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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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- 1999,62: Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

- Peter Hall, Wolfgang Härdle, Torsten Kleinow and Peter Schmidt
- 1999,61: Strategies, heuristics and the relevance of risk aversion in a dynamic decision problem

- Wieland Müller
- 1999,60: Job stability trends and labor market (re-)entry in West Germany 1984 - 1997

- Antje Mertens
- 1999,59: Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift

- Cristina Butucea and Michael Nussbaum
- 1999,58: Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

- Christian M. Hafner and Helmut Herwartz
- 1999,57: Through trial & error to collusion

- Steffen Huck, Jörg Oechssler and Hans-Theo Normann
- 1999,56: Die Simulation langfristiger Überrenditen

- Olaf Ehrhardt and Ralf Koerstein
- 1999,55: Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten

- Lutz Hildebrandt and Nicole Görz
- 1999,54: Estimating yield curves by Kernel smoothing methods

- Oliver Linton, Enno Mammen, Jens Perch Nielsen and Carsten Tanggaard
- 1999,53: Reappraising medfly longevity: A quantile regression survival analysis

- Roger Koenker and Olga Geling
- 1999,52: Prior dispositions and actual behavior in dictator and ultimatum games

- 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

- Michael Burda and Mark Weder
- 1999,48: Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt

- Helmut Herwartz and Hans-Eggert Reimers
- 1999,47: Weekday dependence of German stock market returns

- Helmut Herwartz
- 1999,46: Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen: Methodische Trends und Software-Entwicklungen

- Lutz Hildebrandt and Nicole Görz
- 1999,45: Component leasing on the World Wide Web

- Hans-Arno Jacobsen, G. Riessen and Oliver Günther
- 1999,44: The congruence of theoretical and empirical patterns of inter-store price competition

- Daniel Klapper, Lee G. Cooper and Lutz Hildebrandt
- 1999,43: Long-term work contracts versus sequential spot markets: Experimental evidence on firm-specific investment

- Vital Anderhub, Manfred Königstein and Dorothea Kübler
- 1999,42: The market reaction to stock splits: Evidence from Germany

- Christian Wulff
- 1999,41: European labor markets and the Euro: How much flexibility do we really need?

- Michael Burda
- 1999,40: Equilibrium bidding without the independence axiom: A graphical analysis

- Veronika Grimm and Ulrich Schmidt
- 1999,39: Combining rational choice and evolutionary dynamics: The indirect evolutionary approach

- Manfred Königstein and Wieland Müller
- 1999,38: To commit or not to commit: Endogenous timing in experimental duopoly markets

- Steffen Huck, Wieland Müller and Hans-Theo Normann
- 1999,37: No free lunch for large investors

- Peter Bank
- 1999,36: Some nonparametric tests for unit roots and cointegration

- Jörg Breitung
- 1999,35: Estimating wage losses of displaced workers in Germany

- Michael Burda and Antje Mertens
- 1999,34: Numerical results concerning a sharp adaptive density estimator

- Cristina Butucea
- 1999,33: Unit root tests for time series with a structural break: When the break point is known

- Helmut Lütkepohl, Christian Müller and Pentti Saikkonen
- 1999,32: Stackelberg beats Cournot: On collusion and efficiency in experimental markets

- Steffen Huck, Wieland Müller and Hans-Theo Normann
- 1999,31: Vector autoregressive analysis

- Helmut Lütkepohl
- 1999,30: Indeterminacy in the small open economy Ramsey growth model

- Mark Weder
- 1999,29: Comparison of bootstrap confidence intervals for impulse responses of German monetary systems

- Alexander Benkwitz, Helmut Lütkepohl and Juergen Wolters
- 1999,28: Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten und Kreuzpreiselastizitäten

- Daniel Klapper
- 1999,27: Testing for unit roots in time series with level shifts

- Pentti Saikkonen and Helmut Lütkepohl
- 1999,26: A simple variable selection technique for nonlinear models

- 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

- Wolfgang Härdle, Sigbert Klinke and J. S. Marron
- 1999,23: Heterogeneous time preferences and interest rates: The preferred habitat theory revisited

- Frank Riedel
- 1999,22: Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications

- Christian M. Hafner and Helmut Herwartz
- 1999,21: Modeling the interdependence of volatility and inter-transaction duration processes

- Joachim Grammig and Marc Wellner
- 1999,20: Two adaptive rates of convergence in pointwise density estimation

- Cristina Butucea
- 1999,19: Testing the multinomial logit model

- Knut Bartels, Yasemin Boztuæg and Marlene Müller
- 1999,18: Efficient hedging: Cost versus shortfall risk

- 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

- Ulrike Graßhoff and Joachim Schwalbach
- 1999,14: Parametric versus nonparametric goodness of fit: Another view

- Henning Läuter and Michail Nikulin
- 1999,13: Higher order forward rate agreements and the smoothness of the term structure

- Stefan R. Jaschke
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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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