Publications at Sonderforschungsbereich 649: Ökonomisches Risiko<BR> Wirtschaftswissenschaftliche Fakultät<BR> Humboldt-Universität<BR> Berlin, Germany

This file is part of IDEAS, which uses RePEc data

Publications

by members of

Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität
Berlin, Germany

(Collaborative Research Center 649: Economic Risk, Faculty of Economics, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.

Working papers

Undated material is listed at the end

2009

Burda, Michael C. & Hamermesh, Daniel S., 2009. "Unemployment, Market Work and Household Production," IZA Discussion Papers 3955, Institute for the Study of Labor (IZA). [Downloadable!]
Michael Burda & Daniel S. Hamermesh, 2009. "Unemployment, Market Work and Household Production," NBER Working Papers 14676, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Burda, Michael C & Hamermesh, Daniel S, 2009. "Unemployment, Market Work and Household Production," CEPR Discussion Papers 7166, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Michael C. Burda & Daniel S. Hamermesh, 2009. "Evidence on Unemployment, Market Work and Household Production," SFB 649 Discussion Papers SFB649DP2009-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michael C. Burda & Battista Severgnini, 2009. "TFP Growth in Old and New Europe," SFB 649 Discussion Papers SFB649DP2009-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Daniel Krämer & Roland Strausz, 2009. "Optimal Procurement Contracts with Pre--Project Planning," Papers 036, Departmental Working Papers. [Downloadable!]
Roland Strausz, 2009. "Regulatory Risk under Optimal Incentive Regulation," SFB 649 Discussion Papers SFB649DP2009-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Roland Strausz, 2009. "Regulatory Risk under Optimal Incentive Regulation," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Roland Strausz, 2009. "Monopoly Distortions in Durability and Multi-Dimensional Quality," Discussion Papers 271, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2009. "The Political Economy of Regulatory Risk," SFB 649 Discussion Papers SFB649DP2009-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Lydia Mechtenberg & Roland Strausz, 2009. "Migration of the Highly Skilled: Can Europe catch up with the US?," SFB 649 Discussion Papers SFB649DP2009-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolaus Hautsch & Yangguoyi Ou, 2009. "Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields," CFS Working Paper Series 2009/03, Center for Financial Studies. [Downloadable!]
Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies. [Downloadable!]
Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank. [Downloadable!]
Wolfgang Härdle & Brenda López Cabrera, 2009. "Implied Market Price of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera, 2009. "Pricing of Asian temperature risk," SFB 649 Discussion Papers SFB649DP2009-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Pooyan Amir Ahmadi & Albrecht Ritschl, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," SFB 649 Discussion Papers SFB649DP2009-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ying Chen & Wolfgang Härdle & Uta Pigorsch, 2009. "Localized Realized Volatility Modelling," SFB 649 Discussion Papers SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Volker Krätschmer & Rouslan Moro, 2009. "A Microeconomic Explanation of the EPK Paradox," SFB 649 Discussion Papers SFB649DP2009-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Alena Mysickova, 2009. "Stochastic Population Forecast for Germany and its Consequence for the German Pension System," SFB 649 Discussion Papers SFB649DP2009-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ji Cao & Wolfgang Härdle & Julius Mungo, 2009. "A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics," SFB 649 Discussion Papers SFB649DP2009-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Maria Grith & Wolfgang Härdle & Juhyun Park, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Stefan Ried, 2009. "Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics”," SFB 649 Discussion Papers SFB649DP2009-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Christian A. Stoltenberg & Vadym Lepetyuk, 2009. "Policy announcements and welfare," Working Papers. Serie AD 2009-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
Jianying Qiu & Eva-Maria Steiger, 2009. "Relating the two Dimensions of Risk Attitudes: An Experimental Analysis," Jena Economic Research Papers in Economics 2009-006, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics, Thueringer Universitaets- und Landesbibliothek. [Downloadable!]
Jianying Qiu & Eva-Maria Steiger, 2009. "Understanding Risk Attitudes in two Dimensions: An Experimental Analysis," Working Papers 2009-11, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
Jianying Qiu & Eva-Maria Steiger, 2009. "Understanding the Two Components of Risk Attitudes: An Experimental Analysis," Jena Economic Research Papers in Economics 2009-088, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics, Thueringer Universitaets- und Landesbibliothek. [Downloadable!]
Sigbert Klinke & Dina Kuhlee & Christian Theel & Cornelia Wagner & Christian Westermeier, 2009. "MM-Stat – MultiMedia-Statistik: Statistische Datenanalyse – webbasiert, interaktiv und multimedial," SFB 649 Discussion Papers SFB649DP2009-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Helmut Gründl & Thomas Post, 2009. "Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises," SFB 649 Discussion Papers SFB649DP2009-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Thomas Post, 2009. "Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality," SFB 649 Discussion Papers SFB649DP2009-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Deniz Dilan Karaman Örsal & Bernd Droge, 2009. "On the Existence of the Moments of the Asymptotic Trace Statistic," SFB 649 Discussion Papers SFB649DP2009-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Aurélien Alfonsi & Alexander Schied, 2009. "Optimal execution and absence of price manipulations in limit order book models," Working Papers hal-00397652_v2, HAL. [Downloadable!]
Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu, 2009. "On the Systemic Nature of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Xu, Wei & Filler, Guenther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association. [Downloadable!]
Rommel, Jens & Neuenfeldt, Sebastian & Odening, Martin, 2009. "Markteffekte medienwirksamer Lebensmittelskandale: Eine Ereignisstudie," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53261, German Association of Agricultural Economists (GEWISOLA). [Downloadable!]
Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Prantl, Susanne & Spitz-Oener, Alexandra, 2009. "How Does Entry Regulation Influence Entry into Self-Employment and Occupational Mobility?," IZA Discussion Papers 4221, Institute for the Study of Labor (IZA). [Downloadable!]
Susanne Prantl & Alexandra Spitz-Oener, 2009. "How does entry regulation influence entry into selfemployment and occupational mobility?," Discussion Papers 267, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Susanne Prantl & Alexandra Spitz-Oener, 2009. "How does entry regulation influence entry into self-employment and occupational mobility?," IFS Working Papers W09/14, Institute for Fiscal Studies. [Downloadable!]
Katja Hanewald, 2009. "Mortality modeling: Lee-Carter and the macroeconomy," SFB 649 Discussion Papers SFB649DP2009-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

2008

Bachmann, Ronald & Burda, Michael C., 2008. "Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany," IZA Discussion Papers 3324, Institute for the Study of Labor (IZA). [Downloadable!]
Boeri, Tito & Burda, Michael C., 2008. "Preferences for Collective versus Individualised Wage Setting," IZA Discussion Papers 3365, Institute for the Study of Labor (IZA). [Downloadable!]
Tito Boeri & Michael C. Burda, 2008. "Preferences for Collective versus Individualised Wage Setting," SFB 649 Discussion Papers SFB649DP2008-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michael C. Burda & Battista Severgnini, 2008. "Solow Residuals without Capital Stocks," SFB 649 Discussion Papers SFB649DP2008-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Reichmuth & Samad Sarferaz, 2008. "Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality," SFB 649 Discussion Papers SFB649DP2008-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang H. Reichmuth & Samad Sarferaz, 2008. "The Influence of the Business Cycle on Mortality," SFB 649 Discussion Papers SFB649DP2008-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Dan Sasaki & Roland Strausz, 2008. "Collusion and Durability," Discussion Papers 246, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," SFB 649 Discussion Papers SFB649DP2008-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolaus Hautsch & Yangguoyi Ou, 2008. "Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia," SFB 649 Discussion Papers SFB649DP2008-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolaus Hautsch & Vahidin Jeleskovic, 2008. "Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2008-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolaus Hautsch & Yangguoyi Ou, 2008. "Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference," SFB 649 Discussion Papers SFB649DP2008-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Nikolaus Hautsch, 2008. "Testing Multiplicative Error Models Using Conditional Moment Tests," SFB 649 Discussion Papers SFB649DP2008-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nikolas Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," CFS Working Paper Series 2008/28, Center for Financial Studies. [Downloadable!]
Dietmar Fehr & Dorothea Kübler & David Danz, 2008. "Information and Beliefs in a Repeated Normal-form Game," SFB 649 Discussion Papers SFB649DP2008-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Fehr, Dietmar & Kübler, Dorothea & Danz, David N., 2008. "Information and Beliefs in a Repeated Normal-Form Game," IZA Discussion Papers 3627, Institute for the Study of Labor (IZA). [Downloadable!]
Monique Ebell & Albrecht Ritschl, 2008. "Real Origins of the Great Depression: Monopoly Power, Unions and the American Business Cycle in the 1920s," CEP Discussion Papers dp0876, Centre for Economic Performance, LSE. [Downloadable!]
Barry Eichengreen & Albrecht Ritschl, 2008. "Understanding West German Economic Growth in the 1950s," SFB 649 Discussion Papers SFB649DP2008-068, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Albrecht Ritschl & Samad Sarferaz & Martin Uebele, 2008. "The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts," SFB 649 Discussion Papers SFB649DP2008-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers 7069, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Dirk Engelmann & Dorothea Kübler, 2008. "Do Legal Standards Affect Ethical Concerns of Consumers?," SFB 649 Discussion Papers SFB649DP2008-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2008. "Structural Constant Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2008. "Macro Wine in Financial Skins: The Oil-FX Interdependence," SFB 649 Discussion Papers SFB649DP2008-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2008. "Simultaneous Stochastic Volatility Transmission Across American Equity Markets," SFB 649 Discussion Papers SFB649DP2008-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2008. "Structural Dynamic Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber & Yanqun Zhang, 2008. "Common Influences, Spillover and Integration in Chinese Stock Markets," SFB 649 Discussion Papers SFB649DP2008-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz, 2008. "The Accuracy of Long-term Real Estate Valuations," SFB 649 Discussion Papers SFB649DP2008-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Rainer Schulz & Axel Werwatz, 2008. "House Prices and Replacement Cost: A Micro-Level Analysis," SFB 649 Discussion Papers SFB649DP2008-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Thomas Post & Helmut Gründl & Joan Schmit & Anja Zimmer, 2008. "The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany," SFB 649 Discussion Papers SFB649DP2008-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Kiho Jeong & Wolfgang Härdle, 2008. "A Consistent Nonparametric Test for Causality in Quantile," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Junni L. Zhang & Wolfgang Härdle, 2008. "The Bayesian Additive Classification Tree Applied to Credit Risk Modelling," SFB 649 Discussion Papers SFB649DP2008-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008. "Testing Monotonicity of Pricing Kernels," SFB 649 Discussion Papers SFB649DP2008-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang, 2008. "Independent Component Analysis Via Copula Techniques," SFB 649 Discussion Papers SFB649DP2008-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Julius Mungo, 2008. "Value-at-Risk and Expected Shortfall when there is long range dependence," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Song Song, 2008. "The Stochastic Fluctuation of the Quantile Regression Curve," SFB 649 Discussion Papers SFB649DP2008-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Anton Andriyashin & Wolfgang Härdle & Roman Timofeev, 2008. "Recursive Portfolio Selection with Decision Trees," SFB 649 Discussion Papers SFB649DP2008-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008. "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi, 2008. "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers SFB649DP2008-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Alena Mysickova, 2008. "Numerics of Implied Binomial Trees," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2008. "The Default Risk of Firms Examined with Smooth Support Vector Machines," SFB 649 Discussion Papers SFB649DP2008-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle, 2008. "Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin, 2008. "Modeling Dependencies in Finance using Copulae," SFB 649 Discussion Papers SFB649DP2008-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008. "Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation," SFB 649 Discussion Papers SFB649DP2008-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Taleb Ahmad & Wolfgang Härdle, 2008. "Statistics E-learning Platforms Evaluation: Case Study," SFB 649 Discussion Papers SFB649DP2008-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Sigbert Klinke & Cornelia Wagner, 2008. "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers SFB649DP2008-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Blaskowitz & Helmut Herwatz, 2008. "Adaptive Forecasting of the EURIBOR Swap Term Structure," SFB 649 Discussion Papers SFB649DP2008-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Blaskowitz & Helmut Herwartz, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers SFB649DP2008-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Till Dannewald & Lutz Hildebrandt, 2008. "A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model," SFB 649 Discussion Papers SFB649DP2008-070, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Schied, Alexander & Schoeneborn, Torsten, 2008. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper 7105, University Library of Munich, Germany. [Downloadable!]
Silke Hüttel & Oliver Mußhoff & Martin Odening & Nataliya Zinych, 2008. "Estimating Investment Equations in Imperfect Capital Markets," SFB 649 Discussion Papers SFB649DP2008-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Xu, Wei & Odening, Martin & Musshoff, Oliver, 2008. "Optimal Design of Weather Bonds," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
Katja Hanewald, 2008. "Beyond the business cycle - factors driving aggregate mortality rates," SFB 649 Discussion Papers SFB649DP2008-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Joachim Gassen, 2008. "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers SFB649DP2008-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

2007

Michael C. Burda, 2007. "What kind of shock was it? Regional Integration and Structural Change in Germany after Unification," Kiel Working Papers 1306, Kiel Institute for the World Economy. [Downloadable!]
Bachmann, Ronald & Burda, Michael C, 2007. "Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany," CEPR Discussion Papers 6226, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ronald Bachmann & Michael C. Burda, 2007. "Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany," SFB 649 Discussion Papers SFB649DP2007-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Burda, Michael C & Hamermesh, Daniel S & Weil, Philippe, 2007. "Total Work, Gender and Social Norms," CEPR Discussion Papers 6232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Michael Burda & Daniel S. Hamermesh & Philippe Weil, 2007. "Total Work, Gender and Social Norms," IZA Discussion Papers 2705, Institute for the Study of Labor (IZA). [Downloadable!]
Michael Burda & Daniel S. Hamermesh & Philippe Weil, 2007. "Total Work, Gender and Social Norms," NBER Working Papers 13000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Ronald Bachmann & Michael C. Burda, 2007. "Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany," Ruhr Economic Papers 0005, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
Michael Burda & Daniel S. Hamermesh & Philippe Weil, 2007. "Total Work, Gender and Social Norms," SFB 649 Discussion Papers SFB649DP2007-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Dan Sasaki & Roland Strausz, 2007. "Collusion and Durability," Papers 032, Departmental Working Papers. [Downloadable!]
Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," CFS Working Paper Series 2007/25, Center for Financial Studies. [Downloadable!]
Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," SFB 649 Discussion Papers SFB649DP2007-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Luc Bauwens & Nikolaus Hautsch, 2007. "Modelling Financial High Frequency Data Using Point Processes," SFB 649 Discussion Papers SFB649DP2007-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Brenda López Cabrera, 2007. "Calibrating CAT bonds for Mexican earthquakes," SFB 649 Discussion Papers SFB649DP2007-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Monique Ebell & Albrecht Ritschl, 2007. "Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s," SFB 649 Discussion Papers SFB649DP2007-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ebell, Monique & Ritschl, Albrecht, 2007. "Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s," CEPR Discussion Papers 6146, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Sebastian Braun & Nadja Dwenger & Dorothea Kübler, 2007. "Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany," IZA Discussion Papers 3261, Institute for the Study of Labor (IZA). [Downloadable!]
Dirk Engelmann & Dorothea Kübler, 2007. "Do Legal Standards Affect Ethical Concerns of Consumers?," IZA Discussion Papers 3266, Institute for the Study of Labor (IZA). [Downloadable!]
Sebastian Braun & Nadja Dwenger & Dorothea Kübler, 2007. "Telling the Truth May Not Pay Off: An Empirical Study of Centralised University Admissions in Germany," SFB 649 Discussion Papers SFB649DP2007-070, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ingolf Dittmann & Dorothea Kübler & Ernst Maug & Lydia Mechtenberg, 2007. "Why Votes Have a Value," SFB 649 Discussion Papers SFB649DP2007-068, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Sebastian Braun & Nadja Dwenger & Dorothea Kübler, 2007. "Telling the Truth May Not Pay Off," Discussion Papers of DIW Berlin 759, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Thams, Andreas, 2007. "The Relevance of the fiscal Theory of the Price Level revisited," MPRA Paper 1645, University Library of Munich, Germany. [Downloadable!]
Thams, Andreas, 2007. "Fiscal policy rules in practice," MPRA Paper 2506, University Library of Munich, Germany. [Downloadable!]
Andreas Thams, 2007. "Fiscal Policy Rules in Practice," SFB 649 Discussion Papers SFB649DP2007-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Jörn Hendrich Block & Andreas Thams, 2007. "Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis," SFB 649 Discussion Papers SFB649DP2007-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Thams, Andreas, 2007. "Inflation Transmission in the EMU: A Markov-Switching VECM Analysis," MPRA Paper 1643, University Library of Munich, Germany. [Downloadable!]
Enzo Weber, 2007. "Volatility and Causality in Asia Pacific Financial Markets," SFB 649 Discussion Papers SFB649DP2007-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2007. "What Happened to the Transatlantic Capital Market Relations?," SFB 649 Discussion Papers SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2007. "Who Leads Financial Markets?," SFB 649 Discussion Papers SFB649DP2007-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2007. "Regional and Outward Economic Integration in South-East Asia," SFB 649 Discussion Papers SFB649DP2007-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2007. "Simultaneous Causality in International Trade," SFB 649 Discussion Papers SFB649DP2007-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2007. "Economic Integration and the Foreign Exchange," SFB 649 Discussion Papers SFB649DP2007-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Weber, Enzo, 2007. "Economic Integration and the Foreign Exchange," MPRA Paper 4737, University Library of Munich, Germany, revised Sep 2007. [Downloadable!]
Weber, Enzo, 2007. "Regional and Outward Economic Integration in South-East Asia," MPRA Paper 6136, University Library of Munich, Germany, revised Dec 2007. [Downloadable!]
Enzo Weber, 2007. "Correlation vs. Causality in Stock Market Comovement," SFB 649 Discussion Papers SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Weber, Enzo, 2007. "Who Leads Financial Markets?," MPRA Paper 5099, University Library of Munich, Germany, revised Oct 2007. [Downloadable!]
Kai Detlefsen & Wolfgang Härdle & Rouslan Moro, 2007. "Empirical Pricing Kernels and Investor Preferences," SFB 649 Discussion Papers SFB649DP2007-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ya'acov Ritov & Wolfgang Härdle, 2007. "From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples," SFB 649 Discussion Papers SFB649DP2007-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Antony Unwin & Chun-houh Chen & Wolfgang Härdle, 2007. "Computational Statistics and Data Visualization," SFB 649 Discussion Papers SFB649DP2007-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "Yxilon – A Client/Server Based Statistical Environment," SFB 649 Discussion Papers SFB649DP2007-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Anton Andriyashin & Wolfgang Härdle, 2007. "QuantNet – A Database-Driven Online Repository of Scientific Information," SFB 649 Discussion Papers SFB649DP2007-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Julius Mungo, 2007. "Long Memory Persistence in the Factor of Implied Volatility Dynamics," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke, 2007. "Using Wiki to Build an E-learning System in Statistics in Arabic Language," SFB 649 Discussion Papers SFB649DP2007-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007. "Time Series Modelling with Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2007-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2007. "Estimating Probabilities of Default With Support Vector Machines," SFB 649 Discussion Papers SFB649DP2007-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E-Learning in Statistics," SFB 649 Discussion Papers SFB649DP2007-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research. [Downloadable!]
HÃ¤rdle, Wolfgang & Moro, Rouslan A. & SchÃ¤fer, Dorothea, 2007. "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies 2007,18, Deutsche Bundesbank, Research Centre. [Downloadable!]
Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007. "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin 757, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007. "Calibrating CAT bonds for Mexican earthquakes," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists. [Downloadable!]
Oliver Grimm & Stefan Ried, 2007. "Macroeconomic Policy in a Heterogeneous Monetary Union," SFB 649 Discussion Papers SFB649DP2007-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Grimm & Stefan Ried, 2007. "Macroeconomic Policy in a Heterogeneous Monetary Union," CER-ETH Economics working paper series 07/67, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Sigbert Klinke & Olga Zlatkin-Troitschanskaia, 2007. "Embedding R in the Mediawiki," SFB 649 Discussion Papers SFB649DP2007-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Sebastian Braun & Juliane Scheffel, 2007. "Does International Outsourcing Depress Union Wages?," SFB 649 Discussion Papers SFB649DP2007-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Deniz Dilan Karaman Örsal, 2007. "Comparison of Panel Cointegration Tests," SFB 649 Discussion Papers SFB649DP2007-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Till Dannewald & Henning Kreis & Nadja Silberhorn, 2007. "Das Hybride Wahlmodell und seine Anwendung im Marketing," SFB 649 Discussion Papers SFB649DP2007-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Werner Kunz, 2007. "Visualization of Competitive Market Structure by Means of Choice Data," SFB 649 Discussion Papers SFB649DP2007-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Dirk Temme & Marcel Paulssen & Till Dannewald, 2007. "Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice," SFB 649 Discussion Papers SFB649DP2007-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2007. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2007-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Daniel Hernández-Hernández & Alexander Schied, 2007. "Robust Maximization of Consumption with Logarithmic Utility," SFB 649 Discussion Papers SFB649DP2007-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Alexander Schied, 2007. "Robust Optimal Control for a Consumption-investment Problem," SFB 649 Discussion Papers SFB649DP2007-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Schied, Alexander & Schöneborn, Torsten, 2007. "Optimal Portfolio Liquidation for CARA Investors," MPRA Paper 5075, University Library of Munich, Germany. [Downloadable!]
Schoeneborn, Torsten & Schied, Alexander, 2007. "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper 5548, University Library of Munich, Germany. [Downloadable!]
Aur\'elien Alfonsi & Alexander Schied & Antje Schulz, 2007. "Optimal execution strategies in limit order books with general shape functions," Quantitative Finance Papers 0708.1756, arXiv.org, revised Sep 2007. [Downloadable!]
Huettel, Silke & Musshoff, Oliver & Odening, Martin, 2007. "Investment Reluctance: Irreversibility or Imperfect Capital Markets? Evidence from German Farm Panel Data," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9826, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
Xu, Wei & Odening, Martin & Musshoff, Oliver, 2007. "Indifference Pricing of Weather Insurance," 101st Seminar, July 5-6, 2007, Berlin Germany 9267, European Association of Agricultural Economists. [Downloadable!]
Odening, Martin & Filler, Gunther, 2007. "Effizienz Und RentabilitãT Von Biogasanlagen," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007 7571, German Association of Agricultural Economists (GEWISOLA). [Downloadable!]
Zinych, Nataliya & Odening, Martin & Huttel, Silke, 2007. "Financial constraints in economic transition: Empirical evidence from Ukrainian large farms," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7834, European Association of Agricultural Economists. [Downloadable!]
Sandra E. Black & Alexandra Spitz-Oener, 2007. "Explaining Women's Success: Technological Change and the Skill Content of Women's Work," NBER Working Papers 13116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Sandra E. Black & Alexandra Spitz-Oener, 2007. "Explaining Women’s Success: Technological Change and the Skill Content of Women’s Work," IZA Discussion Papers 2803, Institute for the Study of Labor (IZA). [Downloadable!]
Black, Sandra E. & Spitz-Oener, Alexandra, 2007. "Explaining Women?s Success: Technological Change and the Skill Content of Women?s Work," ZEW Discussion Papers 07-033, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
Alexandra Spitz-Oener, 2007. "The Returns to Pencil Use Revisited," IZA Discussion Papers 2729, Institute for the Study of Labor (IZA). [Downloadable!]
Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," ZEW Discussion Papers 07-020, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

2006

Michael C. Burda, 2006. "What kind of shock was it? Regional Integration and Structural Change in Germany after Unification," SFB 649 Discussion Papers SFB649DP2006-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michael C. Burda & Daniel S. Hamermesh & Philippe Weil, 2006. "The Distribution of Total Work in the EU and US," IZA Discussion Papers 2270, Institute for the Study of Labor (IZA). [Downloadable!]
Daniel Kraehmer & Roland Strausz, 2006. "VCG mechanisms and efficient ex ante investments with externalities," Papers 031, Departmental Working Papers. [Downloadable!]
Lydia Mechtenberg & Roland Strausz, 2006. "The Bologna Process: How Student Mobility Affects Multi-Cultural Skills and Educational Quality," SFB 649 Discussion Papers SFB649DP2006-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Frank Gerhard & Nikolaus Hautsch, 2006. "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers 2006/05, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2006039, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
BAUWENS, Luc & HAUTSCH, Nikolaus, 2006. "Modelling financial high frequency data using point processes," CORE Discussion Papers 2006080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Carsten Trenkler, 2006. "Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," SFB 649 Discussion Papers SFB649DP2006-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers ECO2006/29, European University Institute. [Downloadable!]
Albrecht Ritschl, 2006. "The Anglo-German Industrial Productivity Paradox, 1895-1938: A Restatement and a Possible Resolution," SFB 649 Discussion Papers SFB649DP2006-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Lars Boerner & Albrecht Ritschl, 2006. "Making Financial Markets: Contract Enforcement and the Emergence of Tradable Assets in Late Medieval Europe," 2006 Meeting Papers 884, Society for Economic Dynamics. [Downloadable!]
Andreas Thams, 2006. "Fiscal Policy Effects in the European Union," SFB 649 Discussion Papers SFB649DP2006-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2006. "British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis," SFB 649 Discussion Papers SFB649DP2006-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2006. "Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence," SFB 649 Discussion Papers SFB649DP2006-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2006. "Common and Uncommon Sources of Growth in Asia Pacific," SFB 649 Discussion Papers SFB649DP2006-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Weber, 2006. "The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis," SFB 649 Discussion Papers SFB649DP2006-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Weber, Enzo, 2006. "Common and uncommon sources of growth in Asia Pacific," MPRA Paper 3715, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]
Bernd Görzig & Martin Gornig & Axel Werwatz, 2006. "Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion," SFB 649 Discussion Papers SFB649DP2006-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Kurt Geppert & Martin Gornig & Axel Werwatz, 2006. "Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany," SFB 649 Discussion Papers SFB649DP2006-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Bernd Görzig & Martin Gornig & Axel Werwatz, 2006. "East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics," SFB 649 Discussion Papers SFB649DP2006-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Bernd Görzig & Martin Gornig & Axel Werwatz, 2006. "Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik," SFB 649 Discussion Papers SFB649DP2006-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006. "On the Appropriateness of Inappropriate VaR Models," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Risk for Exotic Options," SFB 649 Discussion Papers SFB649DP2006-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Design of Implied Volatility Surfaces," SFB 649 Discussion Papers SFB649DP2006-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michal Benko & Wolfgang Härdle & Alois Kneip, 2006. "Common Functional Principal Components," SFB 649 Discussion Papers SFB649DP2006-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2006. "Graphical Data Representation in Bankruptcy Analysis," SFB 649 Discussion Papers SFB649DP2006-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Cizek, P. & Tamine, J. & Haerdle, W., 2006. "Smoothed L-estimation of regression function," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2006. "e-Learning Statistics - A Selective Review," SFB 649 Discussion Papers SFB649DP2006-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Antony Unwin & Martin Theus & Wolfgang Härdle, 2006. "Exploratory Graphics of a Financial Dataset," SFB 649 Discussion Papers SFB649DP2006-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Kai Detlefsen & Wolfgang Härdle, 2006. "Forecasting the Term Structure of Variance Swaps," SFB 649 Discussion Papers SFB649DP2006-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Taleb Ahmad & Wolfgang Härdle & Julius Mungo, 2006. "On the Difficulty to Design Arabic E-learning System in Statistics," SFB 649 Discussion Papers SFB649DP2006-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen, 2006. "Color Harmonization in Car Manufacturing Process," SFB 649 Discussion Papers SFB649DP2006-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Shiyi Chen & Wolfgang Härdle & Rouslan Moro, 2006. "Estimation of Default Probabilities with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2006-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006. "GHICA - Risk Analysis with GH Distributions and Independent Components," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006. "Inhomogeneous Dependency Modelling with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Matthias Paustian & Christian Stoltenberg, 2006. "Optimal Interest Rate Stabilization in a Basic Sticky-Price Model," SFB 649 Discussion Papers SFB649DP2006-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michel A. Robe & Eva-Maria Steiger & Pierre-Armand Michel, 2006. "Penalties and Optimality in Financial Contracts: Taking Stock," SFB 649 Discussion Papers SFB649DP2006-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Eva-Maria Steiger, 2006. "Ex-Ante vs. Ex-Post Efficiency in Personal Bankruptcy Proceedings," Papers on Strategic Interaction 2006-17, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Dirk Temme & Henning Kreis & Lutz Hildebrandt, 2006. "PLS Path Modeling – A Software Review," SFB 649 Discussion Papers SFB649DP2006-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Lutz Hildebrandt & Dirk Temme, 2006. "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers SFB649DP2006-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2006. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2006-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Dirk Temme & Lutz Hildebrandt, 2006. "Formative Measurement Models in Covariance Structure Analysis: Specification and Identification," SFB 649 Discussion Papers SFB649DP2006-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Yasemin Boztug & Thomas Reutterer, 2006. "A Combined Approach for Segment-Specific Analysis of Market Basket Data," SFB 649 Discussion Papers SFB649DP2006-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Daniel Hernandez–Hernandez & Alexander Schied, 2006. "A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties," SFB 649 Discussion Papers SFB649DP2006-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006. "Modeling and Hedging Rain Risk," 2006 Annual meeting, July 23-26, Long Beach, CA 21050, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006. "Zur Quantifizierung Des Basisrisikos Von Wetterderivaten," 46th Annual Conference, Giessen, Germany, October 4-6, 2006 14947, German Association of Agricultural Economists (GEWISOLA). [Downloadable!]
Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006. "Modeling and Pricing Rain Risk," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25386, International Association of Agricultural Economists. [Downloadable!]

2005

Michael C. Burda & Michael Kvasnicka, 2005. "Zeitarbeit in Deutschland: Trends und Perspektiven," SFB 649 Discussion Papers SFB649DP2005-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michael C. Burda & Michael Kvasnicka, 2005. "Zeitarbeit in Deutschland: Trends und Perspektiven," Labor and Demography 0510004, EconWPA. [Downloadable!]
Roland Strausz, 2005. "Timing of Verification Procedures: Monitoring versus Auditing," Discussion Papers 33, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2005. "Interim Information in Long Term Contracts," Discussion Papers 40, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2005. "Optimal Information Revelation by Informed Investors," Discussion Papers 34, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Nikolaus Hautsch, 2005. "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers 2005/03, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Ralf Brüggemann & Carsten Trenkler, 2005. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland," SFB 649 Discussion Papers SFB649DP2005-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Albrecht Ritschl & Martin Uebele, 2005. "Stock Markets and Business Cycle Comovement in Germany before World War I: Evidence from Spectral Analysis," SFB 649 Discussion Papers SFB649DP2005-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ritschl, Albrecht & Uebele, Martin, 2005. "Stock Markets and Business Cycle Comovement in Germany Before World War I: Evidence from Spectral Analysis," CEPR Discussion Papers 5370, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Radosveta Ivanova-Stenzel & Dorothea Kübler, 2005. "Courtesy and Idleness: Gender Differences in Team Work and Team Competition," IZA Discussion Papers 1768, Institute for the Study of Labor (IZA). [Downloadable!]
Dorothea Kübler & Wieland Müller & Hans-Theo Normann, 2005. "Job Market Signaling and Screening: An Experimental Comparison," IZA Discussion Papers 1794, Institute for the Study of Labor (IZA). [Downloadable!]
Radosveta Ivanova-Stenzel & Dorothea Kübler, 2005. "Courtesy and Idleness: Gender Differences in Team Work and Team Competition," SFB 649 Discussion Papers SFB649DP2005-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Radosveta Ivanova-Stenzel & Dorothea Kübler, 2005. "Courtesy and Idleness: Gender Differences in Team Work and Team Competition," Discussion Papers 91, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Kurt Geppert & Martin Gornig & Axel Werwatz, 2005. "Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany," Discussion Papers of DIW Berlin 513, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Eriksson, Tor & Werwatz, Axel, 2005. "The Prevalence of Internal Labour Markets - New Evidence from Panel Data," Working Papers 04-19, University of Aarhus, Aarhus School of Business, Department of Economics. [Downloadable!]
Cizek, Pavel & Haerdle, Wolfgang, 2005. "Robust estimation of dimension reduction space," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]
Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA. [Downloadable!]
Pavel Cizek & Wolfgang Härdle, 2005. "Robust estimation of dimension reduction space," SFB 649 Discussion Papers SFB649DP2005-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer, 2005. "Predicting Bankruptcy with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2005-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Heiko Lehmann, 2005. "Working with the XQC," SFB 649 Discussion Papers SFB649DP2005-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2005. "Portfolio Value at Risk Based on Independent Components Analysis," SFB 649 Discussion Papers SFB649DP2005-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Enzo Giacomini & Wolfgang Härdle, 2005. "Value-at-Risk Calculations with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Szymon Borak & Matthias Fengler & Wolfgang Härdle, 2005. "DSFM fitting of Implied Volatility Surfaces," SFB 649 Discussion Papers SFB649DP2005-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2005. "Integrable e-lements for Statistics Education," SFB 649 Discussion Papers SFB649DP2005-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Andreas Schabert & Christian Stoltenberg, 2005. "Money Demand and Macroeconomic Stability Revisited," SFB 649 Discussion Papers SFB649DP2005-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005. [Downloadable!]
Schabert, Andreas & Stoltenberg, Christian, 2005. "Money Demand and Macroeconomic Stability Revisited," CEPR Discussion Papers 4974, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Andreas Schabert & Christian Stoltenberg, 2005. "Money demand and macroeconomic stability revisited," Working Paper Series 458, European Central Bank. [Downloadable!]
Eun-Kyung Lee & Dianne Cook & Sigbert Klinke & Thomas Lumley, 2005. "Projection Pursuit for Exploratory Supervised Classification," SFB 649 Discussion Papers SFB649DP2005-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri, 2005. "Yxilon – a Modular Open-Source Statistical Programming Language," SFB 649 Discussion Papers SFB649DP2005-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach," Economics Working Papers 2005,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
Yasemin Boztug & Lutz Hildebrandt, 2005. "A Market Basket Analysis Conducted with a Multivariate Logit Model," SFB 649 Discussion Papers SFB649DP2005-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Yasemin Boztug & Lutz Hildebrandt, 2005. "An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity," SFB 649 Discussion Papers SFB649DP2005-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Alexander Schied & Ching-Tang Wu, 2005. "Duality theory for optimal investments under model uncertainty," SFB 649 Discussion Papers SFB649DP2005-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Sep 2005. [Downloadable!]
Daniel Hernandez–Hernandez & Alexander Schied, 2005. "Robust Utility Maximization in a Stochastic Factor Model," SFB 649 Discussion Papers SFB649DP2006-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2006. [Downloadable!]
Alexander Schied, 2005. "Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach," SFB 649 Discussion Papers SFB649DP2005-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2006. [Downloadable!]
Hinrichs, Jan & Mubhoff, Oliver & Odening, Martin, 2005. "Okonomische Hysterese in der Veredlungsproduktion," Structural Change and Transition in the Agricultural Sector Working Papers 18813, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]
Musshoff, Oliver & Odening, Martin & Xu, Wei, 2005. "Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten," Working Paper Series 18822, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]

2004

Boeri, Tito & Burda, Michael C., 2004. "Preferences for Rigid versus Individualized Wage Setting in Search Economies with Frictions," IZA Discussion Papers 1133, Institute for the Study of Labor (IZA). [Downloadable!]
Tito Boeri & Michael Burda, 2004. "Preferences for Rigid versus Individualized Wage Setting in Search Economies with Frictions," Working Papers 262, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
Boeri, Tito & Burda, Michael C, 2004. "Preferences for Rigid Versus Individualized Wage Setting," CEPR Discussion Papers 4444, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Kay Mitusch & Roland Strausz, 2004. "Mediation in Situations of Conflict and Limited Commitment," Discussion Papers 24, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2004. "Deterministic versus Stochastic Mechanisms in Principal–Agent Models," Discussion Papers 26, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2004. "Buried in Paperwork: Excessive Reporting in Organizations," Discussion Papers 27, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Roland Strausz, 2004. "Honest Certification and the Threat of Capture," Discussion Papers 25, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics. [Downloadable!]
Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics. [Downloadable!]
Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004. "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers ECO2004/21, European University Institute. [Downloadable!]
Coricelli, Giorgio & Fehr, Dietmar & Fellner, Gerlinde, 2004. "Partner Selection in Public Goods Experiments," Economics Series 151, Institute for Advanced Studies. [Downloadable!]
Ritschl, Albrecht, 2004. "Spurious Growth in German Output Data, 1913-1938," CEPR Discussion Papers 4429, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Dorothea Kuebler, Wieland Mueller and Hans Normann, 2004. "Job market signaling and screening: An experimental comparison," Royal Holloway, University of London: Discussion Papers in Economics 04/02, Department of Economics, Royal Holloway University of London, revised Apr 2004. [Downloadable!]
Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2004. "The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany," Discussion Papers of DIW Berlin 411, DIW Berlin, German Institute for Economic Research.
Bernd Görzig & Martin Gornig & Axel Werwatz, 2004. "East Germany's Wage Gap: A Non-Parametric Decomposition Based on Establishment Characteristics," Discussion Papers of DIW Berlin 451, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Ying Chen & Wolfgang Härdle & Seok-Oh Jeong, 2004. "Nonparametric Risk Management with Generalized Hyperbolic Distributions," SFB 649 Discussion Papers SFB649DP2005-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005. [Downloadable!]
Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Alexander Schied, 2004. "On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals," Quantitative Finance Papers math/0407127, arXiv.org. [Downloadable!]

2003

Helmut Bester & Roland Strausz, 2003. "Contracting with Imperfect Commitment and Noisy Communication," Discussion Papers 2, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
BAUWENS, Luc & HAUTSCH, Nikolaus, 2003. "Dynamic latent factor models for intensity processes," CORE Discussion Papers 2003103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Carsten TRENKLER & Nikolaus WOLF, 2003. "Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)," Economics Working Papers ECO2003/05, European University Institute. [Downloadable!]
Casten TRENKLER, 2003. "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers ECO2003/07, European University Institute. [Downloadable!]
Giorgio Coricelli & Dietmar Fehr & Gerlinde Fellner, 2003. "Partner selection in public goods experiments," Papers on Strategic Interaction 2003-13, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
Ritschl, Albrecht & Wolf, Nikolaus, 2003. "Endogeneity of Currency Areas and Trade Blocs: Evidence from the Inter-war Period," CEPR Discussion Papers 4112, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Muller, W. & Kubler, D. & Normann, H.T., 2003. "Job market signaling and screening: an experimental comparison," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003. "Transactions That Did Not Happen and Their Influence on Prices," Royal Economic Society Annual Conference 2003 123, Royal Economic Society. [Downloadable!]
Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2003. "On the Job Search and the Wage Distribution," CAM Working Papers 2004-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
Michael Kvasnicka & Axel Werwatz, 2003. "On the Wages of Temporary Help Service Workers in Germany," Labor and Demography 0309004, EconWPA. [Downloadable!]
Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2003. "The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany," CFS Working Paper Series 2004/06, Center for Financial Studies. [Downloadable!]
Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series /2003/454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
Qihua Wang & Oliver Linton & Wolfgang Hardle, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2003. "Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling," CIRJE F-Series CIRJE-F-193, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Oliver Musshoff & Martin Odening & Alfons Balmann & Norbert Hirschauer, 2003. "Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options," Computing in Economics and Finance 2003 305, Society for Computational Economics. [Downloadable!]
Odening, Martin & Musshoff, Oliver & Huettel, Silke, 2003. "Empirische Validierung von Realoptionsmodellen," Working Paper Series 18825, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]

2002

Nikolaus Hautsch & Dieter Hess, 2002. "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Paper 02-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Nikolaus Hautsch, 2002. "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Paper 02-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Carsten Schmidt & Axel Werwatz, 2002. "How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment," Papers on Strategic Interaction 2002-09, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
Odening, Martin & Hinrichs, Jan, 2002. "Assessment Of Market Risk In Hog Production Using Value-At-Risk And Extreme Value Theory," 2002 Annual meeting, July 28-31, Long Beach, CA 19907, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
Odening, Martin & Hinrichs, Jan, 2002. "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," Working Paper Series 18826, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]

2001

Michael C. Burda, 2001. "European Labour Markets and the Euro: How Much Flexibility Do We Really Need?," Economics Working Papers 003, European Network of Economic Policy Research Institutes. [Downloadable!]
Burda, Michael C. & Weder, Mark, 2001. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," Discussion Paper Series 26367, Hamburg Institute of International Economics. [Downloadable!]
Nikolaus Hautsch & Winfried Pohlmeier, 2001. "Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities," CoFE Discussion Paper 01-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Nikolaus Hautsch & Stefan Klotz, 2001. "Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions," CoFE Discussion Paper 01-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Hautsch, Nikolaus & Hess, Dieter E., 2001. "A mean variance king? : Creation and resolution of uncertainty under the employment report's reign," ZEW Discussion Papers 01-60, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
Huck, Steffen & Kübler, Dorothea & Weibull, Jörgen, 2001. "Social norms and optimal incentives in firms," Working Paper Series in Economics and Finance 466, Stockholm School of Economics. [Downloadable!]
Huck, Steffen & Kübler, Dorothea & Weibull, Jörgen, 2001. "Social Norms and Optimal Incentives in Firms," Working Paper Series 565, Research Institute of Industrial Economics. [Downloadable!]
Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001. "Semiparametric Diffusion Estimation and Application to a Stock Market Model," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Lissitsa, Alexej & Odening, Martin, 2001. "Effizienz und totale Faktor-produktivitat in der ukrainischen Landwirtschaft im Transformationsprozess," Working Paper Series 7391, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]

2000

Michael C. Burda & Barbara Dluhosch, 2000. "Fragmentation, Globalization and Labor Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Burda, Michael C., 2000. "Product Market Regulation and Labor Market Outcomes: How can Deregulation Create Jobs?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Burda, Michael C & Weder, Mark, 2000. "Complementarity of Labour Market Institutions, Equilibrium Unemployment and the Persistence of Business Cycles," CEPR Discussion Papers 2592, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Barbara Dluhosch & Michael Burda, 2000. "Cost Competition, Fragmentation and Globalization," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Kay Mitusch & Roland Strausz, 2000. "Mediation in Situations of Conflict," Econometric Society World Congress 2000 Contributed Papers 0361, Econometric Society. [Downloadable!]
Frank Gerhard & Nikolaus Hautsch, 2000. "Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model," CoFE Discussion Paper 00-20, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Frank Gerhard & Nikolaus Hautsch, 2000. "Determinants of Inter-Trade Durations Using Proportional Hazard ARMA Models," Econometric Society World Congress 2000 Contributed Papers 1082, Econometric Society. [Downloadable!]
Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000. "Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift," Econometric Society World Congress 2000 Contributed Papers 0364, Econometric Society. [Downloadable!]
Ritschl, Albrecht & Woitek, Ulrich, 2000. "Did Monetary Forces Cause the Great Depression?," CEPR Discussion Papers 2547, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Albrecht Ritschl & Ulrich Woitek, 2000. "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," Working Papers 2000_07, Department of Economics, University of Glasgow. [Downloadable!]
Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000. "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society. [Downloadable!]
Odening, Martin, 2000. "Der Optionswert von Sachinvestitionen - Theoretischer Hintergrund und Bewertungsmethoden," Working Paper Series 18828, Humboldt University Berlin, Institute for Agricultural Economic and Social Sciences. [Downloadable!]

1999

Burda, Michael C, 1999. "European Labour Markets and the Euro: How Much Flexibility Do We Really Need?," CEPR Discussion Papers 2217, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Paper 99-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Frank Gerhard & Nikolaus Hautsch, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Paper 99-19, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, EconWPA. [Downloadable!]
Bingley, P. & Eriksson, T. & Werwatz, A. & Westergard-Nielsen, N., 1999. "Beyond "Manucentrism" - Some Fresh Facts about Job and Worker Flows," Papers 99-09, Centre for Labour Market and Social Research, Danmark-.
B. Czasch & A. Balmann & M. Odening, 1999. "Organisation und Effizienz landwirtschaftlicher Unternehmen während der Umstrukturierung des Agrarsektors - Eine empirische Analyse für Brandenburg," Finanzwissenschaftliche DiskussionsbeitrÃ¤ge S-11, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.

1998

Zimmermann, Klaus F. & Burda, Michael C. & Hagen, Juergen von & Konrad, Kai & Schneider, Friedrich & Wagner, Gerd G., 1998. "Petersberger Erklaerung: Anstoesse fuer eine zukunftsgerichtete Arbeitsmarktpolitik," IZA Discussion Papers 24, Institute for the Study of Labor (IZA).
Burda, Michael C & Dluhosch, Barbara, 1998. "Globalization and European Labour Markets," CEPR Discussion Papers 1992, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C, 1998. "The Consequences of EU Enlargement for Central and Eastern European Labour Markets," CEPR Discussion Papers 1881, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Mertens, Antje, 1998. "Wages and Worker Displacement in Germany," CEPR Discussion Papers 1869, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, M. & Gueth, W. & Kirchsteiger, G. & Uhlig, H., 1998. "Employment duration and resistance to wage reductions : experimental evidence," Discussion Paper 73, Tilburg University, Center for Economic Research. [Downloadable!]
Eichengreen, Barry & Ritschl, Albrecht, 1998. "Winning the War, Losing the Peace? Britain's Post-War Recovery in a West German Mirror," CEPR Discussion Papers 1809, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Hardle, W. & Kneip, A., 1998. "Testing a Regression Model when we Have Smooth Alternatives in Mind," Papers 9808, Catholique de Louvain - Institut de statistique.
B. Czasch & A. Balmann & M. Odening & T. Sobczak & M. Switlyk, 1998. "Die Umstrukturierung landwirtschaftlicher Unternehmen beim Übergang zur Marktwirtschaft unter besonderer Berücksichtigung des Faktors Arbeit," Finanzwissenschaftliche DiskussionsbeitrÃ¤ge S-03, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.

1997

Michael C. Burda & Christoph M. Schmitd, 1997. "Getting Behind the East-West [German] Wage Differential: Theory and Evidence," William Davidson Institute Working Papers Series 105, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

1996

Burda, Michael C & Profit, Stefan, 1996. "Matching Across Space: Evidence on Mobility in the Czech Republic," CEPR Discussion Papers 1364, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ritschl, Albrecht, 1996. "Sustainability of High Public Debt: What the Historical Record Shows," CEPR Discussion Papers 1357, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Haerdle, W. & Mammen, E. & Mueller, M., 1996. "Testing parametric versus semiparametric modelling in generalized linear models," Discussion Paper 42, Tilburg University, Center for Economic Research. [Downloadable!]

1995

Burda, Michael C, 1995. "Migration and the Option Value of Waiting," CEPR Discussion Papers 1229, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Lubyová, Martina, 1995. "The Impact of Active Labour Market Policies: A Closer Look at the Czech and Slovak Republics," CEPR Discussion Papers 1102, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda,M.C., 1995. "Migration and the Option Value of Waiting," Papers 597, Stockholm - International Economic Studies.
Burda, Michael C, 1995. "Unions and Wage Insurance," CEPR Discussion Papers 1232, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda,M.C., 1995. "Unions and Wage Insurance," Papers 596, Stockholm - International Economic Studies.
Boeri, Tito & Burda, Michael C, 1995. "Active Labour Market Policies, Job Matching and the Czech Miracle," CEPR Discussion Papers 1302, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Strausz, R., 1995. "Collusion and Renegotiation in a Principal-Supervisor-Agent Relationship," Discussion Paper 48, Tilburg University, Center for Economic Research. [Downloadable!]
Strausz, R., 1995. "Delegation of Monitoring in a Principal-Agent Relationship," Discussion Paper 60, Tilburg University, Center for Economic Research. [Downloadable!]
R. Strausz, 1995. "Collusion and Renegotiation in a Principal-Supervisor-Agent- Relationship (REVISION)," Game Theory and Information 9510002, EconWPA, revised 03 Apr 1996. [Downloadable!]

1994

Burda, Michael C & Mertens, Antje, 1994. "Locational Competition versus Cooperation in Labour Markets: An Implicit Contract Reinterpretation," CEPR Discussion Papers 1020, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C, 1994. "Structural Change and Unemployment in Central and Eastern Europe: Some Key Issues," CEPR Discussion Papers 977, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ritschl, Albrecht, 1994. "An Exercise in Futility: East German Economic Growth and Decline, 1945-89," CEPR Discussion Papers 984, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation, Yale University. [Downloadable!]
Horowitz, Joel & Hardle, Wolfgang, 1994. "Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates," Working Papers 94-22, University of Iowa, Department of Economics.

1993

Burda, Michael C, 1993. "Modelling Exits from Unemployment in Eastern Germany: A Matching Function Approach," CEPR Discussion Papers 800, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Wyplosz, Charles, 1993. "Gross Worker and Job Flows in Europe," CEPR Discussion Papers 868, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C, 1993. "The Determinants of East-West German Migration: Some First Results," CEPR Discussion Papers 764, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Funke, Michael, 1993. "Eastern Germany: Can't We Be More Optimistic?," CEPR Discussion Papers 863, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1993. "Path-Dependence Without Increasing Returns To Scale And Network Externalities," Staff Papers 13402, University of Minnesota, Department of Applied Economics. [Downloadable!]

1992

Burda, Michael C, 1992. "Unemployment, Labour Market Institutions and Structural Change in Eastern Europe," CEPR Discussion Papers 746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Funke, Michael, 1992. "Trade Unions, Wages and Structural Adjustment in the New German States," CEPR Discussion Papers 652, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Michael Burda & Michael Funke, 1992. "Trade Unions, Wages and Structural Adjustment in the New German States," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich.
Haerdle,Wolfgang & Kneip,Alois, 1992. "Testing aregression model when we have smooth alternatives in mind," Discussion Paper Serie A 389, University of Bonn, Germany.
Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
Horowitz, J.L. & Hardle, W., 1992. "Testing a Parametric Model Against a Semiparametric Alternative," Working Papers 92-06, University of Iowa, Department of Economics.
Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9206, Tilburg - Center for Economic Research.
Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9204, Catholique de Louvain - Institut de statistique.

1991

Burda, Michael C & Wyplosz, Charles, 1991. "Labour Mobility and German Integration: Some Vignettes," CEPR Discussion Papers 615, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Wyplosz, Charles, 1991. "Human Capital, Investment and Migration in an Integrated Europe," CEPR Discussion Papers 614, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C, 1991. "Labor and Product Markets in Czechoslovakia and the ex-GDR: A Twin Study," CEPR Discussion Papers 548, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Funke, Michael, 1991. "German Trade Unions After Unification: Third Degree Wage Discriminating Monopolists?," CEPR Discussion Papers 573, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Michael C. Burda, 1991. "Some New Insights on the Interindustry Wage Structure from the German Socio-Economic Panel," Discussion Papers of DIW Berlin 30, DIW Berlin, German Institute for Economic Research.
Hardle, W. & Park, B., 1991. "On an efficient smoothing parameter selector proposed by Hall and Johnstone," CORE Discussion Papers 1991040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Hall, P. & Ichimura, H., 1991. "Optimal smoothing in single index models," CORE Discussion Papers 1991007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hall, P. & Hardle, W. & Simar, L., 1991. "On teh inconsistency of bootstrap distribution estimators," CORE Discussion Papers 1991020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Grund, B. & Hardle, W., 1991. "On the choice of Kernel regression estimators : a discussion," CORE Discussion Papers 1991039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Huet, S. & Jolivet, E., 1991. "Better Bootstrap Confidence Intervals for Regression Curve Estimation," CORE Discussion Papers 1991056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991. "Bandwidth choice for average derivative estimation," CORE Discussion Papers 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hall, P. & Hardle, W. & Simar, L., 1991. "Iterated bootstrap with applications to frontier models," CORE Discussion Papers 1991021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Marron, A., 1991. "Fast and simple scatterplot smoothing," CORE Discussion Papers 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1990

Burda, Michael C & Gerlach, Stefan, 1990. "Intertemporal Prices and the US Trade Balance in Durable Goods," CEPR Discussion Papers 379, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Gerlach, Stefan, 1990. "Exchange Rate Dynamics and Currency Unification: The Ostmark-DM Rate," CEPR Discussion Papers 485, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, Michael C & Wyplosz, Charles, 1990. "Gross Labour Market Flows in Europe: Some Stylized Facts," CEPR Discussion Papers 439, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Burda, M. & Wyplosz, C., 1990. "Gross Labor Market Flows In Europe: Some Stylized Facts," DELTA Working Papers 90-18, DELTA (Ecole normale supérieure).
Burda, Michael C, 1990. "The Consequences of German Economic and Monetary Union," CEPR Discussion Papers 449, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Haerdle,Wolfgang & Nussbaum,Michael, 1990. "Bootstrap confidence bands," Discussion Paper Serie A 314, University of Bonn, Germany.
Hardle, W. & Tsybakov, A., 1990. "Robust locally adaptive nonparametric regression," CORE Discussion Papers 1990028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Steiger, W., 1990. "Optimal Median Smoothing," CORE Discussion Papers 1990070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Franke, J. & Hardle, W., 1990. "On bootstrapping kernel spectralestimates," CORE Discussion Papers 1990058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Tsybakov, A., 1990. "Remarks on sliced inverse regression," CORE Discussion Papers 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Hall, P. & Marron, J., 1990. "Regression smoothing parameters that are not far from their optimum," CORE Discussion Papers 1990009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Hart, J., 1990. "A bootstrap test for positive definiteness of income effect matrices," CORE Discussion Papers 1990053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
HARDLE, Wolfgang & SCOTT, David, 1990. "Smoothing by weighted averaging of rounded points," CORE Discussion Papers 1990040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
HARDLE, Wolfgang & NUSSBAUM, Michael, 1990. "Bootstrap confidence bands," CORE Discussion Papers 1990038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Mammen, E., 1990. "Bootstarp Methods in Nonparametric Regression," CORE Discussion Papers 1990049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Tsybakov, A., 1990. "How many terms should be added into an additive model ?," CORE Discussion Papers 1990068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Nussbaum, M., 1990. "Kernel estimation: the equivalent spline smoothing method," CORE Discussion Papers 1990013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Jerison, M., 1990. "Cross section Engel curves over time," CORE Discussion Papers 1990016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Vieu, P., 1990. "Kernel regression smoothing of time series," CORE Discussion Papers 1990031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Mammen, E., 1990. "Comparing nonparametric versus parametric regression fits," CORE Discussion Papers 1990065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1989

Haerdle,Wolfgang, 1989. "The interplay between statistics and computing in data ana- lysis," Discussion Paper Serie A 238, University of Bonn, Germany.
Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989. "Empirical Evidence on the Law of Demand," Discussion Paper Serie A 264a, University of Bonn, Germany.
Haerdle,W., 1989. "Resampling for inference from curves," Discussion Paper Serie A 225, University of Bonn, Germany.
Haerdle,Wolfgang & Nussbaum,Michael, 1989. "Kernel estimation: The equivalent spline smoothing method," Discussion Paper Serie A 239, University of Bonn, Germany.
Haerdle,W. & Hart,J.D., 1989. "A bootstrap test forpositive definiteness of income effect matrices," Discussion Paper Serie A 199, University of Bonn, Germany.
Haerdle,W. & Marron,J.S., 1989. "Bootstrap simultaneous error bars for nonparametric regression," Discussion Paper Serie A 227, University of Bonn, Germany.
Carroll,R.J. & Haerdle,W., 1989. "Biased Crossvalidation for a Kernel regression estimator and its derivatives," Discussion Paper Serie A 235, University of Bonn, Germany.
Haerdle,W. & Hart,J.D. & Marron,J.S. & Tsybakov,A.B., 1989. "Bandwidth choice for average derivative estimation," Discussion Paper Serie A 200, University of Bonn, Germany.
Hardle, W. & Hall, P., 1989. "Simple Formulae For Steps And Limits In The Backfitting Algorithm," CORE Discussion Papers 1989038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Hardle, W. & Marron, J., 1989. "Bootstrap Simultaneous Error Bars For Nonparametric Regression," CORE Discussion Papers 1989023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1988

Haerdle,Wolfgang, 1988. "Efficient nonparametric smoothing in high dimensions using interactive graphicaL techniques," Discussion Paper Serie A 176, University of Bonn, Germany.
Haerdle,Wolfgang Jerison,Michael, 1988. "Cross section Engel curves over time," Discussion Paper Serie A 160, University of Bonn, Germany.
Azzalini,A. & Bowman,A.W. & Haerdle,W., 1988. "On the use of nonparametric regression for model checking," Discussion Paper Serie A 195, University of Bonn, Germany.
Haerdle,W. & Marron,J. & Wand,M., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 182, University of Bonn, Germany.
Haerdle,W. & Marron,J., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 157, University of Bonn, Germany.
Haerdle,W. Hildenbrand,W. Jerison,M., 1988. "Empirical evidence on the law of demand," Discussion Paper Serie A 193, University of Bonn, Germany.
Carroll,R. & Haerdle,W., 1988. "Second order effects in semiparametric weighted least squares regression," Discussion Paper Serie A 170, University of Bonn, Germany.
Haerdle,W. & Mammen,E., 1988. "Comparing nonparametric versus regression fits," Discussion Paper Serie A 177, University of Bonn, Germany.

Journal articles

2009

Tito Boeri & MichaelC. Burda, 2009. "Preferences for Collective Versus Individualised Wage Setting," Economic Journal, Royal Economic Society, vol. 119(540), pages 1440-1463, October. [Downloadable!] (restricted)
Roland Strausz, 2009. "Entrepreneurial Financing, Advice, and Agency Costs," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 18(3), pages 845-870, 09. [Downloadable!] (restricted)
Roland Strausz, 2009. "Planned Obsolescence as an Incentive Device for Unobservable Quality," Economic Journal, Royal Economic Society, vol. 119(540), pages 1405-1421, October. [Downloadable!] (restricted)
Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(01), pages 243-269, February. [Downloadable!]
Lars Boerner & Albrecht Ritschl, 2009. "The Economic History of Sovereignty: Communal Responsibility, the Extended Family, and the Firm," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 165(1), pages 99-112, March. [Downloadable!] (restricted)
Uebele, Martin & Ritschl, Albrecht, 2009. "Stock markets and business cycle comovement in Germany before World War I: Evidence from spectral analysis," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 35-57, March. [Downloadable!] (restricted)
Barry Eichengreen & Albrecht Ritschl, 2009. "Understanding West German economic growth in the 1950s," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 3(3), pages 191-219, October. [Downloadable!] (restricted)
Weber, Enzo, 2009. "Common and uncommon sources of growth in Asia Pacific," Journal of the Japanese and International Economies, Elsevier, vol. 23(1), pages 20-36, March. [Downloadable!] (restricted)
Zimmer, Anja & Schade, Christian & Gründl, Helmut, 2009. "Is default risk acceptable when purchasing insurance? Experimental evidence for different probability representations, reasons for default, and framings," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 11-23, February. [Downloadable!] (restricted)
Härdle, Wolfgang & Hlávka, Zdenek, 2009. "Dynamics of state price densities," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May. [Downloadable!] (restricted)
Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2009. "Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 512-534. [Downloadable!]
Giacomini, Enzo & HÃ¤rdle, Wolfgang & Spokoiny, Vladimir, 2009. "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234. [Downloadable!] (restricted)
Park, Byeong U. & Mammen, Enno & HÃ¤rdle, Wolfgang & Borak, Szymon, 2009. "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298. [Downloadable!] (restricted)
Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009. "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer, vol. 93(4), pages 387-402, December. [Downloadable!] (restricted)
Oliver Blaskowitz & Helmut Herwartz, 2009. "Pca-Based Ex-Ante Forecasting Of Swap Term Structures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 465-489. [Downloadable!] (restricted)
Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594. [Downloadable!]
Alexander Schied & Torsten Schöneborn, 2009. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, vol. 13(2), pages 181-204, April. [Downloadable!] (restricted)
Susanne Prantl & Alexandra Spitz-Oener, 2009. "How does entry regulation influence entry into self-employment and occupational mobility?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(4), pages 769-802, October. [Downloadable!] (restricted)
Joachim Gassen, 2009. "Finanzkrise: die Rolle der Rechnungslegung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 83-95. [Downloadable!] (restricted)

2008

Klaus Zimmermann & Michael Burda & Kai Konrad & Friedrich Schneider & Hilmar Schneider & Jürgen Hagen & Gert Wagner, 2008. "Petersberger Erklärung Anstöße für eine zukunftsgerichtete Arbeitsmarktpolitik," Wirtschaftsdienst, Springer, vol. 88(12), pages 814-815, December. [Downloadable!] (restricted)
Burda, Michael C., 2008. "What kind of shock was it? Regional integration and structural change in Germany after unification," Journal of Comparative Economics, Elsevier, vol. 36(4), pages 557-567, December. [Downloadable!] (restricted)
Lydia Mechtenberg & Roland Strausz, 2008. "The Bologna process: how student mobility affects multi-cultural skills and educational quality," International Tax and Public Finance, Springer, vol. 15(2), pages 109-130, April. [Downloadable!] (restricted)
Daniel Krahmer & Roland Strausz, 2008. "Ex Post Private Information and Monopolistic Screening," The B.E. Journal of Theoretical Economics, Berkeley Electronic Press, vol. 8(1). [Downloadable!]
Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December. [Downloadable!] (restricted)
Carsten Trenkler, 2008. "Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms," Computational Statistics, Springer, vol. 23(1), pages 19-39, January. [Downloadable!] (restricted)
Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 331-358, 03. [Downloadable!] (restricted)
Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 361-381, Summer. [Downloadable!] (restricted)
Wolfgang Karl Härdle & Brenda López Cabrera, 2008. "Calibration of Parametric CAT bonds. A case study of Mexican earthquakes," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(4), pages 615-630. [Downloadable!] (restricted)
Albrecht Ritschl, 2008. "Eichengreen, B: Global Imbalances and the Lessons of Bretton Woods," Journal of Economics, Springer, vol. 94(2), pages 195-197, July. [Downloadable!] (restricted)
Ritschl, Albrecht, 2008. "The Anglo-German Industrial Productivity Puzzle, 1895?1935: A Restatement and a Possible Resolution," The Journal of Economic History, Cambridge University Press, vol. 68(02), pages 535-565, June. [Downloadable!]
Sebastian Braun & Nadja Dwenger & Dorothea Kübler, 2008. "Studienplatzvergabe: die cleversten Bewerber kommen zum Zug," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 75(16), pages 198-202. [Downloadable!]
Bernd Görzig & Martin Gornig & Axel Werwatz, 2008. "Firm wage differentiation in Eastern Germany," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(2), pages 273-292, 04. [Downloadable!] (restricted)
Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2008. "Rückstand bei der Bildung gefährdet Deutschlands Innovationsfähigkeit," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 75(46), pages 716-724. [Downloadable!]
Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2008. "Deficits in Education Endanger Germany's Innovative Capacity," Weekly Report, DIW Berlin, German Institute for Economic Research, issue 14, pages 86-93. [Downloadable!]
Cizek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August. [Downloadable!] (restricted)
Chen, Ying & HÃ¤rdle, Wolfgang & Jeong, Seok-Oh, 2008. "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 910-923. [Downloadable!] (restricted)
Paustian, Matthias & Stoltenberg, Christian, 2008. "Optimal interest rate stabilization in a basic sticky-price model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3166-3191, October. [Downloadable!] (restricted)
Deniz Dilan Karaman Örsal, 2008. "Comparison of Panel Cointegration Tests," Economics Bulletin, Economics Bulletin, vol. 3(6), pages 1-20. [Downloadable!]
Boztug, Yasemin & Reutterer, Thomas, 2008. "A combined approach for segment-specific market basket analysis," European Journal of Operational Research, Elsevier, vol. 187(1), pages 294-312, May. [Downloadable!] (restricted)
Yasemin Boztuğ & Lutz Hildebrandt, 2008. "Modeling Joint Purchases with a Multivariate MNL Approach," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 60(4), pages 400-422, October. [Downloadable!]
Jan Hinrichs & Oliver Mußhoff & Martin Odening, 2008. "Economic hysteresis in hog production," Applied Economics, Taylor and Francis Journals, vol. 40(3), pages 333-340. [Downloadable!] (restricted)
Wei Xu & Martin Odening & Oliver Musshoff, 2008. "Indifference Pricing of Weather Derivatives," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 90(4), pages 979-993, November. [Downloadable!] (restricted)
Oliver Musshoff & Norbert Hirschauer & Martin Odening, 2008. "Portfolio effects and the willingness to pay for weather insurances," Agricultural Finance Review, Emerald Group Publishing, vol. 68(1), pages 83-97, September. [Downloadable!] (restricted)
Alexandra Spitz-Oener, 2008. "The Returns to Pencil Use Revisited," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 61(4), pages 502-517, July. [Downloadable!] (restricted)

2007

Roland Strausz, 2007. "Regulating Availability with Demand Uncertainty," German Economic Review, Blackwell Publishing, vol. 8, pages 107-121, 02. [Downloadable!] (restricted)
Krahmer, Daniel & Strausz, Roland, 2007. "VCG mechanisms and efficient ex ante investments with externalities," Economics Letters, Elsevier, vol. 94(2), pages 192-196, February. [Downloadable!] (restricted)
Bester, Helmut & Strausz, Roland, 2007. "Contracting with imperfect commitment and noisy communication," Journal of Economic Theory, Elsevier, vol. 136(1), pages 236-259, September. [Downloadable!] (restricted)
Hall, Anthony D. & Hautsch, Nikolaus, 2007. "Modelling the buy and sell intensity in a limit order book market," Journal of Financial Markets, Elsevier, vol. 10(3), pages 249-286, August. [Downloadable!] (restricted)
Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(01), pages 189-208, March. [Downloadable!]
Ralf Brüggemann & Carsten Trenkler, 2007. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland," Applied Economics Letters, Taylor and Francis Journals, vol. 14(4-6), pages 245-249. [Downloadable!] (restricted)
Bernd Görzig & Martin Gornig & Axel Werwatz, 2007. "Produktvielfalt und Produktivität der IKT-Produzenten:Eine Analyse unter Nutzung verbundener amtlicher Unternehmensdaten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(2), pages 145-161, October. [Downloadable!] (restricted)
Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2007. "Deutschland im Langzeittrend: langsames Aufholen, aber Absturz bei der Bildung," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(48), pages 737-743. [Downloadable!]
Bernd Goerzig & Martin Gornig & Axel Werwatz, 2007. "Produktdiversifizierung: Konvergenz zwischen ost- und westdeutschen Unternehmen, Eine Dekomposition mit Mikrodaten der amtlichen Statistik," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 227(2), pages 168-186, April. [Downloadable!] (restricted)
Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider & Axel Werwatz, 2007. "Innovationsfähigkeit: Deutschland weiterhin nur im Mittelfeld," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(48), pages 729-736. [Downloadable!]
Helga Christians & Ralf Mytzek-Zühlke & Axel Werwatz, 2007. "Unternehmen und Arbeitsmarkt in Bewegung – Was gewinnt die Forschung durch amtliche Mikrodaten?," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(3), pages 165-167, December. [Downloadable!] (restricted)
Helmut Gründl & Hato Schmeiser, 2007. "Capital Allocation for Insurance Companies-What Good IS IT?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 301-317. [Downloadable!] (restricted)
M. Benko & M. Fengler & W. Härdle & M. Kopa, 2007. "On extracting information implied in options," Computational Statistics, Springer, vol. 22(4), pages 543-553, December. [Downloadable!] (restricted)
Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E-Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December. [Downloadable!] (restricted)
Sigbert Klinke, 2007. "Special issue: workshop data and information visualisation 2006," Computational Statistics, Springer, vol. 22(4), pages 497-497, December. [Downloadable!] (restricted)
David Bell & Yasemin Boztuğ, 2007. "The positive and negative effects of inventory on category purchase: An empirical analysis," Marketing Letters, Springer, vol. 18(1), pages 1-14, June. [Downloadable!] (restricted)
Alexander Schied, 2007. "Optimal investments for risk- and ambiguity-averse preferences: a duality approach," Finance and Stochastics, Springer, vol. 11(1), pages 107-129, January. [Downloadable!] (restricted)
Odening, Martin & Mu[ss]hoff, Oliver & Hirschauer, Norbert & Balmann, Alfons, 2007. "Investment under uncertainty--Does competition matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 994-1014, March. [Downloadable!] (restricted)
Martin Odening & Oliver Musshoff & Wei Xu, 2007. "Analysis of rainfall derivatives using daily precipitation models: opportunities and pitfalls," Agricultural Finance Review, Emerald Group Publishing, vol. 67(1), pages 135-156, May. [Downloadable!] (restricted)

2006

Michael C. Burda & Michael Kvasnicka, 2006. "Zeitarbeit in Deutschland: Trends und Perspektiven," Perspektiven der Wirtschaftspolitik, Blackwell Publishing, vol. 7(2), pages 195-225, 05. [Downloadable!] (restricted)
Michael C. Burda, 2006. "Factor Reallocation in Eastern Germany after Reunification," American Economic Review, American Economic Association, vol. 96(2), pages 368-374, May. [Downloadable!]
Michael C. Burda & Ingolf Deubel & Wolfgang Franz & Erwin Huber & Georg Midbradt, 2006. "Jobs für Deutschland," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 59(12), pages 05-11, 09. [Downloadable!]
Strausz, Roland, 2006. "Timing of verification procedures: Monitoring versus auditing," Journal of Economic Behavior & Organization, Elsevier, vol. 59(1), pages 89-107, January. [Downloadable!] (restricted)
Roland Strausz, 2006. "Ordinary Shares and Managers," Journal of Economics, Springer, vol. 87(1), pages 1-14, 01. [Downloadable!] (restricted)
Strausz, Roland, 2006. "Deterministic versus stochastic mechanisms in principal-agent models," Journal of Economic Theory, Elsevier, vol. 128(1), pages 306-314, May. [Downloadable!] (restricted)
Strausz, Roland, 2006. "Buried in paperwork: Excessive reporting in organizations," Journal of Economic Behavior & Organization, Elsevier, vol. 60(4), pages 460-470, August. [Downloadable!] (restricted)
Roland Strausz, 2006. "Interim Information in Long-Term Contracts," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 15(4), pages 1041-1067, December. [Downloadable!] (restricted)
Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January. [Downloadable!] (restricted)
Luc Bauwens & Nikolaus Hautsch, 2006. "Stochastic Conditional Intensity Processes," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 450-493. [Downloadable!] (restricted)
Saikkonen, Pentti & L tkepohl, Helmut & Trenkler, Carsten, 2006. "Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing," Econometric Theory, Cambridge University Press, vol. 22(01), pages 15-68, February. [Downloadable!]
Enzo Weber, 2006. "British Interest Rate Convergence Between The Us And Europe: A Recursive Cointegration Analysis," Icfai University Journal of Monetary Economics, Icfai Press, vol. 0(4), pages 29-47, November.
Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Verhaltensweisen und Einstellungen der Bevölkerung hemmen die Innovationsfähigkeit in Deutschland," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(8), pages 89-98. [Downloadable!]
Heike Belitz & Axel Werwatz, 2006. "Capacity for Innovation: Among Leading Industrial Countries, Germany Only Manages a Middle Rank," Weekly Report, DIW Berlin, German Institute for Economic Research, issue 1, pages 1-10. [Downloadable!]
Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Innovationsfähigkeit: Deutschland braucht mehr Schwung," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(45), pages 633-641. [Downloadable!]
Heike Belitz & Tanja Kirn & Axel Werwatz, 2006. "Zu wenig Frauen in Forschung und Innovation," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(45), pages 643-648. [Downloadable!]
Thomas Post & Helmut Gründl & Hato Schmeiser, 2006. "Portfolio management and retirement: what is the best arrangement for a family?," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 265-285, September. [Downloadable!] (restricted)
Helmut Gründl & Thomas Post & Roman N. Schulze, 2006. "To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 19-41. [Downloadable!] (restricted)
Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006. "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer, vol. 90(2), pages 273-297, June. [Downloadable!] (restricted)
Yatchew, Adonis & Hardle, Wolfgang, 2006. "Nonparametric state price density estimation using constrained least squares and the bootstrap," Journal of Econometrics, Elsevier, vol. 133(2), pages 579-599, August. [Downloadable!] (restricted)
Cizek, P. & Hardle, W., 2006. "Robust estimation of dimension reduction space," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November. [Downloadable!] (restricted)
Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September. [Downloadable!] (restricted)
Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May. [Downloadable!] (restricted)
Eva-Maria Steiger, 2006. "Minority Blocks and Takeover Premia. Comment," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 162(1), pages 53-56, March. [Downloadable!] (restricted)
Jochen Bigus & Eva-Maria Steiger, 2006. "When it pays to be honest: How a variable period of good conduct can improve incentives in personal bankruptcy proceedings," European Journal of Law and Economics, Springer, vol. 22(3), pages 233-253, November. [Downloadable!] (restricted)
Alexandra Spitz-Oener, 2006. "Technical Change, Job Tasks, and Rising Educational Demands: Looking outside the Wage Structure," Journal of Labor Economics, University of Chicago Press, vol. 24(2), pages 235-270, April. [Downloadable!]
Elisabeth Mueller & Alexandra Spitz-Oener, 2006. "Managerial Ownership and Company Performance in German Small and Medium-Sized Private Enterprises," German Economic Review, Blackwell Publishing, vol. 7, pages 233-247, 05. [Downloadable!] (restricted)

2005

Michael Burda & Werner Güth & Georg Kirchsteiger & Harald Uhlig, 2005. "Employment Duration and Resistance to Wage Reductions: Experimental Evidence," Homo Oeconomicus, Institute of SocioEconomics, vol. 22, pages 169-189.
Strausz, Roland, 2005. "Honest certification and the threat of capture," International Journal of Industrial Organization, Elsevier, vol. 23(1-2), pages 45-62, February. [Downloadable!] (restricted)
Roland Strausz, 2005. "Bolton, P., and Dewatripont, M.:Contract Theory," Journal of Economics, Springer, vol. 86(3), pages 305-308, December. [Downloadable!] (restricted)
Kay Mitusch & Roland Strausz, 2005. "Mediation in Situations of Conflict and Limited Commitment," Journal of Law, Economics and Organization, Oxford University Press, vol. 21(2), pages 467-500, October. [Downloadable!] (restricted)
Trenkler, Carsten & Wolf, Nikolaus, 2005. "Economic integration across borders: The Polish interwar economy 1921 1937," European Review of Economic History, Cambridge University Press, vol. 9(02), pages 199-231, August. [Downloadable!]
Carsten Trenkler*, 2005. "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer, vol. 89(3), pages 281-301, August. [Downloadable!] (restricted)
Albrecht Ritschl, 2005. "Der späte Fluch des Dritten Reichs: Pfadabhängigkeiten in der Entstehung der bundesdeutschen Wirtschaftsordnung," Perspektiven der Wirtschaftspolitik, Blackwell Publishing, vol. 6(2), pages 151-170, 05. [Downloadable!] (restricted)
Bohnet, Iris & Kubler, Dorothea, 2005. "Compensating the cooperators: is sorting in the prisoner's dilemma possible?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(1), pages 61-76, January. [Downloadable!] (restricted)
Dorothea Kübler & Georg Weizsäcker, 2005. "Are Longer Cascades More Stable?," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 330-339, 04/05. [Downloadable!] (restricted)
Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005. "Transactions that did not happen and their influence on prices," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April. [Downloadable!] (restricted)
Bent Jesper Christensen & Rasmus Lentz & Dale T. Mortensen & George R. Neumann & Axel Werwatz, 2005. "On-the-Job Search and the Wage Distribution," Journal of Labor Economics, University of Chicago Press, vol. 23(1), pages 31-58, January. [Downloadable!]
BERND GÖRZIG & MARTIN GORNIG & AXEL WERWATZ, 2005. "Explaining Eastern Germany's Wage Gap: The Impact of Structural Change," Post-Communist Economies, Taylor and Francis Journals, vol. 17(4), pages 449-464, December. [Downloadable!] (restricted)
Heike Belitz & Axel Werwatz, 2005. "Innovationsfähigkeit: Deutschland unter den führenden Industrieländern nur im Mittelfeld," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 72(49), pages 735-744. [Downloadable!]
Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2005. "Kredit- und Beteiligungsfinanzierung in jungen innovativen kleinen und mittleren Unternehmen in Deutschland," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 72(40), pages 577-583. [Downloadable!]
Dorothea Schäfer & Axel Werwatz & Volker Zimmermann, 2005. "Credit and Private Equity Financing in Young Innovative Small and Medium-sized Companies in Germany," Weekly Report, DIW Berlin, German Institute for Economic Research, issue 36, pages 431-435. [Downloadable!]
Martin Odening & Oliver Mußhoff & Alfons Balmann, 2005. "Investment decisions in hog finishing: an application of the real options approach," Agricultural Economics, International Association of Agricultural Economists, vol. 32(1), pages 47-60, 01. [Downloadable!] (restricted)

2004

Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004. "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Econometrica, Econometric Society, vol. 72(2), pages 647-662, 03. [Downloadable!] (restricted)
Ritschl, Albrecht, 2004. "J. Adam Tooze, Statistics and the German State, 1900 1945: the Making of Modern Economic Knowledge (Cambridge: Cambridge University Press, 2001. 332. pp. $65.00)," Financial History Review, Cambridge University Press, vol. 11(01), pages 129-133, April. [Downloadable!]
Ritschl, Albrecht, 2004. "Spurious growth in German output data, 1913 1938," European Review of Economic History, Cambridge University Press, vol. 8(02), pages 201-223, August. [Downloadable!]
Bernd Görzig & Martin Gornig & Axel Werwatz, 2004. "Ostdeutschland: strukturelle Niedriglohnregion?," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(44), pages 685-691. [Downloadable!]
Michael Fritsch & Andreas Stephan & Axel Werwatz, 2004. "Regionalisierte Innovationspolitik sinnvoll," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(27), pages 383-386. [Downloadable!]
Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Support Vector Machines: eine neue Methode zum Rating von Unternehmen," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(49), pages 759-765. [Downloadable!]
Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January. [Downloadable!] (restricted)
Annacker, Dirk & Hildebrandt, Lutz, 2004. "Unobservable effects in structural models of business performance," Journal of Business Research, Elsevier, vol. 57(5), pages 507-517, May. [Downloadable!] (restricted)
Grunert, Klaus G. & Hildebrandt, Lutz, 2004. "Success factors, competitive advantage and competence development," Journal of Business Research, Elsevier, vol. 57(5), pages 459-461, May. [Downloadable!] (restricted)
Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2004. "Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling," Computational Statistics, Springer, vol. 19(4), pages 635-657, December. [Downloadable!] (restricted)

2003

Strausz, Roland, 2003. "Deterministic mechanisms and the revelation principle," Economics Letters, Elsevier, vol. 79(3), pages 333-337, June. [Downloadable!] (restricted)
Hautsch, Nikolaus & Klotz, Stefan, 2003. "Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 52(1), pages 97-113, September. [Downloadable!] (restricted)
Nikolaus Hautsch, 2003. "Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities," Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 189-215.
Carsten Trenkler, 2003. "A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms," Economics Bulletin, Economics Bulletin, vol. 3(11), pages 1-9. [Downloadable!]
Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April. [Downloadable!] (restricted)
Carsten Trenkler, 2003. "The Polish exchange rate system: A unit root and cointegration analysis," Empirical Economics, Springer, vol. 28(4), pages 839-860, November. [Downloadable!] (restricted)
Anderhub, Vital & Konigstein, Manfred & Kubler, Dorothea, 2003. "Long-term work contracts versus sequential spot markets: experimental evidence on firm-specific investment," Labour Economics, Elsevier, vol. 10(4), pages 407-425, August. [Downloadable!] (restricted)
Michael Kvasnicka & Axel Werwatz, 2003. "Arbeitsbedingungen und Perspektiven von Zeitarbeitern," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 70(46), pages 717-725.
Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003. "Time Inhomogeneous Multiple Volatility Modeling," Journal of Financial Econometrics, Oxford University Press, vol. 1(1), pages 55-95.
Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003. "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October. [Downloadable!] (restricted)
Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness-of-fit test for time series," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678. [Downloadable!] (restricted)
Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003. "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August. [Downloadable!] (restricted)

2002

Burda, Michael C & Dluhosch, Barbara, 2002. "Cost Competition, Fragmentation, and Globalization," Review of International Economics, Blackwell Publishing, vol. 10(3), pages 424-41, August. [Downloadable!] (restricted)
Michael C. Burda & Mark Weder, 2002. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," German Economic Review, Blackwell Publishing, vol. 3(1), pages 1-24, 02. [Downloadable!] (restricted)
Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January. [Downloadable!] (restricted)
Breitung, J rg & Trenkler, Carsten, 2002. "On The Properties Of Some Tests For Common Stochastic Trends," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1336-1349, December. [Downloadable!]
Ritschl, Albrecht, 2002. "Deficit Spending in the Nazi Recovery, 1933-1938: A Critical Reassessment," Journal of the Japanese and International Economies, Elsevier, vol. 16(4), pages 559-582, December. [Downloadable!] (restricted)
Kubler, Dorothea & Muller, Wieland, 2002. "Simultaneous and sequential price competition in heterogeneous duopoly markets: experimental evidence," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1437-1460, December. [Downloadable!] (restricted)
Michael Kvasnicka & Axel Werwatz, 2002. "Lohneffekte der Zeitarbeit," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 69(49), pages 847-854.
Hans Föllmer & Alexander Schied, 2002. "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, vol. 6(4), pages 429-447. [Downloadable!] (restricted)

2001

Burda, Michael C. & Mertens, Antje, 2001. "Estimating wage losses of displaced workers in Germany," Labour Economics, Elsevier, vol. 8(1), pages 15-41, January. [Downloadable!] (restricted)
Michael C. Burda & Jennifer Hunt, 2001. "From Reunification to Economic Integration: Productivity and the Labor Market in Eastern Germany," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2001-2), pages 1-92. [Downloadable!]
Bester, Helmut & Strausz, Roland, 2001. "Contracting with Imperfect Commitment and the Revelation Principle: The Single Agent Case," Econometrica, Econometric Society, vol. 69(4), pages 1077-98, July.
Roland Strausz, 2001. "Mitigating Non-Contractability with Interim Randomization," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 157(2), pages 231-, June.
Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2001. "Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 8.
Ritschl, Albrecht, 2001. "Fifty fears of the Deutsche Mark: Central Bank and the Currency in Germany since 1948. Edited by the Deutsche Bundesbank. Oxford: Oxford University Press, 1999. Pp. xxvi, 836. $90.00," The Journal of Economic History, Cambridge University Press, vol. 61(01), pages 198-199, March. [Downloadable!]
Kubler, Dorothea, 2001. "On the Regulation of Social Norms," Journal of Law, Economics and Organization, Oxford University Press, vol. 17(2), pages 449-76, October.
Jürgen Kolb & Axel Werwatz, 2001. "The Duration of Marginal Employment in West Germany: A Survival Analysis Based on Spell Data," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(1), pages 95-101.
Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December. [Downloadable!] (restricted)
Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 179-188, March. [Downloadable!] (restricted)

2000

Michael Burda, 2000. "Product market regulation and labour market outcomes : how can deregulation create jobs ; the European unemployment problem," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 1(1), pages 15-16, October. [Downloadable!]
Bester, Helmut & Strausz, Roland, 2000. "Imperfect commitment and the revelation principle: the multi-agent case," Economics Letters, Elsevier, vol. 69(2), pages 165-171, November. [Downloadable!] (restricted)
Roland Strausz, 2000. "Regulation in a political economy: explaining limited commitment and the ratchet effect," Economics of Governance, Springer, vol. 1(3), pages 181-197, December.
Steffen Huck & Dorothea Kübler, 2000. "Social pressure, uncertainty, and cooperation," Economics of Governance, Springer, vol. 1(3), pages 199-212, December.
Christian M. Hafner & Wolfgang HÄrdle, 2000. "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, vol. 4(2), pages 189-207. [Downloadable!] (restricted)
Hardle, W. & Horowitz, J., 2000. "Internet-based econometric computing," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April. [Downloadable!] (restricted)
Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt, 2000. "Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 263-276, October. [Downloadable!] (restricted)

1999

Strausz, Roland, 1999. "Efficiency in Sequential Partnerships," Journal of Economic Theory, Elsevier, vol. 85(1), pages 140-156, March. [Downloadable!] (restricted)
Albrecht Ritschl, 1999. "Les reparations allemandes, 1920-1933 : une controverse revue par la theorie des jeux," Economie Internationale, CEPII research center, issue 2Q, pages 129-154. [Downloadable!]
Ritschl, Albrecht, 1999. "Modern Europe Hitler's Economy: Nazi Work Creation Programs, 1933?1936. By Dan P. Silverman. Cambridge, MA: Harvard University Press, 1998. Pp. 384. $45.00," The Journal of Economic History, Cambridge University Press, vol. 59(04), pages 1104-1105, December. [Downloadable!]
Kubler, Dorothea, 1999. " Coexistence of Public and Private Job Agencies: Screening with Heterogeneous Institutions," Public Choice, Springer, vol. 101(1-2), pages 85-107, October. [Downloadable!] (restricted)
Wolfgang Härdle, 1999. "Testing a Regression Model When We Have Smooth Alternatives in Mind," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 26(2), pages 221-238. [Downloadable!] (restricted)
Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "Integration and backfitting methods in additive models-finite sample properties and comparison," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(2), pages 419-458, December. [Downloadable!] (restricted)

1998

Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998. "Semiparametric analysis of German East-West migration intentions: facts and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541. [Downloadable!]
Ritschl, Albrecht, 1998. "Reparation transfers, the Borchardt hypothesis and the Great Depression in Germany, 1929 32: A guided tour for hard-headed Keynesians," European Review of Economic History, Cambridge University Press, vol. 2(01), pages 49-72, April. [Downloadable!]
Schied, Alexander, 1998. "Cramer's condition and Sanov's theorem," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 55-60, July. [Downloadable!] (restricted)

1997

Burda, Michael C., 1997. "Corporatism, labor unions and the safety net," European Economic Review, Elsevier, vol. 41(3-5), pages 635-646, April. [Downloadable!] (restricted)
Burda, Michael, 1997. "Eine wichtige Säule des amerikanischen Beschäftigungserfolgs : der Dienstleistungssektor," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 30(4), pages 819-821. [Downloadable!]
Tito Boeri & Michael Burda, 1997. "Active Labour Market Policies, Job Matching and the Czech Miracle," Politická ekonomie, University of Economics, Prague, vol. 1997(2). [Downloadable!] (restricted)
Strausz, Roland, 1997. "Delegation of Monitoring in a Principal-Agent Relationship," Review of Economic Studies, Blackwell Publishing, vol. 64(3), pages 337-57, July. [Downloadable!] (restricted)
Strausz, Roland, 1997. " Collusion and Renegotiation in a Principal-Supervisor-Agent Relationship," Scandinavian Journal of Economics, Blackwell Publishing, vol. 99(4), pages 497-518, December. [Downloadable!] (restricted)
Kubler, Dorothea, 1997. "Auctioning off labor contracts: Legal restrictions reconsidered," International Review of Law and Economics, Elsevier, vol. 17(1), pages 63-74, March. [Downloadable!] (restricted)
Hardle, W. & Tsybakov, A., 1997. "Local polynomial estimators of the volatility function in nonparametric autoregression," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November. [Downloadable!] (restricted)
Klinke, Sigbert & Cook, Dianne, 1997. "Binning of kernel-based projection pursuit indices in XGobi," Computational Statistics & Data Analysis, Elsevier, vol. 25(3), pages 363-369, August. [Downloadable!] (restricted)

1996

Burda, Michael C. & Profit, Stefan, 1996. "Matching across space: Evidence on mobility in the Czech Republic," Labour Economics, Elsevier, vol. 3(3), pages 255-278, October. [Downloadable!] (restricted)
Boeri, Tito & Burda, Michael C., 1996. "Active labor market policies, job matching and the Czech miracle," European Economic Review, Elsevier, vol. 40(3-5), pages 805-817, April. [Downloadable!] (restricted)
Ritschl, Albrecht, 1996. "Gerald D. Feldman, The Great Disorder. Politics, Economics, and Society in the German Inflation, 1914?1924 (Oxford: Oxford University Press, 1993. 1,011 pp. ?75/$125)," Financial History Review, Cambridge University Press, vol. 3(01), pages 107-108, April. [Downloadable!]
Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1996. "Path-dependence without increasing returns to scale and network externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 159-172, January. [Downloadable!] (restricted)

1995

Broadberry S. N. & Ritschl A., 1995. "Real Wages, Productivity, and Unemployment in Britain and Germany during the 1920's," Explorations in Economic History, Elsevier, vol. 32(3), pages 327-349, July. [Downloadable!] (restricted)
Hardle, Wolfgang & Kirman, Alan, 1995. "Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market," Journal of Econometrics, Elsevier, vol. 67(1), pages 227-257, May. [Downloadable!] (restricted)
Hardle, W. & Marron, J. S., 1995. "Fast and simple scatterplot smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July. [Downloadable!] (restricted)
Hardle, W. & Park, B. U., 1995. "Testing increasing dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June. [Downloadable!] (restricted)
W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor, 1995. "Book reviews," Metrika, Springer, vol. 42(1), pages 265-278, December. [Downloadable!] (restricted)
Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995. "Estimation of Non-sharp Support Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November. [Downloadable!] (restricted)

1994

Burda, Michael & Wyplosz, Charles, 1994. "Gross worker and job flows in Europe," European Economic Review, Elsevier, vol. 38(6), pages 1287-1315, June. [Downloadable!] (restricted)

1993

Burda, Michael C., 1993. "The determinants of East-West German migration: Some first results," European Economic Review, Elsevier, vol. 37(2-3), pages 452-461, April. [Downloadable!] (restricted)
Burda, Michael & Gerlach, Stefan, 1993. "Exchange Rate Dynamics and Currency Unification: The Ostmark-DM Rate," Empirical Economics, Springer, vol. 18(3), pages 417-29.
Michael Burda & Michael Funke, 1993. "German trade unions after unification — Third degree wage discriminating monopolists?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 537-560, September. [Downloadable!] (restricted)
Karen Ehlers & M. Shubik & R. Gardner & G. Tichy & N. Long & F. Scherer & M. Burda & Gerlinde Sinn, 1993. "Book reviews," Journal of Economics, Springer, vol. 58(2), pages 203-223, June. [Downloadable!] (restricted)
Hardle, Wolfgang & Manski, Charles F., 1993. "Nonparametric and semiparametric approaches to discrete response analysis," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 1-2, July. [Downloadable!] (restricted)
Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993. "On the inconsistency of bootstrap distribution estimators," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 11-18, June. [Downloadable!] (restricted)
Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July. [Downloadable!] (restricted)

1992

Burda, Michael C., 1992. "'The macroeconomic impact of flexible labor contracts, with an application to Spain' : by S. Bentolila and G. Saint-Paul," European Economic Review, Elsevier, vol. 36(5), pages 1048-1051, June. [Downloadable!] (restricted)
Burda, Michael C & Gerlach, Stefan, 1992. "Intertemporal Prices and the U.S. Trade Balance," American Economic Review, American Economic Association, vol. 82(5), pages 1234-53, December. [Downloadable!] (restricted)
Burda, Michael C, 1992. " A Note on Firing Costs and Severance Benefits in Equilibrium Unemployment," Scandinavian Journal of Economics, Blackwell Publishing, vol. 94(3), pages 479-89.
Burda, Michael & Wyplosz, Charles, 1992. "Human capital, investment and migration in an integrated Europe," European Economic Review, Elsevier, vol. 36(2-3), pages 677-684, April. [Downloadable!] (restricted)
Burda, Michael, 1992. "Eastern Europe and the Soviet Union in the world economy : Susan Collins and Dani Rodrik (Institute for International Economics, Washington, DC, 1991) pp. 150, $12.95," Journal of International Economics, Elsevier, vol. 32(3-4), pages 389-392, May. [Downloadable!] (restricted)
Borchardt, Knut & Ritschl, Albrecht, 1992. "Could bruening have done it? : A Keynesian model of interwar Germany, 1925-1938," European Economic Review, Elsevier, vol. 36(2-3), pages 695-701, April. [Downloadable!] (restricted)

1991

Burda, Michael C., 1991. "Monopolistic competition, costs of adjustment, and the behavior of European manufacturing employment," European Economic Review, Elsevier, vol. 35(1), pages 61-79, January. [Downloadable!] (restricted)
Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991. "Empirical Evidence on the Law of Demand," Econometrica, Econometric Society, vol. 59(6), pages 1525-49, November. [Downloadable!] (restricted)

1990

Burda, Michael C, 1990. "Membership, Seniority and Wage-Setting in Democratic Labour Unions," Economica, London School of Economics and Political Science, vol. 57(228), pages 455-66, November. [Downloadable!] (restricted)
Burda, Michael C, 1990. "Some Evidence on the Membership Hysteresis Hypothesis in Europe," Empirical Economics, Springer, vol. 15(2), pages 143-61.
A. Roth & W. Härdle & S. Helbig & E. Fehr & E. Wurzel & A. Börsch-Supan & K. Rothschild & G. Tullock, 1990. "Book reviews," Journal of Economics, Springer, vol. 51(3), pages 307-327, October. [Downloadable!] (restricted)

1989

L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle, 1989. "Book reviews," Metrika, Springer, vol. 36(1), pages 310-316, December. [Downloadable!] (restricted)
Carroll, R. J. & Härdle, W., 1989. "Symmetrized nearest neighbor regression estimates," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 315-318, February. [Downloadable!] (restricted)
Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May. [Downloadable!] (restricted)

1988

Michael Burda, 1988. "Is there a capital shortage in Europe?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 38-57, March. [Downloadable!] (restricted)
Hildebrandt, Lutz, 1988. "Store image and the prediction of performance in retailing," Journal of Business Research, Elsevier, vol. 17(1), pages 91-100, August. [Downloadable!] (restricted)

1987

Hildebrandt, Lutz, 1987. "Consumer retail satisfaction in rural areas: A reanalysis of survey data," Journal of Economic Psychology, Elsevier, vol. 8(1), pages 19-42, March. [Downloadable!] (restricted)

1986

Härdle, Wolfgang, 1986. "Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators," Journal of Multivariate Analysis, Elsevier, vol. 18(1), pages 150-168, February. [Downloadable!] (restricted)
Marron, James Stephen & Härdle, Wolfgang, 1986. "Random approximations to some measures of accuracy in nonparametric curve estimation," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 91-113, October. [Downloadable!] (restricted)

1985

Burda, Michael C., 1985. "New evidence on real wage-employment correlations from U.S. manufacturing data," Economics Letters, Elsevier, vol. 18(2-3), pages 283-285. [Downloadable!] (restricted)

1984

Härdle, Wolfgang, 1984. "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April. [Downloadable!] (restricted)

Books

2008

Axel Werwatz & Heike Belitz & Marius Clemens & Jens Schmidt-Ehmcke & Stephanie Schneider & Petra Zloczysti, 2008. "Innovationsindikator Deutschland 2008: Forschungsprojekt im Auftrag der Deutsche Telekom Stiftung und des Bundesverbandes der Deutschen Industrie," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 45, number pbk45. [Downloadable!]

2007

Kurt Geppert & Martin Gornig & Axel Werwatz, 2007. "Position Hessens im sektoralen Strukturwandel: gibt es Grenzen der Entindustrialisierung?; Gutachten im Auftrag des Hessischen Ministeriums für Wirtschaft, Verkehr und Landesentwicklung," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 32, number pbk32. [Downloadable!]
Axel Werwatz & Heike Belitz & Marius Clemens & Tanja Kirn & Jens Schmidt-Ehmcke & Stephanie Schneider, 2007. "Innovationsindikator Deutschland 2007: Forschungsprojekt im Auftrag der Deutsche Telekom Stiftung und des Bundesverbandes der Deutschen Industrie," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 33, number pbk33. [Downloadable!]

2006

Axel Werwatz & Heike Belitz & Tanja Kirn & Jens Schmidt-Ehmcke, 2006. "Innovationsindikator Deutschland 2006," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 22, number pbk22. [Downloadable!]

Chapters

1986

Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier. [Downloadable!] (restricted)

Software components

Undated material is listed at the end

Undated

Wolfgang Haerdle, . "XploRe," DOS and Windows codes xplore, . [Downloadable!]

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Publications

by members of

Sonderforschungsbereich 649: Ökonomisches Risiko Wirtschaftswissenschaftliche Fakultät Humboldt-Universität Berlin, Germany

(Collaborative Research Center 649: Economic Risk, Faculty of Economics, )

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Undated

Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität
Berlin, Germany