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SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1997,30: Estimation of derivates for additive separable models Downloads
E. Severance-Lossin and Stefan Sperlich
1997,29: Boundedly Rational Decision Emergence -A General Perspective and Some Selective Illustrations-
Werner Güth
1997,28: Indirect evolution versus strategic delegation: A comparison of two approaches to explaining economic institutions Downloads
Martin Dufwenberg and Werner Güth
1997,27: Large sample theory in a semiparametric partially linear errors-in-variables models Downloads
Hua Liang, Wolfgang Härdle and Raymond J. Carroll
1997,26: Multivariate and semiparametric kernel regression Downloads
Wolfgang Härdle and Marlene Müller
1997,25: On L2-projections on a space of stochastic integrals Downloads
Thorsten Rheinländer and Martin Schweizer
1997,24: Mean-variance hedging for continuous processes: New proofs and examples Downloads
Huyên Pham, Thorsten Rheinländer and Martin Schweizer
1997,23: Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited Downloads
Imke Brüggemann and Dieter Nautz
1997,22: Construction of automatic confidence intervals in nonparametric heteroscedastic regression by a moment-oriented bootstrap Downloads
Volker Sommerfeld
1997,21: How to improve accuracy of estimation Downloads
Oleg V. Lepski
1997,20: Bootstrap of kernel smoothing in nonlinear time series Downloads
Jürgen Franke, Jens-Peter Kreiss and Enno Mammen
1997,19: A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds Downloads
Frank Riedel
1997,18: Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
C. Hafner
1997,17: Nonparametric estimation via local estimating equations, with applications to nutrition calibration Downloads
Raymond J. Carroll, David Ruppert and A. H. Welsh
1997,16: Local linear regression for generalized linear models with missing data Downloads
C.Y. Wang, Soujin Wang, Raymond J. Carroll and Roberto G. Gutierrez
1997,15: Analyzing bivariate continuous data that have been grouped into categories defined by sample quantiles of the marginal distributions Downloads
Craig B. Borkowf, Mitchell H. Gail, Raymond J. Carroll and Richard D. Gill
1997,14: Estimating covariance matrices using estimating functions in nonparametric and semiparametric regression Downloads
Raymond J. Carroll, Stephen J. Iturria and Roberto G. Gutierrez
1997,13: Plug-in semiparametric estimating equations Downloads
Roberto G. Gutierrez and Raymond J. Carroll
1997,12: Design aspects of calibration studies in nutrition, with analysis of missing data in linear measurement error models Downloads
Raymond J. Carroll, Laurence Freedman and David Pee
1997,11: Nonparametric kernel and regression spline estimation in the presence of measurement error Downloads
J. D. Maca, Raymond J. Carroll and David Ruppert
1997,10: Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition Downloads
Stephen J. Iturria, Raymond J. Carroll and David Firth
1997,9: Measurement error, biases, and the validation of complex models Downloads
Raymond J. Carroll and Christian D. Galindo
1997,8: Transformations of additivity in measurement error models Downloads
R. Stephen Eckert, Raymond J. Carroll and Naisyin Wang
1997,7: Nonparametric function estimation of the relationship between two repeatedly measured variables Downloads
A. Ruckstuhl, A. H. Welsh and Raymond J. Carroll
1997,6: Iterated Transformation-Kernel Density Estimation
Lijian Yang and S. Marron
1997,5: Asymptotic optimality of full cross-validation for selecting linear regression models Downloads
Bernd Droge
1997,4: Monopoly Downloads
Wolfram Kempe
1997,3: Das Arbeitsangebot verheirateter Frauen in den neuen und alten Bundesländern: Eine semiparametrische Regressionsanalyse Downloads
Wolfram Kempe
1997,2: Estimating the Kronecker indices of cointegrated echelon form VARMA models Downloads
Holger Bartel and Helmut Lütkepohl
1997,1: Teaching wavelets in XploRe Downloads
Sigbert Klinke, Yuri Golubev, Wolfgang Härdle and Michael H. Neumann
1996,99: Wages and Structural Adjustment in the New German States aareprints
Michael Burda and Michael Funke
1996,98: The Absent-Minded Centipede
Uwe Dulleck and Jörg Oechssler
1996,97: Using a Latent Variables Representation to Estimate Structural VARs
Jörg Breitung
1996,96: Another Look at Swedish Business Cycles, 1861-1988
J. Skalin and Timo Teräsvirta
1996,95: An Experimental Study of a Dynamic Principal-Agent Relationship
Werner Güth, W. Klose, M. Königstein and J. Schwalbach
1996,94: Root-n Convergent Transformation-Kernel Density Estimation
Lijian Yang
1996,93: Estimation and Signal Extraction for Finite Nonstationary Series With the Kalman Filter
V. Gomez
1996,92: Visualization and Implementation of Feedforward Neural Networks
Sigbert Klinke and J. Grassmann
1996,91: Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
O. Lepski and Alexandre Tsybakov
1996,90: Computerassisted Semiparametric Generalized Linear Models
Marlene Müller, B. Rönz and Wolfgang Härdle
1996,89: Renditen bei Börseneinführungen am deutschen Kapitalmarkt
R. Stehle and O. Ehrhardt
1996,88: An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models
J. P. Nielsen and Oliver Linton
1996,87: Smoothing Splines And Shape Restrictions
Enno Mammen and Christine Thomas-Agnan
1996,86: Impulse Response Analysis of Vector Autoregressive Processes
Helmut Lütkepohl and Jörg Breitung
1996,85: Reputation and Imperfectly Observable Commitment: The Chain Store Paradox Revisited
B. Adolph and Elmar Wolfstetter
1996,84: Commitment, Trembling Hand Imperfection and Observability in Games
B. Adolph
1996,83: Electronic Commerce in Decision Technologies: A Business Cycle Analysis
H. K. Bhargava, R. Krishnan and Rudolf Müller
1996,82: Weighted Norm Inequalities and Hedging in Incomplete Markets
F. Delbaen, P. Monat, C. Stricker, W. Schachermayer and M. Schweizer
1996,81: Investigating the Yen/DMark Rate: Arbitrage Opportunities and a Case for Asymmetry
H. Herwartz
1996,80: Foreign Exchange Analysis with Missing Data - Comparing a Moment Estimator and the Kalman Filter
H. Herwartz
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