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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1995,55: Optimal Smoothing in Adaptive Location Estimation

Enno Mammen and B. U. Park

1995,54: Consistent Specification of Cointegrated Autoregressive Moving-Average Systems

Donald Poskitt and Helmut Lütkepohl

1995,53: Smooothing Techniques Applied to a Key Economic Issue: The 'Convergence' Hypothesis

Alain Desdoigts

1995,52: Model Selection, Transformations and Variance Estimation in Nonlinear Regression

O. Bunke, B. Droge and J. Polzehl

1995,51: Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate

Helmut Lütkepohl and Rolf Tschernig

1995,50: Nonparametric Estimation of Additive Seperable Regression Models

Richel Chen, Wolfgang Härdle, Oliver Linton and E. Severance-Lossin

1995,49: Nonparametric versus Parametric Goodness of Fit

Valentin Konakov, H. Läuter and H. Liero

1995,48: Estimation of Additive Regression Models with Links

Oliver Linton and Wolfgang Härdle

1995,47: Kernel-based Projection Pursuit Indices in XGobi

Sigbert Klinke and D. Cook

1995,46: A Simultaneous Equations Approach to Cointegrated Systems

Jörg Breitung

1995,45: A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series

P. Bossaerts, Wolfgang Härdle and C. Hafner

1995,44: Minimax Nonparametric Hypothesis Testing: The Case of an Inhomogeneous Alternative

O. V. Lepski and V. G. Spokoiny

1995,43: Impulse Response Functions for Periodic Integration

Jörg Breitung and Philip Hans Franses

1995,42: Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression

Wolfgang Härdle and Alexandre Tsybakov

1995,41: Semiparametric Smoothing Splines: Estimation and Testing

J. R. Poo

1995,40: Accessing 'computable' information over the WWW: the MMM Project

R. Krishnan, Rudolf Müller and P. Schmidt

1995,39: Eine empirische Studie zur Abhängigkeit der Managergehälter vom Unternehmenserfolg in Deutschland

C. Gajewski and K. Bartels

1995,38: Minimax Nonparametric Hypothesis Testing: The Case of an Inhomogeneous Alternative

V. Lepski and V. Spokoiny

1995,37: Minimax Bahadur Efficiency for Small Confidence Intervals

A. Korostelev and S. Leonov

1995,36: Comparing Parametric and Semiparametric Binary Response Models

I. Proen and Axel Werwatz

1995,35: Arbitrage Bounds for the Term Structure of Interest Rates

S. R. Jaschke

1995,34: Monetary Policy under Imperfectly Observable Commitment: The Return of the Time Inconsistency Problem

B. Adolph

1995,33: Experiences with Bivariate Projection Pursuit Indices

J. Polzehl and Sigbert Klinke

1995,32: Remarks on Nonlinear Regression Problems

U. Malzahn

1995,31: Nichtlineare Regression und eine Anwendung auf die Untersuchung von Managergehältern

U. Malzahn

1995,30: A Berry-Ess\'een Theorem for Serial Rank Statistics

Marc Hallin and K. Rifi

1995,29: Nonparametric Regression

Wolfgang Härdle and Oliver Linton

1995,28: Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters

Timo Teräsvirta and C. Lin

1995,27: Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration

Jean-Marie Dufour

1995,26: Data Envelope Analysis Accounting for a Stochastic Component in the Data

E. Severance-Lossin

1995,25: GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments

Irene Bertschek and Michael Lechner

1995,24: Wavelet Theresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra

M. H. Neumann and R. V. Sachs

1995,23: A Simple Solution of Some Auction Games

Elmar Wolfstetter

1995,22: Optimal Pointwise Adaptive Methods in Nonparametric Estimation

O. V. Lepskii and V. Spokoiny

1995,21: Semiparametric Single Index Versus Fixed Link Function Modelling

Wolfgang Härdle, V. Spokoiny and S. Sperlich

1995,20: Testing for Unit Roots in Panel Data Using a GMM Approach

Jörg Breitung

1995,19: Konjunkturanalyse mit Markov-Regimewechselmodellen

Hans-Martin Krolzig and Helmut Lütkepohl

1995,18: Nonparametric Hypotheses Testing of Optimizing Behavior

E. Severance-Lossin

1995,17: The Interval Order Polytope of a Diagraph

Rudolf Müller and A. S. Schultz

1995,16: Estimation and Variable Selection in Additive Nonparametric Regression Models

Wolfgang Härdle and Richel Chen

1995,15: Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument

Alain Desdoigts

1995,14: Nonparametric Time Series Analysis, a selectiv review with examples

Wolfgang Härdle and Richel Chen

1995,13: Clustering in an Interactive Way

H. -J. Mucha

1995,12: Asymptotic Normality in Mixture Models

S. V. D. Geer

1995,11: Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes

Helmut Lütkepohl and P. Saikkonen

1995,10: Comparison of the Asymptotic Power of Tests Based on L. - and L.- Norms under Non-Standard Local Alternatives

Valentin Konakov, H. Läuter and H. Liero

1995,9: Wiederholter Bertrand Wettbewerb bei unvollständiger Information

Elmar Wolfstetter

1995,8: The Identification of Fractional ARIMA Models

Christoph Schmidt and Rolf Tschernig

1995,7: How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment

Irene Bertschek

1995,6: On The Poset Polytope of a Digraph

Rudolf Müller