SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1995,5: The Desing of MMM: A Model Management System for Time Series Analysis

O. Günther, Rudolf Müller and A S. Weigend

1995,4: Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression

A. P. Korostelev and V. G. Spokoiny

1995,3: Optimal Spatial Adaptation to Inhomogeneous Smoothness: an Approach Based on Kernel Estimates with Variable Bandwidth Selectors

O. V. Lepskii, Enno Mammen and V. G. Spokoiny

1995,2: On Local Adaptivity of Kernel Estimates with Plug-In Local Bandwidth Selectors

I. Gijbels and Enno Mammen

1995,1: Density and Regression Smoothing

Jianqing Fan and Maike Müller

1994,49: Selecting Input Variables Using Mutual Information and Nonparemetric Density Estimation

A. S. Weigend and B. V. Bonnlander

1994,48: On the moments of some first passage times for exponential families of processes

Michael Sørensen

1994,47: Exploratory Data Analysis of Short-Term Interest Rates

Stefan Jaschke

1994,46: Long Memory in Foreign Exchange Rates Revisited

Rolf Tschernig

1994,45: Empirical Process of Residuals for High-Dimensional Linear Models

Enno Mammen

1994,44: Making Wald Tests Work for Cointegrated Var Systems

Juan Dolado and Helmut Lütkepohl

1994,43: Nonlinear Interest Rate Dynamics and Implications for the Term Structure

Gerard Pfann, P. Schotman and Rolf Tschernig

1994,42: Search of Significant Variables in Nonparametric Additive Regression

Wolfgang Härdle and A. Korostelev

1994,41: BSDE's with jumps and associated integro-partial differential equations

R. Buckdahn and E. Pardoux

1994,40: Construction of Nonnegative Numerical Solutions for SDE's: Explosions, Lifetime, Nonnegativity, and Uniform Boundedness

H. Schurz

1994,39: Additive Nonparametric Regression on Principal Components

Wolfgang Härdle and Alexandre Tsybakov

1994,38: On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes

Michael Sørensen

1994,37: On Qualitative Smoothness of Kernel Density Estimates

Enno Mammen

1994,36: Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates

J. L. Horowitz and Wolfgang Härdle

1994,35: Evaluating Neural Network Predictors by Bootstrapping

Andreas S. Weigend and Blake Lebaron

1994,34: Predictions with Confidence Intervals (Local Error Bars)

Andreas S. Weigend and David A. Nix

1994,33: Backfitting and related procedures for non-parametric smoothing regression in competition

Michael G. Schimek, Gerhard P. Neubauer and Haro Stettner

1994,32: Locational Competition versus Cooperation in Labor Markets: An Implicit Contract Reinterpretation

Michael Burda and Antje Mertens

1994,31: Bootstrap Confidence Bands in Nonparametric Regression

M. H. Neumann

1994,30: Some Simulation Results on Cross-Validation and Competitors for Model Choice

Bernd Droge

1994,29: Simultaneity with Downward Sloping Demand

Charles Manski

1994,28: Kointegration und gemeinsame Trends

Helmut Lütkepohl

1994,27: Better Bootstrap Confidence Intervals for Curve Estimation

Wolfgang Härdle, S. Huet and E. Jolivet

1994,26: Single Index Models with Mixed Discrete-Continuous Explsanatory Variables

A. Korostelev and Maike Müller

1994,25: Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models

Olaf Bunke

1994,24: Aysymptotic Behaviour of Bayes Estimates Under Possibly Incorrect Models

Olaf Bunke and Xavier Milhaud

1994,23: Stock Returns and Hyperbolic Distributions

Uwe Kuechler, Kirsten Neumann, Michael Soersensen and Arnfried Streller

1994,22: An Aysymptotic Result for Sliced Inverse Regression

Thomas Kötter

1994,21: Testing for Random Walk Coefficients in a Simple State Space Model

Martin Moryson

1994,20: Behaviour of Kernel Density Estimates and Bandwidth Selectors for Contaminated Data Sets

Enno Mammen and Byeong Park

1994,19: Commercial Bank Participation in Leveraged Buyouts

Ekkhart Böhmer

1994,18: Projection Pursuit Discriminant Analysis

Joerg Polzehl

1994,17: Semiparametric Testing of the Link Function in Models for Binary Outcomes

Isabel Proença and Christian Ritter

1994,16: Processing Joins with User-Defined Functions

Volker Gaede and Oliver Guenther

1994,15: Optimal Median Smoothing

Wolfgang Härdle and M. Steiger

1994,14: Kernel Estimation: the Equivalent Spline-Smoothing Method

Wolfgang Härdle and M. Nussbaum

1994,13: Auctions: An Introduction

Elmar Wolfstetter

1994,12: Another Bertrand Paradox

Elmar Wolfstetter

1994,11: The Effect of Capital Structure and Consolidated Control on Firm Performance: The Case of Dual-class IPOs

Ekkehart Böhmer

1994,10: Management Optimism and Corporate Acquisitions: Evidence from Insider Trading

Ekkehart Böhmer

1994,9: Problems Related to Testing for Granger-Causality in VARMA Processes

Helmut Luetkepohl

1994,8: Fast and Simple Scatterplot Smoothing

Wolfgang Härdle and James S. Marron

1994,7: Some Comments on Cross-Validation

Bernd Droge

1994,6: Testing a Parametric Model against a Semiparametric Model

Wolfgang Härdle and Joel L. Horowitz

1994,5: Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference

Helmut Lütkepohl and Petti Saikkonon

1994,4: On the Efficiency of Wavelet Estimators under Arbitrary Error Distributions

M. H. Neumann and V. G. Spokoiny

1994,3: Testing for Multi-Step Causality in Time Series

Helmut Lütkepohl and Maike Müller

1994,2: Testing increasing dispersion

Wolfgang Härdle and Byeong Park

1994,1: Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten

Helmut Lütkepohl, Martin Moryson and Juergen Wolters