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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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- 2000,106: Deterministic seasonality versus seasonal fractional integration

- Luis Gil-Alana
- 2000,105: Testing of fractional cointegration in macroeconomic time series

- Luis Gil-Alana
- 2000,104: Existence and structure of stochastic equilibria with intertemporal substitution

- Peter Bank and Frank Riedel
- 2000,103: Probabilistic aspects of financial risk

- Hans Föllmer
- 2000,102: Why firms should care for customers

- Manfred Königstein and Wieland Müller
- 2000,101: Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg

- Olaf Bunke, Bernd Droge and Joachim Schwalbach
- 2000,100: Analyzing XploRe download profiles with intelligent miner

- Hizir Sofyan and Axel Werwatz
- 2000,99: Common cycles: A frequency domain approach

- Jörg Breitung and Bertrand Candelon
- 2000,98: Cointegrating smooth transition regressions with applications to the Asian currency crisis

- Pentti Saikkonen and In Choi
- 2000,97: Common factors governing VDAX movements and the maximum loss

- Wolfgang Härdle and Peter Schmidt
- 2000,96: Dumb software agents on an experimental asset market

- Jens Großklags, Carsten Schmidt and Jonathan Siegel
- 2000,95: On the reliability of chow type test for parameter constancy in multivariate dynamic models

- Bertrand Candelon and Helmut Lütkepohl
- 2000,94: Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator

- Zdeněk Hlávka
- 2000,93: Hedging the standard of living via cost of living index futures

- Rainer Schulz
- 2000,92: Risk premia and financial modelling without measure transformation

- Eckhard Platen
- 2000,91: A minimal financial market model

- Eckhard Platen
- 2000,90: Price variability and price dispersion in a stable monetary environment: Evidence from German retail markets

- Matthias Fengler and Joachim Winter
- 2000,89: Nonparametric estimation of generalized impulse response function

- Rolf Tschernig and Lijian Yang
- 2000,88: On testing conditional moment restrictions: The canonical case

- Gautam Tripathi and Yuichi Kitamura
- 2000,87: Bootstrap inference in single equation error correction models

- Helmut Herwartz and Michael H. Neumann
- 2000,86: A local instrumental estimation method for generalized additive volatility models

- Woocheol Kim and Oliver Linton
- 2000,85: Nonparametric estimation of homogeneous function

- Gautam Tripathi and Woocheol Kim
- 2000,84: Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling

- Makoto Abe, Yasemin Boztuæg and Lutz Hildebrandt
- 2000,83: Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process

- Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler
- 2000,82: Robust learning experiments: Evidence for learning and deliberation

- Werner Güth
- 2000,81: Marginal employment - a dead end? A survival analysis based on West German spelldata

- Jürgen Kolb and Axel Werwatz
- 2000,80: Fourth moments of multivariate GARCH processes

- Christian M. Hafner
- 2000,79: Testing the purchasing power parity in pooled systems of error correction models

- Helmut Herwartz and Hans-Eggert Reimers
- 2000,78: The determinants of health care expenditure: Testing pooling restrictions in small samples

- Helmut Herwartz and Bernd Theilen
- 2000,77: Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations

- Markus Reiß
- 2000,76: Modeling the US short-term interest rate by mixture autoregressive processes

- Markku Lanne and Pentti Saikkonen
- 2000,75: Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift

- Valentine Genon-Catalot, Catherine Laredo and Michael Nussbaum
- 2000,74: Leave-k-out diagnostics in state space models

- Tommaso Proietti
- 2000,73: On the dynamic foundation of evolutionary stability in continuous models

- Jörg Oechssler and Frank Riedel
- 2000,72: Auctions

- Sigrid Müller
- 2000,71: The Polish crawling peg system: A cointegration analysis

- Carsten Trenkler
- 2000,70: Testing stochastic cycles in macroeconomic time series

- Luis Gil-Alana
- 2000,69: Fractional cointegration and real exchange rates

- 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

- Luis Gil-Alana
- 2000,67: A fractionally integrated exponential model for UK unemployment

- 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

- Hannah Nielsen, Giuseppe Tullio and Juergen Wolters
- 2000,65: Inference on the cointegration rank in fractionally integrated processes

- Jörg Breitung and Uwe Hassler
- 2000,64: Correspondence analysis

- Michal Benko and Michel Lejeune
- 2000,63: ExploRing persistence in financial time series

- David Lee
- 2000,62: Classification and regression trees

- Jussi Klemelä, Sigbert Klinke and Hizir Sofyan
- 2000,61: DPLS-partial least squares program for dynamic path models

- Frank Geppert and Hans Gerhard Strohe
- 2000,60: Growth regression and counterfactual income dynamics

- Alain Desdoigts
- 2000,59: Robust Kalman filtering

- Peter Ruckdeschel
- 2000,58: Uncovered interest parity: What can we learn from panel data?

- Jörg Breitung and Ralf Brüggemann
- 2000,57: Long-memory analysis

- Gilles Teyssière
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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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