SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1996,79: Testing Periodicity in Time Series Models - A Recommendation of Bootstrap Methods

H. Herwartz

1996,78: Seasonal Cointegration Analysis for German M3 Money Demand

H. Herwartz and H. E. Reimers

1996,77: System estimation of the German money demand - a long-run analysis

Kirstin Hubrich

1996,76: Model Management in Electronic Markets for Decision Technologies: A Software Agent Approach

H. Bhargava, R. Krishnan, S. Roehrig, M. Casey, D. Kaplan and Rudolf Müller

1996,75: Bootstrap Confidence Bands For The Autoregression Function

M. H. Neumann and J. Kreiss

1996,74: Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model

Helmut Lütkepohl and Donald Poskitt

1996,73: Einheitswurzeln und Strukturbrüche

D. Soyka

1996,72: Partial Equilibrium in Pure Exchange Economies

Bezalel Peleg

1996,71: Asymptotically efficient estimation in the Wicksell problem

G. K. Golubev and B. Y. Levit

1996,70: Statistische Modellierung von Volatilitäten

Helmut Lütkepohl

1996,69: Multidimensional Access Methods

V. Gaede and O. Günther

1996,68: Foreign Exchange Rates Have Surprising Volatility

P. Bossaerts, Christian Hafner and Wolfgang Härdle

1996,67: Metadata in Geographic and Environmental Data Management

O. Günther and A. Voisard

1996,66: Tests for Random Walk Coefficients in State Space Models

Martin Moryson

1996,65: Discussion

Wolfgang Härdle, J. Marron and Lijian Yang

1996,64: UDK: A European Environmental Data Catalogue

O. Günther, H. Lessing and W. Swoboda

1996,63: Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach

F. A. de Roon, Theo Nijman and B. J. Werker

1996,62: Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Lijian Yang and Wolfgang Härdle

1996,61: Nonparametric Vector Autoregression

Wolfgang Härdle, Alexandre Tsybakov and Lijian Yang

1996,60: Linearity Testing using Local Polynomial Approximation

V. Hjellvik, Q. Yao and D. Tjostheim

1996,59: Additive nonlinear ARX time series and projection estimates

E. Masry and D. Tjostheim

1996,58: The Analysis of Cointegrated Autoregressive Moving-Average Systems

Donald Poskitt

1996,57: A Note on the Present Value Principle in Markets with Transaction Costs

S. R. Jaschke

1996,56: What can we learn from intentions data about future behavior- the case of East-Germany after reunification

Axel Werwatz and L. Helmchen

1996,55: Employment and Wages in Germany: Regional and Sectoral Dynamics

A. Mertens

1996,54: Einflüsse der Faktoren Unternehmensgröße und Streubesitz auf die Abhängigkeit der Managergehälter vom Unternehmenserfolg in Deutschland

C. Gajewski

1996,53: Nonparametric Time Series Model Selection

Wolfgang Härdle and Lijian Yang

1996,52: A New Generation of a Statistical Computing Environment on the Net

S. Schmelzer, T. Kötter, Sigbert Klinke and Wolfgang Härdle

1996,51: Test for symmetry of regression curves

F. Leblanc and O. V. Lepski

1996,50: Regular and Random Designs in Nonparametric Regression: LDP-view

A. Korostelev

1996,49: On Nonparametric Density Estimation in SUP-Norm

A. Korostelev

1996,48: A Review of Nonparametric Time Series Analysis

Wolfgang Härdle, Helmut Lütkepohl and Richel Chen

1996,47: Testing Additivity in Generalized Nonparametric Regression Models

Oliver Linton and P. Gozalo

1996,46: Arbitrage am deutschen Rentenmarkt und die Bestimmung der Zinsstruktur

S. Jaschke, R. Stehle and S. Wernicke

1996,45: Nonlinearities in German Unemployment Rates: A Nonparametric Analysis

Rolf Tschernig

1996,44: Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator

J. Horowitz

1996,43: Testing Cost Minimizing Behavior

E. Severence-Lossin and O. Lepski

1996,42: Multivariate Wavelet Thresholding: A Remedy Against The Curse Of Dimensionality?

M. H. Neumann

1996,41: The Shape of Kernel Density Estimates in Higher Dimensions

Valentin Konakov and Enno Mammen

1996,40: Stochastic Dominance: Theorie and Applications

Elmar Wolfstetter

1996,39: Oligopoly and Industrial Organization

Elmar Wolfstetter

1996,38: Economics of Matching: The Marriage Problem

Elmar Wolfstetter

1996,37: Regulation of Monopoly

Elmar Wolfstetter

1996,36: First-Price Auctions when the Ranking of Valuations is Common Knowledge

M. Landsberger, J. Rubinstein, Elmar Wolfstetter and Shmuel Zamir

1996,35: Nonparametric Comparision of Mean Directions or Mean Axes

R. Beran and N. I. Fisher

1996,34: Money and Prices in Germany. Empirical Results for 1962 to 1994

I. Brüggemann and Juergen Wolters

1996,33: Optimal Bids in Multi-Unit Auctions when Demand is Price Elastic

Dieter Nautz and Elmar Wolfstetter

1996,32: MMM: A WWW-Based Model Management System for Using Software Modules Remotely

O. Günther, Rudolf Müller, P. Schmidt, H. Bhargava and R. Krishnan

1996,31: Decision Support on Demand: on Emerging Electronic Markets for Decision Technologies

H. Bhargava, R. Krishnan and Rudolf Müller

1996,30: Orthogonal Series Regression Estimation: Projection vs. Shrinkage

B. Droge