Correlated Default With Incomplete Information

K. Giesecke

2002-29: How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment

Carsten Schmidt and Axel Werwatz

2002-28: Should smart investors buy funds with high returns in the past?

F. Palomino and Harald Uhlig

2002-27: Efficient hedging for a complete jump-diffusion model

M. Kirch, R. Krutchenko and A. Melnikov

2002-26: Integrating a Behavioral Preference Calculus into a Simultaneous Market Entry Game: Analyses of Equilibria for Selected Cases of Prior Gain and Loss Experiences

A. Schröder and C. Schade

2002-25: Worry and the Illusion of Safety: Evidence from a Real-Objects Experiment

C. Schade and H. Kunreuther

2002-24: Intuitive Optimizing for Time Allocation Decisions in Newly Formed Ventures

M. Lévesque and C. Schade

2002-23: Low-Probability Insurance Decisions: The Role of Concern

C. Schade, H. Kunreuther and K. Kaas

2002-22: Unobservable Effects in Structural Models of Business Performance

D. Annacker and Lutz Hildebrandt

2002-21: MD*Book online - a tool for creating interactive documents

Sigbert Klinke and R. Witzel

2002-20: Nonlinear GARCH Models for Highly Persistent Volatility

Markku Lanne and P. Saikkonen

2002-19: Training Systems and Labor Mobility -A Comparison between Germany and Sweden

T. Korpi and A. Mertens

2002-18: Privately Contributing to Public Goods over Time - An Empirical Study-

Werner Güth, Maria Vittoria Levati and A. Stiehler

2002-17: Money and Banks: Some Theory and Empirical Evidence for Germany

Oliver Holtemöller

2002-16: Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap

Wolfgang Karl Härdle and Adonis Yatchew