SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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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 Christian 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 Stefan 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 Pentti 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