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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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2000,106: Deterministic seasonality versus seasonal fractional integration Downloads
Luis Gil-Alana
2000,105: Testing of fractional cointegration in macroeconomic time series Downloads
Luis Gil-Alana
2000,104: Existence and structure of stochastic equilibria with intertemporal substitution Downloads
Peter Bank and Frank Riedel
2000,103: Probabilistic aspects of financial risk Downloads
Hans Föllmer
2000,102: Why firms should care for customers Downloads
Manfred Königstein and Wieland Müller
2000,101: Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg Downloads
Olaf Bunke, Bernd Droge and Joachim Schwalbach
2000,100: Analyzing XploRe download profiles with intelligent miner Downloads
Hizir Sofyan and Axel Werwatz
2000,99: Common cycles: A frequency domain approach Downloads
Jörg Breitung and Bertrand Candelon
2000,98: Cointegrating smooth transition regressions with applications to the Asian currency crisis Downloads
Pentti Saikkonen and In Choi
2000,97: Common factors governing VDAX movements and the maximum loss Downloads
Wolfgang Härdle and Peter Schmidt
2000,96: Dumb software agents on an experimental asset market Downloads
Jens Großklags, Carsten Schmidt and Jonathan Siegel
2000,95: On the reliability of chow type test for parameter constancy in multivariate dynamic models Downloads
Bertrand Candelon and Helmut Lütkepohl
2000,94: Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator Downloads
Zdeněk Hlávka
2000,93: Hedging the standard of living via cost of living index futures Downloads
Rainer Schulz
2000,92: Risk premia and financial modelling without measure transformation Downloads
Eckhard Platen
2000,91: A minimal financial market model Downloads
Eckhard Platen
2000,90: Price variability and price dispersion in a stable monetary environment: Evidence from German retail markets Downloads
Matthias Fengler and Joachim Winter
2000,89: Nonparametric estimation of generalized impulse response function Downloads
Rolf Tschernig and Lijian Yang
2000,88: On testing conditional moment restrictions: The canonical case Downloads
Gautam Tripathi and Yuichi Kitamura
2000,87: Bootstrap inference in single equation error correction models Downloads
Helmut Herwartz and Michael H. Neumann
2000,86: A local instrumental estimation method for generalized additive volatility models Downloads
Woocheol Kim and Oliver Linton
2000,85: Nonparametric estimation of homogeneous function Downloads
Gautam Tripathi and Woocheol Kim
2000,84: Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling Downloads
Makoto Abe, Yasemin Boztuæg and Lutz Hildebrandt
2000,83: Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process Downloads
Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
2000,82: Robust learning experiments: Evidence for learning and deliberation Downloads
Werner Güth
2000,81: Marginal employment - a dead end? A survival analysis based on West German spelldata Downloads
Jürgen Kolb and Axel Werwatz
2000,80: Fourth moments of multivariate GARCH processes Downloads
Christian M. Hafner
2000,79: Testing the purchasing power parity in pooled systems of error correction models Downloads
Helmut Herwartz and Hans-Eggert Reimers
2000,78: The determinants of health care expenditure: Testing pooling restrictions in small samples Downloads
Helmut Herwartz and Bernd Theilen
2000,77: Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations Downloads
Markus Reiß
2000,76: Modeling the US short-term interest rate by mixture autoregressive processes Downloads
Markku Lanne and Pentti Saikkonen
2000,75: Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift Downloads
Valentine Genon-Catalot, Catherine Laredo and Michael Nussbaum
2000,74: Leave-k-out diagnostics in state space models Downloads
Tommaso Proietti
2000,73: On the dynamic foundation of evolutionary stability in continuous models Downloads
Jörg Oechssler and Frank Riedel
2000,72: Auctions Downloads
Sigrid Müller
2000,71: The Polish crawling peg system: A cointegration analysis Downloads
Carsten Trenkler
2000,70: Testing stochastic cycles in macroeconomic time series Downloads
Luis Gil-Alana
2000,69: Fractional cointegration and real exchange rates Downloads
Guglielmo Maria Caporale and Luis Gil-Alana
2000,68: A fractionally integrated model with a mean shift for the US and the UK real oil prices Downloads
Luis Gil-Alana
2000,67: A fractionally integrated exponential model for UK unemployment Downloads
Luis Gil-Alana
2000,66: Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998 Downloads
Hannah Nielsen, Giuseppe Tullio and Juergen Wolters
2000,65: Inference on the cointegration rank in fractionally integrated processes Downloads
Jörg Breitung and Uwe Hassler
2000,64: Correspondence analysis Downloads
Michal Benko and Michel Lejeune
2000,63: ExploRing persistence in financial time series Downloads
David Lee
2000,62: Classification and regression trees Downloads
Jussi Klemelä, Sigbert Klinke and Hizir Sofyan
2000,61: DPLS-partial least squares program for dynamic path models Downloads
Frank Geppert and Hans Gerhard Strohe
2000,60: Growth regression and counterfactual income dynamics Downloads
Alain Desdoigts
2000,59: Robust Kalman filtering Downloads
Peter Ruckdeschel
2000,58: Uncovered interest parity: What can we learn from panel data? Downloads
Jörg Breitung and Ralf Brüggemann
2000,57: Long-memory analysis Downloads
Gilles Teyssière
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