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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
M. Sörensen
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
M. Sörensen
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
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