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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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- 1997,30: Estimation of derivates for additive separable models

- 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

- Martin Dufwenberg and Werner Güth
- 1997,27: Large sample theory in a semiparametric partially linear errors-in-variables models

- Hua Liang, Wolfgang Härdle and Raymond J. Carroll
- 1997,26: Multivariate and semiparametric kernel regression

- Wolfgang Härdle and Marlene Müller
- 1997,25: On L2-projections on a space of stochastic integrals

- Thorsten Rheinländer and Martin Schweizer
- 1997,24: Mean-variance hedging for continuous processes: New proofs and examples

- Huyên Pham, Thorsten Rheinländer and Martin Schweizer
- 1997,23: Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited

- Imke Brüggemann and Dieter Nautz
- 1997,22: Construction of automatic confidence intervals in nonparametric heteroscedastic regression by a moment-oriented bootstrap

- Volker Sommerfeld
- 1997,21: How to improve accuracy of estimation

- Oleg V. Lepski
- 1997,20: Bootstrap of kernel smoothing in nonlinear time series

- Jürgen Franke, Jens-Peter Kreiss and Enno Mammen
- 1997,19: A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds

- 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

- Raymond J. Carroll, David Ruppert and A. H. Welsh
- 1997,16: Local linear regression for generalized linear models with missing data

- 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

- 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

- Raymond J. Carroll, Stephen J. Iturria and Roberto G. Gutierrez
- 1997,13: Plug-in semiparametric estimating equations

- 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

- Raymond J. Carroll, Laurence Freedman and David Pee
- 1997,11: Nonparametric kernel and regression spline estimation in the presence of measurement error

- 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

- Stephen J. Iturria, Raymond J. Carroll and David Firth
- 1997,9: Measurement error, biases, and the validation of complex models

- Raymond J. Carroll and Christian D. Galindo
- 1997,8: Transformations of additivity in measurement error models

- R. Stephen Eckert, Raymond J. Carroll and Naisyin Wang
- 1997,7: Nonparametric function estimation of the relationship between two repeatedly measured variables

- 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

- Bernd Droge
- 1997,4: Monopoly

- Wolfram Kempe
- 1997,3: Das Arbeitsangebot verheirateter Frauen in den neuen und alten Bundesländern: Eine semiparametrische Regressionsanalyse

- Wolfram Kempe
- 1997,2: Estimating the Kronecker indices of cointegrated echelon form VARMA models

- Holger Bartel and Helmut Lütkepohl
- 1997,1: Teaching wavelets in XploRe

- 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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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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