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SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Contact information at EDIRC.

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1998,76: Managerial Bonding and Stock Liquidity: An Analysis of Dual- Class Firms
E. Böhmer, G.C. Sanger and S.B. Varshney
1998,75: Nonparametric significance testing Downloads
Pascal Lavergne and Quang Vuong
1998,74: Employment duration and resistance to wage reductions: Experimental evidence Downloads
Michael Burda, Werner Güth, Georg Kirchsteiger and Harald Uhlig
1998,73: Savings decisions when uncertainty is reduced -An experimental study-
V. Anderhub
1998,72: Co-evolution of preferences and information in simple games of trust Downloads
Werner Güth, Hartmut Kliemt and Bezalel Peleg
1998,71: Semiparametric three step estimation methods in labor supply models Downloads
Ana I. Fernández, Juan M. Rodríguez-Póo and Stefan Sperlich
1998,70: Nonparametric factor analysis of time series Downloads
Juan M. Rodríguez-Poo and Oliver Linton
1998,69: Design and Evaluation of an Economic Experiment via the Internet
V. Anderhub, Rudolf Müller and C. Schmidt
1998,68: Evolutionary dynamics on infinite strategy spaces Downloads
Jörg Oechssler and Frank Riedel
1998,67: Species survival and evolutionary stability in sustainable habitats: The concept of ecological stability Downloads
Robert Aumann and Werner Güth
1998,66: A framework for micropayment evaluation Downloads
Carsten Schmidt and Rudolf Müller
1998,65: Rank tests for nonlinear cointegration Downloads
Jörg Breitung
1998,64: Business group, bank control, and large shareholders: An Analysis of German takeovers
E. Böhmer
1998,63: A sealed-bid auction that matches the English auction Downloads
Motty Perry, Elmar Wolfstetter and Shmuel Zamir
1998,62: Scale economies and the dynamics of recurring auctions Downloads
Thomas Jeitschko and Elmar Wolfstetter
1998,61: Canonical decomposition of linear transformations of two independent Brownian motions Downloads
Hans Föllmer, Ching-tang Wu and Marc Yor
1998,60: Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin
Wolfgang Härdle
1998,59: Simulation based methods of moments in empirical finance Downloads
Roman Liesenfeld and Jörg Breitung
1998,58: A nonparametric test for the stationary density Downloads
Michael H. Neumann and Efstathios Paparoditis
1998,57: A psychological approach to individual differences in intertemporal consumption patterns Downloads
Hermann Brandstätter and Werner Güth
1998,56: Presents or investments? An experimental analysis Downloads
Uri Gneezy, Werner Güth and Frank Verboven
1998,55: Modeling the Deutsche Telekom IPO Using a New ACD Specification - An Application of the Burr-ACD Model Using High Frequency Ibis Data
J. Grammig, R. Hujer, S. Kokot and K. Maurer
1998,54: Properties of the nonparametric autoregressive bootstrap Downloads
Jürgen Franke, Jens-Peter Kreiss, Enno Mammen and Michael H. Neumann
1998,53: Constructive asymptotic equivalence of density estimation and Gaussian white noise Downloads
Michael Nussbaum and Jussi Klemelä
1998,52: Computer-assisted Statistics Teaching in Network Environments
Maike Müller
1998,51: Testing for the cointegrating rank of a VAR process with an intercept Downloads
Pentti Saikkonen and Helmut Lütkepohl
1998,50: Nonparametric estimation in null recurrent times series Downloads
Hans Arnfinn Karlsen and Dag Tjostheim
1998,49: Finance, investment, and firm value in Germany and the US: A comparative analysis Downloads
Eric Nowak
1998,48: Semiparametric estimation and prediction for time series cross sectional data Downloads
Olaf Bunke
1998,47: Delay estimation for some stationary diffusion-type processes Downloads
Uwe Küchler and Yuri A. Kutoyants
1998,46: Efficient computation of zeros of the moving average operator with real matricial coefficients Downloads
M. O. Salau
1998,45: A note on limit theorems for multivariate martingales Downloads
Uwe Küchler and Michael M. Sørensen
1998,44: A consistent nonparametric test of the convexity of regression based on least squares splines Downloads
Cheikh A. T. Diack
1998,43: A nonparametric test of the non-convexity of regression Downloads
Cheikh A. T. Diack and Christine Thomas-Agnan
1998,42: Modeling panels of intercorrelated autoregressive time series Downloads
Vidar Hjellvik and Dag Tjostheim
1998,41: Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions
H. Herwartz
1998,40: Do banks crowd in or out business ethics? An indirect evolutionary analysis Downloads
Werner Güth
1998,39: From GISystems to GIServices: Spatial Computing on the Internet Marketplace
O. Günther and Rudolf Müller
1998,38: Image denoising: Pointwise adaptive approach Downloads
Jörg Polzehl and Vladimir G. Spokojnyj
1998,37: Internet based econometric computing Downloads
Wolfgang Karl Härdle and Joel L. Horowitz
1998,36: Truncated maximum likelihood, goodness of fit tests and tail analysis Downloads
Christian Gourieroux and Joanna Jasiaky
1998,35: Corporate restructuring, downsizing and managerial compensation Downloads
Ulrike Graßhoff and Joachim Schwalbach
1998,34: Flexible stochastic volatility structures for high frequency financial data Downloads
David Feldmann, Wolfgang Karl Härdle, Christian M. Hafner, Marc Hoffmann, Oleg V. Lepskii and Alexandre Tsybakov
1998,33: Teaching statistics with XploRe Downloads
Marlene Müller
1998,32: Multivariate Volatility Analysis of VW Stock Prices
H. Herwartz and Helmut Lütkepohl
1998,31: Auktionen und Ausschreibungen: Bedeutungen und Grenzen des linkage-Prinzips Downloads
Elmar Wolfstetter
1998,30: Banks' supply of loans: When future monetary policy is uncertain Downloads
Kay Mitusch and Dieter Nautz
1998,29: Execution Planning in Internet Marketplaces
V. Gaede
1998,28: A Central Limit Theorem for Local Polynomial Backfitting Estimators
M.P. Wand
1998,27: Temporal aggregation and causality in multiple time series models Downloads
Jörg Breitung and Norman Rasmus Swanson
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