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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.
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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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Papers sorted by number 2003,54 2003,2 2002,40 2001,93 2001,43 2000,106 2000,56 2000,6 1999,62 1999,12 1998,76 1998,26 1997,80 1997,30 1996,79 1996,29 1995,55 1995,5
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Papers sorted by number 2003,54 2003,2 2002,40 2001,93 2001,43 2000,106 2000,56 2000,6 1999,62 1999,12 1998,76 1998,26 1997,80 1997,30 1996,79 1996,29 1995,55 1995,5
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