SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1998,26: The Beveridge-Nelson decomposition: A different perspective with new results

Víctor Gómez and Jörg Breitung

1998,25: Additional logarithmic utility of an insider

Jürgen Amendinger, Peter Imkeller and Martin Schweizer

1998,24: Wages and Worker Displacement in Germany

Michael Burda and A. Mertens

1998,23: A note on stochastic volatility, GARCH models, and hyperbolic distributions

Stefan R. Jaschke

1998,22: Employment Shocks, Wages and Mobility Some Selected Comparisons between Western Germany and the United States

A. Mertens

1998,21: Asymptotic minimax risk in the uniform norm for the white noise model on the sphere

Jussi Klemelä

1998,20: Regression and contrast estimated based on adaptive regressograms depending on qualitative explanatory variables

Olaf Bunke and Ernestina Castell

1998,19: Externalities in the matching of workers and firms in Britain

Simon Burgess and Stefan Profit

1998,18: Local risk-minimization under transaction costs

Damien Lamberton, Huyên Pham and Martin Schweizer

1998,17: Projection pursuit regression and neural networks

Sigbert Klinke and J. Grassmann

1998,16: Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment

J. Symanzik, D. Cook, Sigbert Klinke and N. Lewin

1998,15: Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic

Stefan Profit and Stefan Sperlich

1998,14: Nonparametric estimation and testing of interaction in additive models

Stefan Sperlich, Dag Tjøstheim and Lijian Yang

1998,13: Quantile hedging

Hans Föllmer and Peter Leukert

1998,12: On model based seasonal adjustment procedures

Jörg Breitung

1998,11: Tax clientele effects in the German bond market

Richard Stehle, Stefan R. Jaschke and S. Wernicke

1998,10: Functional coefficient autoregressive models: Estimation and tests of hypotheses

Rong Chen

1998,9: On estimation of monotone and concave frontier functions

Irène Gijbels, Enno Mammen, Byeong U. Park and Leopold Simar

1998,8: Why the rich are nastier than the poor: A note on optimal punishment

Steffen Huck and Wieland Müller

1998,7: The relevance of equal splits: On a behavioral discontinuity in ultimatum games

Werner Güth, Steffen Huck and Wieland Müller

1998,6: The monetary model of the exchange rate: A structural interpretation

Mathias Moersch and Dieter Nautz

1998,5: Sequential versus independent commitment: An indirect evolutionary analysis of bargaining rules

Werner Güth

1998,4: Smooth discrimination analysis

Enno Mammen and Alexandre Tsybakov

1998,3: Semiparametric analysis of German East-West migration intentions: Facts and theory

Michael Burda, Wolfgang Härdle, Marlene Müller and Axel Werwatz

1998,2: Maximization of empirical Shannon information in testing significant variables of linear model

M. Malyutov and H. Sadaka

1998,1: Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice

Vladimir G. Spokoiny

1997,104: Specific institutional aspects of international cooperation: A game theoretic account

Werner Güth

1997,103: Quantile regression estimates for a class of linear and partially linear errors-in-variables models

Xuming He and Hua Liang

1997,102: Bootstrap approximations in a partially linear regression model

Wolfgang Härdle, Hua Liang and Volker Sommerfeld

1997,101: Large sample theory of the estimation of the error distribution for a semiparametric model

Hua Liang and Wolfgang Härdle

1997,100: On adaptive estimation in partial linear models

Georgi Golubev and Wolfgang Härdle

1997,99: Multivariate plug-in bandwidth for local linear regression

Lijian Yang and Rolf Tschernig

1997,98: On Competing Rewards Standards -An Experimental Study of Ultimatum Bargaining-

Uri Gneezy and Werner Güth

1997,97: Negotiation rules and bargaining behavior -What is known and what needs to be further explored?-

Werner Güth

1997,96: Integrated Scientific Computing in Global Network

L. Perrochon and Rudolf Müller

1997,95: Semiparametric modelling of the cross-section of expected returns in the German stock market

Richard Stehle, Olaf Bunke and Volker Sommerfeld

1997,94: A nonparametric analysis of regional unemployment dynamics in Britain

Marco Bianchi and Gylfi Zoega

1997,93: Order selection in testing for the cointegrating rank of a VAR process

Helmut Lütkepohl and Pentti Saikkonen

1997,92: A money demand system for M3 in the unified Germany

Helmut Lütkepohl and Juergen Wolters

1997,91: Transparency of Ownership and Control in Germany

Marco Becht and E. Böhmer

1997,90: Möglichkeiten und Ansätze der Analyse dreimodaler Daten für die Marktforschung

Lutz Hildebrandt and Daniel Klapper

1997,89: Wachsende Dispersion und Engel-Kurven

J. Guerrier and Wolfgang Härdle

1997,88: On robustness of model-based bootstrap schemes in nonparametric time series analysis

Michael H. Neumann

1997,87: The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis

J. Symanzik, Sigbert Klinke, S. Schmelzer and D. Cook

1997,86: Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations

Michael H. Neumann

1997,85: Problems related to bootstrapping impulse responses of autoregressive processes

Alexander Benkwitz, Helmut Lütkepohl and Michael H. Neumann

1997,84: Trend adjustment prior to testing for the cointegrating rank of a VAR process

Pentti Saikkonen and Helmut Lütkepohl

1997,83: On Feedback Effects from Hedging Derivatives

Eckhard Platen and M. Schweizer

1997,82: SEE XploRe AT USE

G. Beier

1997,81: Nonparametric Specification Procedures for Time Series

D. Tjostheim