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SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1999,62: Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient Downloads
Peter Hall, Wolfgang Härdle, Torsten Kleinow and Peter Schmidt
1999,61: Strategies, heuristics and the relevance of risk aversion in a dynamic decision problem Downloads
Wieland Müller
1999,60: Job stability trends and labor market (re-)entry in West Germany 1984 - 1997 Downloads
Antje Mertens
1999,59: Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift Downloads
Cristina Butucea and Michael Nussbaum
1999,58: Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Downloads
Christian M. Hafner and Helmut Herwartz
1999,57: Through trial & error to collusion Downloads
Steffen Huck, Jörg Oechssler and Hans-Theo Normann
1999,56: Die Simulation langfristiger Überrenditen Downloads
Olaf Ehrhardt and Ralf Koerstein
1999,55: Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten Downloads
Lutz Hildebrandt and Nicole Görz
1999,54: Estimating yield curves by Kernel smoothing methods Downloads
Oliver Linton, Enno Mammen, Jens Perch Nielsen and Carsten Tanggaard
1999,53: Reappraising medfly longevity: A quantile regression survival analysis Downloads
Roger Koenker and Olga Geling
1999,52: Prior dispositions and actual behavior in dictator and ultimatum games Downloads
Hermann Brandstätter, Werner Güth, Judith Himmelbauer and Willy Kriz
1999,51: Tax Evasion with Earned Income and Varying Tax Rate - An Experimental Study -
V. Anderhub, S. Giese, Werner Güth and A. Hoffmann
1999,50: Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model
J. Grammig and K. Maurer
1999,49: Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles Downloads
Michael Burda and Mark Weder
1999,48: Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt Downloads
Helmut Herwartz and Hans-Eggert Reimers
1999,47: Weekday dependence of German stock market returns Downloads
Helmut Herwartz
1999,46: Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen: Methodische Trends und Software-Entwicklungen Downloads
Lutz Hildebrandt and Nicole Görz
1999,45: Component leasing on the World Wide Web Downloads
Hans-Arno Jacobsen, G. Riessen and Oliver Günther
1999,44: The congruence of theoretical and empirical patterns of inter-store price competition Downloads
Daniel Klapper, Lee G. Cooper and Lutz Hildebrandt
1999,43: Long-term work contracts versus sequential spot markets: Experimental evidence on firm-specific investment Downloads
Vital Anderhub, Manfred Königstein and Dorothea Kübler
1999,42: The market reaction to stock splits: Evidence from Germany Downloads
Christian Wulff
1999,41: European labor markets and the Euro: How much flexibility do we really need? Downloads
Michael Burda
1999,40: Equilibrium bidding without the independence axiom: A graphical analysis Downloads
Veronika Grimm and Ulrich Schmidt
1999,39: Combining rational choice and evolutionary dynamics: The indirect evolutionary approach Downloads
Manfred Königstein and Wieland Müller
1999,38: To commit or not to commit: Endogenous timing in experimental duopoly markets Downloads
Steffen Huck, Wieland Müller and Hans-Theo Normann
1999,37: No free lunch for large investors Downloads
Peter Bank
1999,36: Some nonparametric tests for unit roots and cointegration Downloads
Jörg Breitung
1999,35: Estimating wage losses of displaced workers in Germany Downloads
Michael Burda and Antje Mertens
1999,34: Numerical results concerning a sharp adaptive density estimator Downloads
Cristina Butucea
1999,33: Unit root tests for time series with a structural break: When the break point is known Downloads
Helmut Lütkepohl, Christian Müller and Pentti Saikkonen
1999,32: Stackelberg beats Cournot: On collusion and efficiency in experimental markets Downloads
Steffen Huck, Wieland Müller and Hans-Theo Normann
1999,31: Vector autoregressive analysis Downloads
Helmut Lütkepohl
1999,30: Indeterminacy in the small open economy Ramsey growth model Downloads
Mark Weder
1999,29: Comparison of bootstrap confidence intervals for impulse responses of German monetary systems Downloads
Alexander Benkwitz, Helmut Lütkepohl and Juergen Wolters
1999,28: Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten und Kreuzpreiselastizitäten Downloads
Daniel Klapper
1999,27: Testing for unit roots in time series with level shifts Downloads
Pentti Saikkonen and Helmut Lütkepohl
1999,26: A simple variable selection technique for nonlinear models Downloads
Gianluigi Rech, Timo Teräsvirta and Rolf Tschernig
1999,25: Strong discrete time approximation of Stochastic Differential Equations with Time Delay
U. Küchler and Eckhard Platen
1999,24: Connected teaching of statistics Downloads
Wolfgang Härdle, Sigbert Klinke and J. S. Marron
1999,23: Heterogeneous time preferences and interest rates: The preferred habitat theory revisited Downloads
Frank Riedel
1999,22: Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications Downloads
Christian M. Hafner and Helmut Herwartz
1999,21: Modeling the interdependence of volatility and inter-transaction duration processes Downloads
Joachim Grammig and Marc Wellner
1999,20: Two adaptive rates of convergence in pointwise density estimation Downloads
Cristina Butucea
1999,19: Testing the multinomial logit model Downloads
Knut Bartels, Yasemin Boztuæg and Marlene Müller
1999,18: Efficient hedging: Cost versus shortfall risk Downloads
Hans Föllmer and Peter Leukert
1999,17: The quality of the signal matters - A note on imperfect observability and the timing of moves
Wieland Müller
1999,16: Why do you hate me? - On the survival of spite -
Martin Dufwenberg and Werner Güth
1999,15: Agency-Theorie, Informationskosten und Managervergütung Downloads
Ulrike Graßhoff and Joachim Schwalbach
1999,14: Parametric versus nonparametric goodness of fit: Another view Downloads
Henning Läuter and Michail Nikulin
1999,13: Higher order forward rate agreements and the smoothness of the term structure Downloads
Stefan R. Jaschke
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