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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. Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics (). Access Statistics for this working paper series.
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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

- Pascal Lavergne and Quang Vuong
- 1998,74: Employment duration and resistance to wage reductions: Experimental evidence

- 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

- Werner Güth, Hartmut Kliemt and Bezalel Peleg
- 1998,71: Semiparametric three step estimation methods in labor supply models

- Ana I. Fernández, Juan M. Rodríguez-Póo and Stefan Sperlich
- 1998,70: Nonparametric factor analysis of time series

- 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

- Jörg Oechssler and Frank Riedel
- 1998,67: Species survival and evolutionary stability in sustainable habitats: The concept of ecological stability

- Robert Aumann and Werner Güth
- 1998,66: A framework for micropayment evaluation

- Carsten Schmidt and Rudolf Müller
- 1998,65: Rank tests for nonlinear cointegration

- 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

- Motty Perry, Elmar Wolfstetter and Shmuel Zamir
- 1998,62: Scale economies and the dynamics of recurring auctions

- Thomas Jeitschko and Elmar Wolfstetter
- 1998,61: Canonical decomposition of linear transformations of two independent Brownian motions

- 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

- Roman Liesenfeld and Jörg Breitung
- 1998,58: A nonparametric test for the stationary density

- Michael H. Neumann and Efstathios Paparoditis
- 1998,57: A psychological approach to individual differences in intertemporal consumption patterns

- Hermann Brandstätter and Werner Güth
- 1998,56: Presents or investments? An experimental analysis

- 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

- Jürgen Franke, Jens-Peter Kreiss, Enno Mammen and Michael H. Neumann
- 1998,53: Constructive asymptotic equivalence of density estimation and Gaussian white noise

- 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

- Pentti Saikkonen and Helmut Lütkepohl
- 1998,50: Nonparametric estimation in null recurrent times series

- Hans Arnfinn Karlsen and Dag Tjostheim
- 1998,49: Finance, investment, and firm value in Germany and the US: A comparative analysis

- Eric Nowak
- 1998,48: Semiparametric estimation and prediction for time series cross sectional data

- Olaf Bunke
- 1998,47: Delay estimation for some stationary diffusion-type processes

- Uwe Küchler and Yuri A. Kutoyants
- 1998,46: Efficient computation of zeros of the moving average operator with real matricial coefficients

- M. O. Salau
- 1998,45: A note on limit theorems for multivariate martingales

- Uwe Küchler and Michael M. Sørensen
- 1998,44: A consistent nonparametric test of the convexity of regression based on least squares splines

- Cheikh A. T. Diack
- 1998,43: A nonparametric test of the non-convexity of regression

- Cheikh A. T. Diack and Christine Thomas-Agnan
- 1998,42: Modeling panels of intercorrelated autoregressive time series

- 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

- 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

- Jörg Polzehl and Vladimir G. Spokojnyj
- 1998,37: Internet based econometric computing

- Wolfgang Karl Härdle and Joel L. Horowitz
- 1998,36: Truncated maximum likelihood, goodness of fit tests and tail analysis

- Christian Gourieroux and Joanna Jasiaky
- 1998,35: Corporate restructuring, downsizing and managerial compensation

- Ulrike Graßhoff and Joachim Schwalbach
- 1998,34: Flexible stochastic volatility structures for high frequency financial data

- David Feldmann, Wolfgang Karl Härdle, Christian M. Hafner, Marc Hoffmann, Oleg V. Lepskii and Alexandre Tsybakov
- 1998,33: Teaching statistics with XploRe

- 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

- Elmar Wolfstetter
- 1998,30: Banks' supply of loans: When future monetary policy is uncertain

- 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

- Jörg Breitung and Norman Rasmus Swanson
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Papers sorted by number 2003,54 2003,2 2002,40 2001,93 2001,43 2000,106 2000,56 2000,6 1999,62 1999,12 1998,76 1998,26 1997,80 1997,30 1996,79 1996,29 1995,55 1995,5
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Papers sorted by number 2003,54 2003,2 2002,40 2001,93 2001,43 2000,106 2000,56 2000,6 1999,62 1999,12 1998,76 1998,26 1997,80 1997,30 1996,79 1996,29 1995,55 1995,5
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