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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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- 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 G. 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
- S. 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
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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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