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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.

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2002,40: Estimating state-price densities with nonparametric regression Downloads
Kim Huynh, Pierre Kervella and Jun Zheng
2002,39: A simple state space model of house prices Downloads
Rainer Schulz and Axel Werwatz
2002,38: Testing the diffusion coefficient Downloads
Torsten Kleinow
2002,37: Drivers and impediments of consumer online information search: Self-controlled versus agent-based search in a high involvement context Downloads
Sarah Spiekermann, Martin Strobel and Dirk Temme
2002,36: Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland Downloads
Jörg Breitung and Doris Jagodzinski
2002,35: Did sunspot cause the Great Depression? Downloads
Sharon G. Harrison and Mark Weder
2002,34: Multiplicative SARIMA models Downloads
Rong Chen, Rainerr Schulz and Sabine Stephan
2002,33: Structural equation models for finite mixtures: Simulation results and empirical applications Downloads
Dirk Temme, John R. Williams and Lutz Hildebrandt
2002,32: Nonparametric specification testing for continuous-time models with application to spot interest rates Downloads
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 Downloads
Rémy Slama, Axel Werwatz, Odile Boutou, Béatrice Ducot, Alfred Spira and Wolfgang Härdle
2002,30: Correlated default with incomplete information Downloads
Kay Giesecke
2002,29: How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment Downloads
Carsten Schmidt and Axel Werwatz
2002,28: Should smart investors buy funds with high returns in the past? Downloads
Frederic Palomino and Harald Uhlig
2002,27: Efficient hedging for a complete jump-diffusion model Downloads
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 Downloads
Andreas Schröder and Christian Schade
2002,25: Worry and the illusion of safety: Evidence from a real-objects experiment Downloads
Christian Schade and Howard Kunreuther
2002,24: Intuitive optimizing for time allocation decisions in newly formed ventures Downloads
Moren Lévesque and Christian Schade
2002,23: Low-probability insurance decisions: The role of concern Downloads
Christian Schade, Howard Kunreuther and Klaus Peter Kaas
2002,22: Unobservable effects in structural models of business performance Downloads
Dirk Annacker and Lutz Hildebrandt
2002,21: MD*Book online: A tool for creating interactive documents Downloads
Sigbert Klinke and Rodrigo Witzel
2002,20: Nonlinear GARCH models for highly persistent volatility Downloads
Markku Lanne and Pentti Saikkonen
2002,19: Training systems and labor mobility: A comparison between Germany and Sweden Downloads
Tomas Korpi and Antje Mertens
2002,18: Privately contributing to public goods over time: An experimental study Downloads
Werner Güth, Maria Levati and Andreas Stiehler
2002,17: Money and banks: Some theory and empirical evidence for Germany Downloads
Oliver Holtemöller
2002,16: Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap Downloads
Wolfgang Härdle and Adonis Yatchew
2002,15: Starting points' effects on risk-taking behavior Downloads
Christian Schade, Martina Steul and Andreas Schröder
2002,14: Malliavin's calculus in insider models: Additional utility and free lunches Downloads
Peter Imkeller
2002,13: Does future PC use determine our wages today? Evidence from German panel data Downloads
Silke Anger and Johannes Schwarze
2002,12: Money and prices: An I(2) analysis for the euro area Downloads
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 Downloads
Gökhan Aydınlı, Wolfgang Härdle, Torsten Kleinow and Hizir Sofyan
2002,9: On the effects of aggregating cointegrated variables over time Downloads
Christian Müller
2002,8: Default compensator, incomplete information, and the term structure of credit spreads Downloads
Kay Giesecke
2002,7: Structural vector autoregressive models and monetary policy analysis Downloads
Oliver Holtemöller
2002,6: Semiparametric regression analysis under imputation for missing response data Downloads
Qihua Wang, Wolfgang Härdle and Oliver Linton
2002,5: Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien Downloads
Stefan Daske and Olaf Ehrhardt
2002,4: A stochastic representation theorem with applications to optimization and obstacle problems Downloads
Peter Bank and Nicole El Karoui
2002,3: A parametric approach to the estimation of cointegration vectors in panel data Downloads
Jörg Breitung
2002,2: On the small sample properties of weak exogeneity tests in cointegrated VAR models Downloads
Ralf Brüggemann
2002,1: How precise are price distributions predicted by implied binomial trees? Downloads
Wolfgang Härdle and Jun Zheng
2001,103: Nonparametric kernel estimation of evolutionary autoregressive processes Downloads
Woocheol Kim
2001,102: Job stability trends, layoffs and quits: An empirical analysis for West Germany Downloads
Annette Bergemann and Antje Mertens
2001,101: Kernel estimation of functional coefficients in nonparametric ARX time series models Downloads
Woocheol Kim
2001,100: Robust estimation in nonlinear regression and limited dependent variable models Downloads
Pavel Cizek
2001,99: Affine stochastic differential equations with infinite delay on abstract phase spaces Downloads
Markus Riedle
2001,98: Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions Downloads
Harald Uhlig
2001,97: Simultaneous and sequential price competition in heterogeneous duopoly markets: Experimental evidence Downloads
Dorothea Kübler and Wieland Müller
2001,96: Testing for short and long-run causality: The case of the yield spread and economic growth Downloads
Jörg Breitung and Bertrand Candelon
2001,95: The relative importance of group-level effects on the performance of German companies Downloads
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 Downloads
Christopher T. H. Baker and Evelyn Buckwar
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