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

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

Christian 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