SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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2002,40: Estimating state-price densities with nonparametric regression

Kim Huynh, Pierre Kervella and Jun Zheng

2002,39: A simple state space model of house prices

Rainer Schulz and Axel Werwatz

2002,38: Testing the diffusion coefficient

Torsten Kleinow

2002,37: Drivers and impediments of consumer online information search: Self-controlled versus agent-based search in a high involvement context

Sarah Spiekermann, Martin Strobel and Dirk Temme

2002,36: Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland

Jörg Breitung and Doris Jagodzinski

2002,35: Did sunspot cause the Great Depression?

Sharon Harrison and Mark Weder

2002,34: Multiplicative SARIMA models

Rong Chen, Rainerr Schulz and Sabine Stephan

2002,33: Structural equation models for finite mixtures: Simulation results and empirical applications

Dirk Temme, John R. Williams and Lutz Hildebrandt

2002,32: Nonparametric specification testing for continuous-time models with application to spot interest rates

Yongmiao Hong and Haitao Li

2002,31: Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression

Rémy Slama, Axel Werwatz, Odile Boutou, Béatrice Ducot, Alfred Spira and Wolfgang Härdle

2002,30: Correlated default with incomplete information

Kay Giesecke

2002,29: How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment

Carsten Schmidt and Axel Werwatz

2002,28: Should smart investors buy funds with high returns in the past?

Frederic Palomino and Harald Uhlig

2002,27: Efficient hedging for a complete jump-diffusion model

Michael Kirch, R. N. Krutchenko and Aleksandr V. Melnikov

2002,26: Integrating a behavioral preference calculus into a simultaneous market entry game: Analyses of equilibria for selected cases of prior gain and loss experiences

Andreas Schröder and Christian Schade

2002,25: Worry and the illusion of safety: Evidence from a real-objects experiment

Christian Schade and Howard Kunreuther

2002,24: Intuitive optimizing for time allocation decisions in newly formed ventures

Moren Lévesque and Christian Schade

2002,23: Low-probability insurance decisions: The role of concern

Christian Schade, Howard Kunreuther and Klaus Peter Kaas

2002,22: Unobservable effects in structural models of business performance

Dirk Annacker and Lutz Hildebrandt

2002,21: MD*Book online: A tool for creating interactive documents

Sigbert Klinke and Rodrigo Witzel

2002,20: Nonlinear GARCH models for highly persistent volatility

Markku Lanne and Pentti Saikkonen

2002,19: Training systems and labor mobility: A comparison between Germany and Sweden

Tomas Korpi and Antje Mertens

2002,18: Privately contributing to public goods over time: An experimental study

Werner Güth, Maria Levati and Andreas Stiehler

2002,17: Money and banks: Some theory and empirical evidence for Germany

Oliver Holtemöller

2002,16: Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap

Wolfgang Härdle and Adonis Yatchew

2002,15: Starting points' effects on risk-taking behavior

Christian Schade, Martina Steul and Andreas Schröder

2002,14: Malliavin's calculus in insider models: Additional utility and free lunches

Peter Imkeller

2002,13: Does future PC use determine our wages today? Evidence from German panel data

Silke Anger and Johannes Schwarze

2002,12: Money and prices: An I(2) analysis for the euro area

Oliver Holtemöller

2002,11: Social norms and optimal incentives in firms

Steffen Huck, Dorothea Kübler and Jörgen Weibull

2002,10: MD*ReX: Linking XploRe to standard spread-sheet applications

Gökhan Aydınlı, Wolfgang Härdle, Torsten Kleinow and Hizir Sofyan

2002,9: On the effects of aggregating cointegrated variables over time

Christian Müller

2002,8: Default compensator, incomplete information, and the term structure of credit spreads

Kay Giesecke

2002,7: Structural vector autoregressive models and monetary policy analysis

Oliver Holtemöller

2002,6: Semiparametric regression analysis under imputation for missing response data

Qihua Wang, Wolfgang Härdle and Oliver Linton

2002,5: Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien

Stefan Daske and Olaf Ehrhardt

2002,4: A stochastic representation theorem with applications to optimization and obstacle problems

Peter Bank and Nicole El Karoui

2002,3: A parametric approach to the estimation of cointegration vectors in panel data

Jörg Breitung

2002,2: On the small sample properties of weak exogeneity tests in cointegrated VAR models

Ralf Brüggemann

2002,1: How precise are price distributions predicted by implied binomial trees?

Wolfgang Härdle and Jun Zheng

2001,103: Nonparametric kernel estimation of evolutionary autoregressive processes

Woocheol Kim

2001,102: Job stability trends, layoffs and quits: An empirical analysis for West Germany

Annette Bergemann and Antje Mertens

2001,101: Kernel estimation of functional coefficients in nonparametric ARX time series models

Woocheol Kim

2001,100: Robust estimation in nonlinear regression and limited dependent variable models

Pavel Cizek

2001,99: Affine stochastic differential equations with infinite delay on abstract phase spaces

Markus Riedle

2001,98: Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions

Harald Uhlig

2001,97: Simultaneous and sequential price competition in heterogeneous duopoly markets: Experimental evidence

Dorothea Kübler and Wieland Müller

2001,96: Testing for short and long-run causality: The case of the yield spread and economic growth

Jörg Breitung and Bertrand Candelon

2001,95: The relative importance of group-level effects on the performance of German companies

Steffen Brenner, Olaf Bunke, Bernd Droge and Joachim Schwalbach

2001,94: Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

Christopher T. H. Baker and Evelyn Buckwar