SFB 373 Discussion Papers

from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1999,62: Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Peter Hall, Wolfgang Karl Härdle, Torsten Kleinow and Peter Schmidt

1999,61: Strategies, heuristics and the relevance of risk aversion in a dynamic decision problem

Wieland Müller

1999,60: Job stability trends and labor market (re-)entry in West Germany 1984 - 1997

Antje Mertens

1999,59: Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift

Cristina Butucea and Michael Nussbaum

1999,58: Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Christian Matthias Hafner and Helmut Herwartz

1999,57: Through trial & error to collusion

Steffen Huck, Jörg Oechssler and Hans-Theo Normann

1999,56: Die Simulation langfristiger Überrenditen

Olaf Ehrhardt and Ralf Koerstein

1999,55: Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten

Lutz Hildebrandt and Nicole Görz

1999,54: Estimating yield curves by Kernel smoothing methods

Oliver Linton, Enno Mammen, Jens Perch Nielsen and Carsten Tanggaard

1999,53: Reappraising medfly longevity: A quantile regression survival analysis

Roger Koenker and Olga Geling

1999,52: Prior dispositions and actual behavior in dictator and ultimatum games

Hermann Brandstätter, Werner Güth, Judith Himmelbauer and Willy Kriz

1999,51: Tax Evasion with Earned Income and Varying Tax Rate - An Experimental Study -

V. Anderhub, S. Giese, W. Güth and A. Hoffmann

1999,50: Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model

J. Grammig and K. Maurer

1999,49: Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles

Michael Christopher Burda and Mark Weder

1999,48: Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt

Helmut Herwartz and Hans-Eggert Reimers

1999,47: Weekday dependence of German stock market returns

Helmut Herwartz

1999,46: Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen: Methodische Trends und Software-Entwicklungen

Lutz Hildebrandt and Nicole Görz

1999,45: Component leasing on the World Wide Web

Hans-Arno Jacobsen, G. Riessen and Oliver Günther

1999,44: The congruence of theoretical and empirical patterns of inter-store price competition

Daniel Klapper, Lee G. Cooper and Lutz Hildebrandt

1999,43: Long-term work contracts versus sequential spot markets: Experimental evidence on firm-specific investment

Vital Anderhub, Manfred Königstein and Dorothea Kübler

1999,42: The market reaction to stock splits: Evidence from Germany

Christian Wulff

1999,41: European labor markets and the Euro: How much flexibility do we really need?

Michael Christopher Burda

1999,40: Equilibrium bidding without the independence axiom: A graphical analysis

Veronika Grimm and Ulrich Schmidt

1999,39: Combining rational choice and evolutionary dynamics: The indirect evolutionary approach

Manfred Königstein and Wieland Müller

1999,38: To commit or not to commit: Endogenous timing in experimental duopoly markets

Steffen Huck, Wieland Müller and Hans-Theo Normann

1999,37: No free lunch for large investors

Peter Bank

1999,36: Some nonparametric tests for unit roots and cointegration

Jörg Breitung

1999,35: Estimating wage losses of displaced workers in Germany

Michael Christopher Burda and Antje Mertens

1999,34: Numerical results concerning a sharp adaptive density estimator

Cristina Butucea

1999,33: Unit root tests for time series with a structural break: When the break point is known

Helmut Lütkepohl, Christian Müller and Pentti Saikkonen

1999,32: Stackelberg beats Cournot: On collusion and efficiency in experimental markets

Steffen Huck, Wieland Müller and Hans-Theo Normann

1999,31: Vector autoregressive analysis

Helmut Lütkepohl

1999,30: Indeterminacy in the small open economy Ramsey growth model

Mark Weder

1999,29: Comparison of bootstrap confidence intervals for impulse responses of German monetary systems

Alexander Benkwitz, Helmut Lütkepohl and Juergen Wolters

1999,28: Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten und Kreuzpreiselastizitäten

Daniel Klapper

1999,27: Testing for unit roots in time series with level shifts

Pentti Saikkonen and Helmut Lütkepohl

1999,26: A simple variable selection technique for nonlinear models

Gianluigi Rech, Timo Teräsvirta and Rolf Tschernig

1999,25: Strong discrete time approximation of Stochastic Differential Equations with Time Delay

U. Küchler and Eckhard Platen

1999,24: Connected teaching of statistics

Wolfgang Karl Härdle, Sigbert Klinke and J. S. Marron

1999,23: Heterogeneous time preferences and interest rates: The preferred habitat theory revisited

Frank Riedel

1999,22: Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications

Christian Matthias Hafner and Helmut Herwartz

1999,21: Modeling the interdependence of volatility and inter-transaction duration processes

Joachim Grammig and Marc Wellner

1999,20: Two adaptive rates of convergence in pointwise density estimation

Cristina Butucea

1999,19: Testing the multinomial logit model

Knut Bartels, Yasemin Boztuæg and Marlene Müller

1999,18: Efficient hedging: Cost versus shortfall risk

Hans Föllmer and Peter Leukert

1999,17: The quality of the signal matters - A note on imperfect observability and the timing of moves

Wieland Müller

1999,16: Why do you hate me? - On the survival of spite -

M. Dufwenberg and W. Güth

1999,15: Agency-Theorie, Informationskosten und Managervergütung

Ulrike Graßhoff and Joachim Schwalbach

1999,14: Parametric versus nonparametric goodness of fit: Another view

Henning Läuter and Michail Nikulin

1999,13: Higher order forward rate agreements and the smoothness of the term structure

Stefan R. Jaschke