SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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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 Carsten 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 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 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 Härdle, Christian 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 Swanson