SFB 373 Discussion Papers

From Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
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1999,12: On the Emergence of Attitudes towards Risk - Some Simulation Results

S. Huck, Wieland Müller and M. Strobel

1999,11: Consistency and Equilibrium Selection - How to avoid the Impasse?-

Werner Güth

1999,10: An adaptive, rate-optimal test of a parametric model against a nonparametric alternative

Joel L. Horowitz and Vladimir G. Spokoiny

1999,9: Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen

Michael Burda and Mark Weder

1999,8: On Intertemporal Allocation Behavior - A Selective Survey of Saving Experiments -

V. Anderhub and Werner Güth

1999,7: Testing for linear autoregressive dynamics under heteroskedasticity

Christian M. Hafner and Helmut Herwartz

1999,6: Error reduction in density estimation under shape restrictions

Tomasz Rychlik

1999,5: Modelling exchange rates volatility with multivariate long-memory ARCH processes

Gilles Teyssière

1999,4: Vector autoregressions

Helmut Lütkepohl

1999,3: On goodness-of-fit tests for accelerated life models

V. Bagdonavicius and M. Nikulin

1999,2: Comparison of nonparametric goodness of fit tests

Henning Läuter and Cornelia Sachsenweger

1999,1: Estimation in an additive model when the components are linked parametrically

Raymond J. Carroll, Wolfgang Härdle and Enno Mammen

1998,114: Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models

Lijian Yang and Rolf Tschernig

1998,113: A generic architecture for hybrid intelligent systems

Hans-Arno Jacobsen

1998,112: CORBA-based interoperable geographic information systems

Hans-Arno Jacobsen and Agnès Voisard

1998,111: Towards high-performance multithreaded CORBA servers

Hans-Arno Jacobsen and Boris Weissman

1998,110: A design pattern based approach to generating synchronization adaptors from annoted IDL

H.-A. Jacobsen and B.J. Krämer

1998,109: A model specification test

Knut Bartels

1998,108: Non-time additive utility optimization: The case of certainty

Frank Riedel and Peter Bank

1998,107: Nonparametric autoregression with multiplicative volatility and additive mean

Lijian Yang, Wolfgang Härdle and Jens P. Nielsen

1998,106: A minimality property of the minimal martingale measure

Martin Schweizer

1998,105: Canonical correlation statistics for testing the cointegration rank in a reversed order

Jörg Breitung

1998,104: Will banks promote trade? Equilibrium selection for the trust game with banks

Werner Güth and Peter Ockenfels

1998,103: Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecasts

Daniel Klapper and Helmut Herwartz

1998,102: On estimating a dynamic function of a stochastic system with averaging

R. Liptser and Vladimir G. Spokoiny

1998,101: A review of systemscointegration tests

Kirstin Hubrich, Helmut Lütkepohl and Pentti Saikkonen

1998,100: Preemption in capacity and price determination: A study of endogenous timing of decisions for homogeneous markets

Sandra Güth and Werner Güth

1998,99: Nicht- und semiparametrische Markenwahlmodelle im Marketing

Yasemin Boztug and Lutz Hildebrandt

1998,98: On stationary solutions of delay differential equations driven by a Lévy process

Alexander Gushchin and Uwe Küchler

1998,97: Additive and generalized additive models: A survey

Michael G. Schimek and Berwin A. Turlach

1998,96: Volatility estimates of the short term interest rate with an application to German data

Henning Dankenbring

1998,95: Semiparametric additive indices for binary response and generalized additive models

Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich

1998,94: Germany's labor market problems: What to do and what not to do? A survey among experts

Stefan Profit and Rolf Tschernig

1998,93: On sequential parameter estimation for some linear stochastic differential equations with time delay

Uwe Küchler and Vjatscheslav A. Vasiliev

1998,92: Spontaneous Strategies in the Repeated Prisoners' Dilemma with Imperfect Monitoring

A. Gantner and M. Königstein

1998,91: Equity Anchoring in Simple Bargaining Games With Production

A. Gantner, Werner Güth and M. Königstein

1998,90: Efficiency and Evolution of Social Preferences and Prosocial Behavior

M. Königstein

1998,89: Convergence to Equitable Play in the Repeated Ultimatum Game with Advance Production

M. Königstein

1998,88: Measuring Treatment-Effects in Experimental Cross-Sectional Time Series

M. Königstein

1998,87: Profit Sharing in an Asymmetric Bargaining Game

M. Königstein and R. Tietz

1998,86: Conditional heteroskedasticity driven by hidden Markov chains

Christian Francq, Michel Roussignol and Jean-Michel Zakoian

1998,85: The Effects of Different choices of Order for Autoregressive Approximation on the Gaussian Likelihood Estimates for ARMA Models

M. Salau

1998,84: On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models

M. Salau

1998,83: Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function

J. Horowitz

1998,82: Testing for the cointegrating rank of a VAR process with structural shifts

Pentti Saikkonen and Helmut Lütkepohl

1998,81: Alternative GMM methods for nonlinear panel data models

Jörg Breitung and Michael Lechner

1998,80: Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen

Jörg Breitung

1998,79: An equality test across nonparametric regressions

Pascal Lavergne

1998,78: The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany

Dieter Nautz and Juergen Wolters

1998,77: Adaptive Weights Smoothing with Applications to Image Restoration

J. Polzehl and V. Spokoiny