SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1996,29: Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay

Wolfgang Härdle, Enno Mammen and Maike Müller

1996,28: Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

Wolfgang Härdle, Enno Mammen and Marlene Müller

1996,27: On Phillips-Perron Type Tests for Seasonal Unit Roots

Jörg Breitung and Philip Hans Franses

1996,26: Causality in Nonlinear Models

Anders Warne

1996,25: Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts

Hans-Martin Krolzig

1996,24: Modelling the Demand for M3 in the Unified Germany

Juergen Wolters, Timo Teräsvirta and Helmut Lütkepohl

1996,23: General Training and Information Costs: Who Benefits from Flexible Workers?

Dorothea Kübler

1996,22: Auctioning Off Labor Contracts: Legal Restrictions Reconsidered

Dorothea Kübler

1996,21: On Bias Reduction in Nonlinear Regression by Iterativ Bootstrap

U. Malzahn

1996,20: The Money Supply of Banks when Refinancing Conditions are Uncertain

Dieter Nautz

1996,19: A comparison of methods for seasonal adjustment of the monetary aggregates

M. Bianchi

1996,18: Testing for Convergence: Evidence from Nonparametric Multimodality Tests

M. Bianchi

1996,17: Direct estimation of low dimensional components in additive models

Jianqing Fan, Wolfgang Härdle and Enno Mammen

1996,16: The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation

A. Korostelev and M. Nussbaum

1996,13: The Indirect Evolutionary Approach To Explaining Fair Allocations

S. Huck and Jörg Oechssler

1996,12: How firm-specific is German apprenticeship training?

Axel Werwatz

1996,11: Matching Across Space: Evidence on Mobility in the Czech Republik

Michael Burda and S. Profit

1996,10: Modulation Estimators and Confidence Sets

R. Beran and L. Dümbgen

1996,9: Rank tests for unit roots

Jörg Breitung and Christian Gourieroux

1996,8: A Formal Approach to Nash´s Program

Bezalel Peleg

1996,7: Rückberechnung des DAX für die Jahre 1955 bis 1987

Richard Stehle, Jürgen Maier and Rainer Huber

1996,6: Penalized quasi-likelihood estimation in partial linear models

Enno Mammen and Sara van de Geer

1996,5: Managervergütung und Unternehmenserfolg

Joachim Schwalbach and Ulrike Graßhoff

1996,4: Preisregeln für Auktionen und Ausschreibungen: Eine Diskussion

Elmar Wolfstetter

1996,3: Third- and higher-price auctions

Elmar Wolfstetter

1996,2: Performance of Periodic Error Correction Models in Forecasting Concumption Data

H. Herwartz

1996,1: Performance of Periodic Time Series Models in Forecasting

H. Herwartz

1995,78: Design Issues in Configuring Servers on the World Wide Web

H. K. Bhargava and S. Sridhar

1995,77: On Parameterized Transaction Models for Agents in Electronic Markets for Decision Technologies

H. K. Bhargava, R. Krishnan and Rudolf Müller

1995,76: Active Labor Market Policies, Job Matching and the Czech Miracle

Tito Boeri and Michael Burda

1995,75: Mass Recentered Kernel Smoothers

Enno Mammen and J.S. Marron

1995,74: Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates

J. L. Horowitz and Wolfgang Härdle

1995,73: Splus Tools for Model Selection in Nonlinear Regression

O. Bunke, B. Droge and J. Polzehl

1995,72: Der 'Size'-Effekt am deutschen Aktienmarkt

R. Stehle

1995,71: Estimating The Accuracy of Statistics by Bootstrap and Jackknife: Asymptotics and a Comparative Study

V. Sommerfeld

1995,70: Exploratory Projection Pursuit: The Multivariate and Discrete Case

Sigbert Klinke

1995,69: Unemployment and Geographic Mobility: Evidence From The Czech Republic

Michael Burda and S. Profit

1995,68: An Analysis of Transformations for Additive Nonparanetric Regression

Oliver Linton, Richel Chen and Wolfgang Härdle

1995,67: GMM-Estimation of Nonlinear Models on Panel Data

Jörg Breitung and Michael Lechner

1995,66: Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes

P. Saikkonen and Helmut Lütkepohl

1995,65: On Leland's Strategy of Option Pricing with Transaction Costs

Y. M. Kabanov and M. Safarian

1995,64: The Term Structure of Interest Rates as an Indicator of German Monetary Policy?

U. Hassler and Dieter Nautz

1995,63: Bootstrap Methods In Econometrics: Theory And Numerical Performance

J. L. Horowitz

1995,62: Adaptive Hypothesis Testing using Wavelets

V. Spokoiny

1995,61: Spectral Density Estimation via Nonlinear Wavelet Methods for Stationary Non-Gaussian Times Series

M. H. Neumann

1995,60: Estimation of Derivatives for Additive Separable Models

E. Severance-Lossin and S. Sperlich

1995,59: Prediction of Currency Exchange Rates by Using a Multi-Neural Network System (Technical Report)

R. Schwärzel

1995,58: Migration and the Option Value of Waiting

Michael Burda

1995,57: Investigating Stability and Linearity of a German M1 Money Demand Function

Helmut Lütkepohl, Timo Teräsvirta and Juergen Wolters

1995,56: Modellierung von Aktienkursen durch Diffusionen mit Sprüngen - Modelldiskussion und ein Weg zur Schätzung der Parameter

A. Streller