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Citations of
Wolfgang Karl Härdle

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. 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!]

    Cited by:

    1. 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!]

  2. 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!]

    Cited by:

    1. 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!]
      Other versions:
    2. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. 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!]

  3. 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!]

    Cited by:

    1. Anton Andriyashin, 2008. "Stock Picking via Nonsymmetrically Pruned Binary Decision Trees," SFB 649 Discussion Papers SFB649DP2008-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. 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!]

  4. 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!]

    Cited by:

    1. 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!]
      Other versions:

  5. 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!]

    Cited by:

    1. Anton Andriyashin, 2008. "Stock Picking via Nonsymmetrically Pruned Binary Decision Trees," SFB 649 Discussion Papers SFB649DP2008-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. 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!]
      Other versions:
    3. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]

  6. 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!]

    Cited by:

    1. 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!]
      Other versions:
    2. 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!]
    3. Anton Andriyashin, 2008. "Stock Picking via Nonsymmetrically Pruned Binary Decision Trees," SFB 649 Discussion Papers SFB649DP2008-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:
    5. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. 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!]

  7. 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!]

    Cited by:

    1. Enzo Weber, 2008. "Structural Dynamic Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. 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!]
    3. 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!]

  8. 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!]

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  9. 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!]
    Published as:

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Kerstin Kiefer & Philipp Schorn, 2007. "Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz," SFB 649 Discussion Papers SFB649DP2007-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:

  10. 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!]
    Published as:

    Cited by:

    1. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. 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!]
    4. Borak, Szymon & Weron, Rafal, 2008. "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper 10421, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    5. Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns," STICERD - Econometrics Paper Series /2007/524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    6. Sebastian Braun & Juliane Scheffel, 2007. "Does International Outsourcing Depress Union Wages?," SFB 649 Discussion Papers SFB649DP2007-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    8. 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!]
      Other versions:

  11. 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!]

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Kerstin Kiefer & Philipp Schorn, 2007. "Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz," SFB 649 Discussion Papers SFB649DP2007-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:

  12. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Sebastian Braun & Juliane Scheffel, 2007. "Does International Outsourcing Depress Union Wages?," SFB 649 Discussion Papers SFB649DP2007-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]

  13. 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!]

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Sebastian Braun & Juliane Scheffel, 2007. "Does International Outsourcing Depress Union Wages?," SFB 649 Discussion Papers SFB649DP2007-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  14. 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!]
    Other versions:

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Kerstin Kiefer & Philipp Schorn, 2007. "Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz," SFB 649 Discussion Papers SFB649DP2007-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:

  15. 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!]
    Other versions:

    Cited by:

    1. 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!]
      Other versions:
    2. 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!]
    3. Anton Andriyashin, 2008. "Stock Picking via Nonsymmetrically Pruned Binary Decision Trees," SFB 649 Discussion Papers SFB649DP2008-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:
    5. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. 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!]

  16. 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!]

    Cited by:

    1. Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Kerstin Kiefer & Philipp Schorn, 2007. "Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen - Eine empirische Studie für Deutschland, Österreich und die Schweiz," SFB 649 Discussion Papers SFB649DP2007-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Marcus Wagner, 2007. "Determinants of the Acquisition of Smaller Firms by Larger Incumbents in High-Tech Industries: Are they related to Innovation and Technology Sourcing?," SFB 649 Discussion Papers SFB649DP2007-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:

  17. 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!]

    Cited by:

    1. 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!]
    2. 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!]

  18. 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!]
    Other versions:

    Cited by:

    1. 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!]
    2. 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!]
      Other versions:

  19. 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!]

    Cited by:

    1. Cayetano Gea, CGC, 2007. "Studying the Properties of the Correlation Trades," MPRA Paper 11263, University Library of Munich, Germany. [Downloadable!]

  20. 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!]

    Cited by:

    1. Harald Uhlig, 2006. "Approximate Solutions to Dynamic Models - Linear Methods," SFB 649 Discussion Papers SFB649DP2006-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    3. 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!]
    4. Lydia Mechtenberg, 2006. "Cheap Talk in the Classroom," SFB 649 Discussion Papers SFB649DP2006-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    5. 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!]
    6. Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. 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!]
    8. 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!]
    9. 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!]
    10. 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!]
      Other versions:
    11. Dominique Demougin & Oliver Fabel, 2006. "The Division of Ownership in New Ventures," SFB 649 Discussion Papers SFB649DP2006-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    12. Bruno Deffains & Dominique Demougin, 2006. "Governance: Who Controls Matters," SFB 649 Discussion Papers SFB649DP2006-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    13. 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!]
    14. 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!]
      Other versions:
    15. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. 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!]
      Other versions:
    17. Bruno Deffains & Dominique Demougin, 2006. "Institutional Competition, Political Process and Holdup," SFB 649 Discussion Papers SFB649DP2006-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    18. Dominique Demougin & Anja Schöttner, 2006. "Technological Choice under Organizational Diseconomies of Scale," SFB 649 Discussion Papers SFB649DP2006-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    19. Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    20. 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!]
    21. 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!]
      Other versions:
    22. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  21. 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!]

    Cited by:

    1. Harald Uhlig, 2006. "Approximate Solutions to Dynamic Models - Linear Methods," SFB 649 Discussion Papers SFB649DP2006-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    3. 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!]
    4. 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!]
    5. Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. 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!]
    7. 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!]
    8. 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!]
      Other versions:
    9. Dominique Demougin & Oliver Fabel, 2006. "The Division of Ownership in New Ventures," SFB 649 Discussion Papers SFB649DP2006-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    10. Bruno Deffains & Dominique Demougin, 2006. "Governance: Who Controls Matters," SFB 649 Discussion Papers SFB649DP2006-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    11. 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!]
    12. 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!]
      Other versions:
    13. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    14. 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!]
      Other versions:
    15. Bruno Deffains & Dominique Demougin, 2006. "Institutional Competition, Political Process and Holdup," SFB 649 Discussion Papers SFB649DP2006-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. Dominique Demougin & Anja Schöttner, 2006. "Technological Choice under Organizational Diseconomies of Scale," SFB 649 Discussion Papers SFB649DP2006-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    17. Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    18. 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!]
    19. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  22. 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!]

    Cited by:

    1. Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," EconomiX Working Papers 2008-12, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    2. Wilfried Rickels & Vicki Duscha & Andreas Keller & Sonja Peterson, 2007. "The determinants of allowance prices in the European Emissions Trading Scheme - Can we expect an efficient allowance market 2008?," Kiel Working Papers 1387, Kiel Institute for the World Economy. [Downloadable!]
    3. 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!]
    4. 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!]
    5. 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!]
    6. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  23. 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!]

    Cited by:

    1. 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!]
    2. 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!]
    3. 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!]
    4. Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    5. 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!]
    6. 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!]
      Other versions:
    7. 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!]
    8. 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!]
      Other versions:
    9. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    10. 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!]
      Other versions:
    11. Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    12. 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!]
    13. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  24. 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!]
    Published as:

    Cited by:

    1. 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!]
    2. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  25. 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!]

    Cited by:

    1. Harald Uhlig, 2006. "Approximate Solutions to Dynamic Models - Linear Methods," SFB 649 Discussion Papers SFB649DP2006-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    3. 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!]
    4. 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!]
    5. 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!]
    6. Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. 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!]
    8. 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!]
    9. 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!]
      Other versions:
    10. Dominique Demougin & Oliver Fabel, 2006. "The Division of Ownership in New Ventures," SFB 649 Discussion Papers SFB649DP2006-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    11. Bruno Deffains & Dominique Demougin, 2006. "Governance: Who Controls Matters," SFB 649 Discussion Papers SFB649DP2006-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    12. 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!]
    13. 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!]
      Other versions:
    14. 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!]
    15. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. 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!]
      Other versions:
    17. Bruno Deffains & Dominique Demougin, 2006. "Institutional Competition, Political Process and Holdup," SFB 649 Discussion Papers SFB649DP2006-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    18. Dominique Demougin & Anja Schöttner, 2006. "Technological Choice under Organizational Diseconomies of Scale," SFB 649 Discussion Papers SFB649DP2006-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    19. Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    20. 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!]
    21. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  26. 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!]

    Cited by:

    1. 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!]

  27. 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!]

    Cited by:

    1. 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!]
      Other versions:

  28. 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!]

    Cited by:

    1. 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!]
    2. 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!]
    3. Christian Stoltenberg, 2006. "Real Balance Effects, Timing and Equilibrium Determination," SFB 649 Discussion Papers SFB649DP2006-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
    5. 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!]
      Other versions:
    6. Jenny Kragl & Julia Schmid, 2006. "Relational Contracts and Inequity Aversion," SFB 649 Discussion Papers SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. 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!]
      Other versions:
    8. 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!]
    9. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  29. 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!]
    Published as:

    Cited by:

    1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)

  30. 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!]

    Cited by:

    1. 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!]

  31. 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!]

    Cited by:

    1. 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!]
    2. Anja Schöttner, 2005. "Relational Contracts and Job Design," SFB 649 Discussion Papers SFB649DP2005-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. 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!]
      Other versions:
    4. Benjamin Bental & Dominique Demougin, 2005. "Do Factor Shares Reflect Technology?," SFB 649 Discussion Papers SFB649DP2005-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    5. Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. 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!]
    7. Astrid Matthey, 2005. "Getting Used to Risks: Reference Dependence and Risk Inclusion," SFB 649 Discussion Papers SFB649DP2005-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    8. 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!]
    9. Markus Fischer & Markus Reiss, 2005. "Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay," SFB 649 Discussion Papers SFB649DP2005-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Dec 2005. [Downloadable!]
    10. Markus Krätzig, 2005. "A Software Framework for Data Based Analysis," SFB 649 Discussion Papers SFB649DP2005-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    11. Imen Bentahar & Bruno Bouchard, 2005. "Explicit characterization of the super-replication strategy in financial markets with partial transaction costs," SFB 649 Discussion Papers SFB649DP2005-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    12. 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!]
    13. Anja Schöttner, 2005. "Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests," SFB 649 Discussion Papers SFB649DP2005-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  32. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    Cited by:

    1. Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. 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!]
    3. Anja Schöttner, 2005. "Relational Contracts and Job Design," SFB 649 Discussion Papers SFB649DP2005-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:
    5. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    6. Michal Benko & Alois Kneip, 2005. "Common functional component modelling," SFB 649 Discussion Papers SFB649DP2005-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. Benjamin Bental & Dominique Demougin, 2005. "Do Factor Shares Reflect Technology?," SFB 649 Discussion Papers SFB649DP2005-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    8. Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    9. 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!]
    10. Astrid Matthey, 2005. "Getting Used to Risks: Reference Dependence and Risk Inclusion," SFB 649 Discussion Papers SFB649DP2005-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    11. 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!]
    12. Markus Fischer & Markus Reiss, 2005. "Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay," SFB 649 Discussion Papers SFB649DP2005-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Dec 2005. [Downloadable!]
    13. Markus Krätzig, 2005. "A Software Framework for Data Based Analysis," SFB 649 Discussion Papers SFB649DP2005-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    14. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    15. Imen Bentahar & Bruno Bouchard, 2005. "Explicit characterization of the super-replication strategy in financial markets with partial transaction costs," SFB 649 Discussion Papers SFB649DP2005-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. Markus Fischer & Peter Imkeller, 2005. "A two state model for noise-induced resonance in bistable systems with delay," SFB 649 Discussion Papers SFB649DP2005-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    17. 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!]
    18. Anja Schöttner, 2005. "Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests," SFB 649 Discussion Papers SFB649DP2005-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  33. 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!]

    Cited by:

    1. 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!]
    2. 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!]

  34. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Published as:

    Cited by:

    1. Hans Buehler, 2006. "Expensive martingales," Quantitative Finance, Taylor and Francis Journals, vol. 6(3), pages 207-218, June. [Downloadable!] (restricted)
    2. Matthias R. Fengler, 2005. "Arbitrage-Free Smoothing of the Implied Volatility Surface," SFB 649 Discussion Papers SFB649DP2005-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  35. 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!]

    Cited by:

    1. Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  36. Cizek, Pavel & Haerdle, Wolfgang, 2005. "Robust estimation of dimension reduction space," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Cizek, P. & Tamine, J. & Haerdle, W., 2006. "Smoothed L-estimation of regression function," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  37. Wolfgang Härdle & Heiko Lehmann, 2005. "Working with the XQC," SFB 649 Discussion Papers SFB649DP2005-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    Cited by:

    1. 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!]

  38. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA. [Downloadable!]
    Other versions:

    Cited by:

    1. Isabel Proenca & Joao Santos Silva, 2005. "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics 0508008, EconWPA. [Downloadable!]
    2. 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!]

  39. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    Cited by:

    1. 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!]
    2. Cizek, P. & Tamine, J. & Haerdle, W., 2006. "Smoothed L-estimation of regression function," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  40. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    Cited by:

    1. 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!]
    2. Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Thomas Alderweireld & Jean Nuyts, 2003. "Term Structure of Interest Rates. Emergence of Power Laws and Scaling Laws," EERI Research Paper Series EERI_RP_2003_05, Economics and Econometrics Research Institute (EERI). [Downloadable!]
    4. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    5. 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!]
    6. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, EconWPA. [Downloadable!]
    7. Anja Schöttner, 2005. "Relational Contracts and Job Design," SFB 649 Discussion Papers SFB649DP2005-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    8. 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!]
      Other versions:
    9. Thomas Alderweireld & Jean Nuyts, 2003. "Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws," Econometrics 0306001, EconWPA. [Downloadable!]
    10. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    11. Michal Benko & Alois Kneip, 2005. "Common functional component modelling," SFB 649 Discussion Papers SFB649DP2005-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    12. Benjamin Bental & Dominique Demougin, 2005. "Do Factor Shares Reflect Technology?," SFB 649 Discussion Papers SFB649DP2005-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    13. Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    14. 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!]
    15. Astrid Matthey, 2005. "Getting Used to Risks: Reference Dependence and Risk Inclusion," SFB 649 Discussion Papers SFB649DP2005-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. 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!]
    17. Markus Fischer & Markus Reiss, 2005. "Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay," SFB 649 Discussion Papers SFB649DP2005-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Dec 2005. [Downloadable!]
    18. Markus Krätzig, 2005. "A Software Framework for Data Based Analysis," SFB 649 Discussion Papers SFB649DP2005-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    19. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    20. Edoardo Gaffeo & Antonello E. Scorci & Laura Vici, 2008. "Demand Distribution Dynamics in Creative Industries: the Market for Books in Italy," Department of Economics Working Papers 0804, Department of Economics, University of Trento, Italia. [Downloadable!]
    21. E. Gaffeo & A. E. Scorcu & L. Vici, 2008. "Demand Distribution Dynamics in Creative Industries: the Market for Books in Italy," Working Papers 630, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
      Other versions:
    22. Imen Bentahar & Bruno Bouchard, 2005. "Explicit characterization of the super-replication strategy in financial markets with partial transaction costs," SFB 649 Discussion Papers SFB649DP2005-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    23. Markus Fischer & Peter Imkeller, 2005. "A two state model for noise-induced resonance in bistable systems with delay," SFB 649 Discussion Papers SFB649DP2005-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    24. Sergio Da Silva, 2004. "Levy Flights, Autocorrelation, and Slow Convergence," Finance 0405021, EconWPA. [Downloadable!]
    25. 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!]
    26. Anja Schöttner, 2005. "Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests," SFB 649 Discussion Papers SFB649DP2005-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  41. 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!]

    Cited by:

    1. 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!]
    2. Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    4. 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!]
      Other versions:
    5. 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!]
    6. Anja Schöttner, 2005. "Relational Contracts and Job Design," SFB 649 Discussion Papers SFB649DP2005-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    7. 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!]
      Other versions:
    8. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    9. Michal Benko & Alois Kneip, 2005. "Common functional component modelling," SFB 649 Discussion Papers SFB649DP2005-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    10. Benjamin Bental & Dominique Demougin, 2005. "Do Factor Shares Reflect Technology?," SFB 649 Discussion Papers SFB649DP2005-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    11. Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    12. Astrid Matthey, 2005. "Getting Used to Risks: Reference Dependence and Risk Inclusion," SFB 649 Discussion Papers SFB649DP2005-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    13. 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!]
    14. Markus Fischer & Markus Reiss, 2005. "Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay," SFB 649 Discussion Papers SFB649DP2005-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Dec 2005. [Downloadable!]
    15. Markus Krätzig, 2005. "A Software Framework for Data Based Analysis," SFB 649 Discussion Papers SFB649DP2005-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    16. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    17. Imen Bentahar & Bruno Bouchard, 2005. "Explicit characterization of the super-replication strategy in financial markets with partial transaction costs," SFB 649 Discussion Papers SFB649DP2005-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    18. Markus Fischer & Peter Imkeller, 2005. "A two state model for noise-induced resonance in bistable systems with delay," SFB 649 Discussion Papers SFB649DP2005-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    19. 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!]
    20. Anja Schöttner, 2005. "Fixed-Prize Tournaments versus First-Price Auctions in Innovation Contests," SFB 649 Discussion Papers SFB649DP2005-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:

  42. 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!]
    Published as:

    Cited by:

    1. Pavel Cizek & Karel Komorad, 2005. "Implied Trinomial Trees," SFB 649 Discussion Papers SFB649DP2005-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. 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!]
    3. Stefan Kassberger & Rüdiger Kiesel, 2006. "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 472-491, December. [Downloadable!] (restricted)

  43. 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!]
    Published as:

    Cited by:

    1. A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga, 2009. "Asymptotic properties of local polynomial regression with missing data and correlated errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(1), pages 85-109, March. [Downloadable!] (restricted)
    2. Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Qi-Hua Wang, 2009. "Statistical estimation in partial linear models with covariate data missing at random," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(1), pages 47-84, March. [Downloadable!] (restricted)
    4. Inkmann, Joachim, 2005. "Inverse probability weighted generalised empirical likelihood estimators : firm size and R&D revisited," Discussion Paper 131, Tilburg University, Center for Economic Research. [Downloadable!]

  44. 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!]

    Cited by:

    1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)

  45. Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000. "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. 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!]
      Other versions:
    2. 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!]
      Other versions:
    3. 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!]
    4. 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!]
      Other versions:
    5. C. Stéphan & S. Skander, 2003. "Statistical analysis of financial time series under the assuption of local stationarity," THEMA Working Papers 2003-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    6. Herwartz, Helmut & Golosnoy, Vasyl, 2007. "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers 2007,23, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

  46. 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!]
    Other versions:

    Cited by:

    1. M. Müller & B. Rönz, . "Credit Scoring using Semiparametric Methods," Sonderforschungsbereich 373 1999-93, Humboldt Universitaet Berlin.
    2. M. Müller, . "Generalized Partial Linear Models," Sonderforschungsbereich 373 2000-52, Humboldt Universitaet Berlin.
    3. 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!]
    4. M. M"Uller & B. R"Onz & W. H"Ardle, . "Computerassisted Semiparametric Generalized Linear Models," Sonderforschungsbereich 373 1996-90, Humboldt Universitaet Berlin.
    5. W. H"Ardle & J. Marron & L. Yang, . "Discussion," Sonderforschungsbereich 373 1996-65, Humboldt Universitaet Berlin.

  47. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Adonis Yatchew & Len Bos, 1997. "Nonparametric Least Squares Regression and Testing in Economic Models," Working Papers yatchew-99-01, University of Toronto, Department of Economics. [Downloadable!]
    2. Steve Gibbons & Stephen Machin, 2001. "Valuing Primary Schools," CEE Discussion Papers 0015, Centre for the Economics of Education, LSE. [Downloadable!]
    3. Knoppik, Christoph, 2006. "Downward Nominal Rigidity in US Wage Data from the PSID - An Application of the Kernel-Location Approach," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 393, University of Regensburg, Department of Economics. [Downloadable!]
    4. Dong, Fengxia & Featherstone, Allen, 2004. "Technical and Scale Efficiencies for Chinese Rural Credit Cooperatives: A Bootstrapping Approach in Data Envelopment Analysis," Staff General Research Papers 11992, Iowa State University, Department of Economics. [Downloadable!]
      Other versions:
    5. Antonio Acconcia & Daniel Montolio & Leone Leonida & Marta Espasa, 2002. "Lock-In Effects Of Eu R&D Spending On Regional Growth. A Non-Parametric And Semi-Parametric Conditional Quantile Regressions Approach," Working Papers. Serie EC 2002-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    6. David C. Wheelock & Paul W. Wilson, 1997. "New evidence on returns to scale and product mix among U.S. commercial banks," Working Papers 1997-003, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    7. Vazquez Alvarez, R. & Melenberg, B. & Soest, A. van, 1999. "Nonparametric bound on the income distribution in the presence of item nonresponse," Discussion Paper 33, Tilburg University, Center for Economic Research. [Downloadable!]
    8. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA. [Downloadable!]
    9. Myeong-Su Yun, 1999. "Generalized Selection Bias and The Decomposition of Wage Differentials," IZA Discussion Papers 69, Institute for the Study of Labor (IZA). [Downloadable!]
    10. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13089, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    11. Arthur Lewbel & Linton, Oliver Linton, 1998. "Nonparametric Censored Regression," Cowles Foundation Discussion Papers 1186, Cowles Foundation, Yale University. [Downloadable!]
    12. Peter C.B. Phillips & Joon Y. Park, 1998. "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers 1181, Cowles Foundation, Yale University. [Downloadable!]
    13. Richard Blundell & Frank Windmeijer, 2000. "Identifying demand for health resources using waiting times information," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 465-474.
      Other versions:
    14. Hjalmarsson, Erik, 2003. "Does the Black-Scholes formula work for electricity markets? A nonparametric approach," Working Papers in Economics 101, Göteborg University, Department of Economics. [Downloadable!]
    15. Oliver Linton, 1994. "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models," Cowles Foundation Discussion Papers 1086, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    16. Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    17. Oliver Linton, 1996. "An Asymptotic Expansion in the Garch(1,1) Model," Cowles Foundation Discussion Papers 1118, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    18. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing forward exchange rate unbiasedness efficiently: a semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 325-353, November. [Downloadable!]
    19. Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639. [Downloadable!]
      Other versions:
    20. Petra E. Todd & Kenneth I. Wolpin, 2006. "Ex Ante Evaluation of Social Programs," PIER Working Paper Archive 06-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    21. Fabio Fornari & Antonio Mele, 2001. "Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations," Temi di discussione (Economic working papers) 396, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    22. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    23. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation, Yale University. [Downloadable!]
    24. P. Cizek, . "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Sonderforschungsbereich 373 2001-100, Humboldt Universitaet Berlin.
      Other versions:
    25. M. M. Salinas-Jiménez, 2003. "Technological change, efficiency gains and capital accumulation in labour productivity growth and convergence: an application to the Spanish regions," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1839-1851, November. [Downloadable!] (restricted)
    26. Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999. "Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design," NBER Working Papers 7131, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    27. Arthur Lewbel & Oliver Linton & Daniel McFadden, 2001. "Estimating features of a distribution from binomial data," CeMMAP working papers CWP07/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    28. Oliver Linton, 1997. "Second-Order Approximation for Semiparametric Instrumental Variable Estimators and Test Statistics," Cowles Foundation Discussion Papers 1151, Cowles Foundation, Yale University. [Downloadable!]
    29. Bruce E. Hansen, 1996. "Sample Splitting and Threshold Estimation," Boston College Working Papers in Economics 319., Boston College Department of Economics, revised 12 May 1998. [Downloadable!]
      Other versions:
    30. Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
    31. Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany. [Downloadable!]
    32. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    33. Pedro Gozalo & Oliver Linton, 1994. "Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically," Cowles Foundation Discussion Papers 1075, Cowles Foundation, Yale University. [Downloadable!]
    34. Peter C. B. Phillips, 2001. "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413. [Downloadable!]
      Other versions:
    35. Klaassen, F., 1999. "Purchasing power parity : evidence from a new test," Discussion Paper 9, Tilburg University, Center for Economic Research. [Downloadable!]
    36. Yacine A\"it-Sahalia & Jialin Yu, 2009. "High frequency market microstructure noise estimates and liquidity measures," Quantitative Finance Papers 0906.1444, arXiv.org. [Downloadable!]
    37. Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation, Yale University. [Downloadable!]
    38. Knoppik, Christoph, 2006. "The Kernel-Location Approach - A New Non-parametric Approach to the Analysis of Downward Nominal Wage Rigidity in Micro Data," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 392, University of Regensburg, Department of Economics. [Downloadable!]
      Other versions:
    39. Das, M. & Donkers, B., 1997. "How certain are Dutch households about future income? : an empirical analysis," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    40. Susanne Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," Boston College Working Papers in Economics 680, Boston College Department of Economics. [Downloadable!]
      Other versions:
    41. G. Tripathi & W. Kim, . "Nonparametric estimation of homogeneous function," Sonderforschungsbereich 373 2000-85, Humboldt Universitaet Berlin.
    42. Juan Rodríguez-Poo & Oliver Linton, 2001. "Nonparametric factor analysis of residual time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 10(1), pages 161-182, June. [Downloadable!] (restricted)
    43. Jürgen Maurer, 2007. "Modelling socioeconomic and health determinants of health-care use: a semiparametric approach," Health Economics, John Wiley & Sons, Ltd., vol. 16(9), pages 967-979. [Downloadable!]
    44. Fujiwara, Ippei & Koga, Maiko, 2004. "A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 123-42, March. [Downloadable!]
    45. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    46. Reiss, Peter C. & Wolak, Frank A., 2003. "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers 1831, Stanford University, Graduate School of Business. [Downloadable!]
    47. A. de Palma & C. Fontan & O. Mekkaoui, 2000. "Trip Timing for Public Transportation : An Empirical Application," THEMA Working Papers 2000-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    48. Justin McCrary, 2007. "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers 0334, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    49. F. FernÁndez-RodrÍguez & S. Sosvilla-Rivero & J. Andrada-FÉlix, 2003. "Technical analysis in foreign exchange markets: evidence from the EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 113-122, January. [Downloadable!] (restricted)
    50. Maria Fraga O. Martins, 2001. "Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 23-39. [Downloadable!]
    51. Charlier, E., 1997. "Equivalence scales for the former West Germany," Discussion Paper 74, Tilburg University, Center for Economic Research. [Downloadable!]
    52. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA. [Downloadable!]
    53. Hidehiko Ichimura, . "Asymptotic Distribution of Non-Parametric and Semi-Parametric Estimators with Data Dependent Smoothing Parameters," Working Papers _001, University of California at Berkeley, Econometrics Laboratory Software Archive. [Downloadable!]
    54. Laura Blow & Ian Crawford, 2002. "A nonparametric method for valuing new goods," Working Paper Series 143, European Central Bank. [Downloadable!]
    55. Darolles, Serge & Florens, Jean-Pierre & Renault, Eric, 2003. "Non Parametric Instrumental Regression," IDEI Working Papers 228, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
      Other versions:
    56. Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès, 1997. "Nonparametric Methods and Option Pricing," CIRANO Working Papers 97s-19, CIRANO. [Downloadable!]
    57. Das, M. & Soest, A. van, 1995. "Expected and Realized Income Changes : Evidence from the Dutch Socio-Economic Panel," Discussion Paper 52, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    58. 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)
    59. Viviana Fernández, 1999. "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1005-1034. [Downloadable!]
    60. Arribas, Iván & Pérez, Francisco & Tortosa-Ausina, Emili, 2008. "On the Dynamics of Globalization," MPRA Paper 16007, University Library of Munich, Germany, revised 2008. [Downloadable!]
    61. Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series /2000/389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    62. Das, M. & Dominitz, J. & Soest, A. van, 1997. "Comparing predictions and outcomes : theory and application to income changes," Discussion Paper 45, Tilburg University, Center for Economic Research. [Downloadable!]
    63. María Engracia Rochina-barrachina, 1999. "A New Estimator for Panel Data Sample Selection Models," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 07, Juillet-D. [Downloadable!]

  48. Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
    Other versions:
    Published as:

    Cited by:

    1. W. Härdle & A. Korostelev, . "Search of Significant Variables in Nonparametric Additive Regression," Sonderforschungsbereich 373 1994-42, Humboldt Universitaet Berlin.
    2. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO. [Downloadable!]
      Other versions:
    3. 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!]
    4. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics. [Downloadable!]
      Other versions:
    5. Bontemps, Christophe & Simioni, Michel & Surry, Yves, 2005. "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24709, European Association of Agricultural Economists. [Downloadable!]
    6. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, School of Economics and Management, University of Aarhus. [Downloadable!]
    7. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    8. Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series /2003/451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    9. Powell, James L. & Stoker, Thomas M., 1992. "Optimal bandwidth choice for density-weighted averages," Working papers 3424-92., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    10. J. L. Horowitz & W. Härdle, . "Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates," Sonderforschungsbereich 373 1994-36, Humboldt Universitaet Berlin.
      Other versions:

  49. 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).
    Published as:

    Cited by:

    1. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2006. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
      Other versions:
    3. Leopold SIMAR & Wolfgang HAERDLE, . "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin. [Downloadable!]
      Other versions:

  50. 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).

    Cited by:

    1. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(3), pages 493-517, September. [Downloadable!] (restricted)
    2. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    3. Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000. "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series /2000/388, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    4. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    5. A. Korostelev & M. Mueller, . "Single Index Models with Mixed Discrete-Continuous Explsanatory Variables," Sonderforschungsbereich 373 1994-26, Humboldt Universitaet Berlin.
    6. M. H. Neumann, . "Multivariate Wavelet Thresholding: A Remedy Against The Curse Of Dimensionality?," Sonderforschungsbereich 373 1996-42, Humboldt Universitaet Berlin.
    7. H. Liang & N. Wang, . "Theoretical Properties of two Estimators in Partially Linear Single-Index Measurement Error Models," Sonderforschungsbereich 373 1999-104, Humboldt Universitaet Berlin.
    8. Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005. "Decomposition of rank-dependent measures of inequality by subgroups," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 493-503. [Downloadable!]
      Other versions:
    9. Daniela Climov & Michel Delecroix & Léopold Simar, 2002. "Semiparametric estimation in single index Poisson regression: a practical approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(7), pages 1047-1070, September. [Downloadable!] (restricted)
      Other versions:
    10. M. Delecroix & M. Hristache & V. Patilea, . "Optimal smoothing in semiparametric index approximation of regression functions," Sonderforschungsbereich 373 2000-4, Humboldt Universitaet Berlin.

  51. 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).

    Cited by:

    1. W. Härdle & A. B. Tsybakov, . "Additive Nonparametric Regression on Principal Components," Sonderforschungsbereich 373 1994-39, Humboldt Universitaet Berlin.
    2. James Stephen MARRON & Wolfgang HAERDLE, . "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin. [Downloadable!]
      Other versions:
    3. Berwin A. TURLACH, . "Bandwidth selection in kernel density estimation: a rewiew," Statistic und Oekonometrie 9307, Humboldt Universitaet Berlin. [Downloadable!]
    4. Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the Stability of Histogram Appearance when the Anchor Position is Changed," Economics Working Papers 133, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:

  52. 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).

    Cited by:

    1. Peter C.B. Phillips & Joon Y. Park, 1998. "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers 1181, Cowles Foundation, Yale University. [Downloadable!]
    2. Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO. [Downloadable!]
    3. Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès, 1997. "Nonparametric Methods and Option Pricing," CIRANO Working Papers 97s-19, CIRANO. [Downloadable!]

  53. 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).

    Cited by:

    1. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR). [Downloadable!]
      Other versions:
    2. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester. [Downloadable!]
    3. Bontemps, Christophe & Simioni, Michel & Surry, Yves, 2005. "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24709, European Association of Agricultural Economists. [Downloadable!]

  54. 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).

    Cited by:

    1. Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006. "Semiparametric penalty function method in partially linear model selection," MPRA Paper 11975, University Library of Munich, Germany, revised Aug 2006. [Downloadable!]

  55. Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989. "Empirical Evidence on the Law of Demand," Discussion Paper Serie A 264a, University of Bonn, Germany.
    Other versions:
    Published as:

    Cited by:

    1. Reinhard Sippel, 1995. "An Experiment on the Pure Theory of Consumer's Behaviour," Discussion Paper Serie B 274, University of Bonn, Germany. [Downloadable!]
    2. Chen, Yan, 1992. "The Optimal Choice of Privatizing State-Owned Enterprises: A Political Economic Model," Working Papers 808, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    3. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
      Other versions:
    4. Koebel, Bertrand M. & Falk, Martin & Laisney, Francois, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    5. Hans-Jürgen Salchow, 2005. "Non-existence of equilibria with free elimination," Cahiers de la Maison des Sciences Economiques b05057, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
      Other versions:
    6. Philippe Mongin, 2005. "On the Confirmation of the Law of Demand," Working Papers hal-00242978_v1, HAL. [Downloadable!]
    7. Koebel, Bertrand & Falk, Martin, 1999. "Curvature conditions and substitution pattern among capital, energy, materials and heterogeneous labour," ZEW Discussion Papers 99-06, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    8. Igor V. Evstigneev & Werner Hildenbrand & Michael Jerison, 1995. "Metonymy and Cross Section Demand," Discussion Paper Serie A 469, University of Bonn, Germany. [Downloadable!]
      Other versions:
    9. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
    10. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May. [Downloadable!] (restricted)

  56. Haerdle,W. & Hart,J.D., 1989. "A bootstrap test forpositive definiteness of income effect matrices," Discussion Paper Serie A 199, University of Bonn, Germany.
    Other versions:

    Cited by:

    1. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
      Other versions:
    2. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004. "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers KERP 2004/09, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    3. Werner Hildenbrand & Alois Kneip, 2002. "Aggregation under structural stability: the change in consumption of a heterogeneous population," Bonn Econ Discussion Papers bgse4_2002, University of Bonn, Germany. [Downloadable!]

  57. Haerdle,W. & Marron,J.S., 1989. "Bootstrap simultaneous error bars for nonparametric regression," Discussion Paper Serie A 227, University of Bonn, Germany.
    Other versions:

    Cited by:

    1. W. Härdle & A. B. Tsybakov, . "Additive Nonparametric Regression on Principal Components," Sonderforschungsbereich 373 1994-39, Humboldt Universitaet Berlin.
    2. M. H. Neumann, . "Bootstrap Confidence Bands in Nonparametric Regression," Sonderforschungsbereich 373 1994-31, Humboldt Universitaet Berlin.
    3. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series /2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    4. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation, Yale University. [Downloadable!]
    5. W. Härdle & S. Huet & E. Jolivet, . "Better Bootstrap Confidence Intervals for Curve Estimation," Sonderforschungsbereich 373 1994-27, Humboldt Universitaet Berlin.
    6. R. Fraiman & G. Pérez-Iribarren, 1996. "Nonparametric conservative bands for the trend of Gaussian AR(p) models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 5(1), pages 125-144, June. [Downloadable!] (restricted)

  58. 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.
    Other versions:

    Cited by:

    1. Yoshihiko Nishiyama & Peter M Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series /2005/483, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    2. W. Härdle & A. Korostelev, . "Search of Significant Variables in Nonparametric Additive Regression," Sonderforschungsbereich 373 1994-42, Humboldt Universitaet Berlin.
    3. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    4. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    5. Y. Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    6. Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics. [Downloadable!]
      Other versions:

  59. Haerdle,W. & Marron,J. & Wand,M., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 182, University of Bonn, Germany.
    Other versions:

    Cited by:

    1. Berwin A. TURLACH, . "Bandwidth selection in kernel density estimation: a rewiew," Statistic und Oekonometrie 9307, Humboldt Universitaet Berlin. [Downloadable!]

  60. Haerdle,Wolfgang Jerison,Michael, 1988. "Cross section Engel curves over time," Discussion Paper Serie A 160, University of Bonn, Germany.
    Other versions:

    Cited by:

    1. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003. "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers CWP15/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    2. Mette Christensen, 2007. "Integrability of Demand Accounting for Unobservable Heterogeneity: A Test on Panel Data," The School of Economics Discussion Paper Series 0713, Economics, The University of Manchester. [Downloadable!]
    3. Giorgio Fagiolo, 2001. "Engel Curves Specification in an Artificial Model of Consumption Dynamics with Socially Evolving Preferences," LEM Papers Series 2001/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    4. Mette Christensen, 2007. "Integrability of demand accounting for unobservable heterogeneity: a test on panel data," IFS Working Papers W07/14, Institute for Fiscal Studies. [Downloadable!]
    5. Gong, Xiaodong & van Soest, Arthur & Zhang, Ping, 2000. "Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China," IZA Discussion Papers 212, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Arthur Lewbel, 2000. "A Rational Rank Four Demand System," Boston College Working Papers in Economics 463, Boston College Department of Economics, revised 04 Apr 2003. [Downloadable!]
      Other versions:
    7. Alois Kneip & Werner Hildenbrand, 1994. "Aggregate Consumer's Expenditure and Income," Discussion Paper Serie A 456, University of Bonn, Germany. [Downloadable!]

  61. 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.

    Cited by:

    1. Enno Mammen, . "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin. [Downloadable!]
    2. W. Härdle & E. Mammen & I. Proenca, . "A Bootstrap Test for Single Index Models," Sonderforschungsbereich 373 2000-20, Humboldt Universitaet Berlin.
      Other versions:
    3. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation, Yale University. [Downloadable!]

  62. Carroll,R. & Haerdle,W., 1988. "Second order effects in semiparametric weighted least squares regression," Discussion Paper Serie A 170, University of Bonn, Germany.

    Cited by:

    1. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. Oliver Linton, 1997. "Second-Order Approximation for Semiparametric Instrumental Variable Estimators and Test Statistics," Cowles Foundation Discussion Papers 1151, Cowles Foundation, Yale University. [Downloadable!]

  63. Franke,J. & Haerdle,W., 1987. "On bootstrapping Kernel spectral estimates," Discussion Paper Serie A 121, University of Bonn, Germany.
    Other versions:

    Cited by:

    1. Li, Youwei & Donkers, Bas & Melenberg, Bertrand, 2006. "The non- and semiparametric analysis of MS models : some applications," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Luca Benati, . "Evolving post-World War II UK economic performance," Bank of England working papers 232, Bank of England. [Downloadable!]
      Other versions:
    4. Carlos Velasco & Ignacio N. Lobato, 2004. "A simple and general test for white noise," Econometric Society 2004 Latin American Meetings 112, Econometric Society. [Downloadable!]
    5. Luca Benati & Paolo Surico, 2006. "The Great Moderation and the ‘Bernanke Conjecture’," Computing in Economics and Finance 2006 158, Society for Computational Economics. [Downloadable!]
    6. W. Härdle & S. Huet & E. Jolivet, . "Better Bootstrap Confidence Intervals for Curve Estimation," Sonderforschungsbereich 373 1994-27, Humboldt Universitaet Berlin.
    7. Fortin, Ines & Kuzmics, Christoph, 1999. "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series 62, Institute for Advanced Studies. [Downloadable!]

  64. Haerdle,Wolfgang, 1987. "XploRe,a computing environment for exploatory regression," Discussion Paper Serie A 113, University of Bonn, Germany.

    Cited by:

    1. S. Schmelzer & T. K"Otter & S. Klinke & W. H"Ardle, . "A New Generation of a Statistical Computing Environment on the Net," Sonderforschungsbereich 373 1996-52, Humboldt Universitaet Berlin.

  65. Haerdle,Wolfgang & Marron,J., 1987. "Semiparametric comparision of regression curve," Discussion Paper Serie A 93, University of Bonn, Germany.

    Cited by:

    1. Zapata, Hector O. & Sulgham, Anil K., 2006. "A Semiparametric Approach to Estimate Engel curves using the US Micro Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21092, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Brachmann, K., . "Nichtparametrische Analyse parametrischer Wachstumsfunktionen - Eine Anwendung auf das Wachstum des globalen Netzwerks Internet," Statistics and Econometrics 9505, Universitaet zu Koeln. [Downloadable!]
    4. Enno Mammen, . "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin. [Downloadable!]
    5. L. Yang, . "Root-n Convergent Transformation-Kernel Density Estimation," Sonderforschungsbereich 373 1996-94, Humboldt Universitaet Berlin.
    6. Richard Blundell & Martin Browning & Ian Crawford, 1997. "Non-parametric Engel curves and revealed preferences," IFS Working Papers W97/14, Institute for Fiscal Studies. [Downloadable!]
      Other versions:

  66. Haerdle,W. & Tsybakov,A., 1986. "Robust nonparametric regression with simultaneous scale curve estimation," Discussion Paper Serie A 59, University of Bonn, Germany.

    Cited by:

    1. Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Resistant Nonparametric Analysis of the Short Term Rate," Cahiers du Département d'Econométrie 2004.06, Département d'Econométrie, Université de Genève. [Downloadable!]

  67. Haerdle,Wolfgang & Hall,Peter & Marron,J., 1986. "How far are automatically chosen regression smoothing parametres from their optimum?," Discussion Paper Serie A 74, University of Bonn, Germany.

    Cited by:

    1. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics Working Papers 2006,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    2. H. Herwartz, . "Weekday Dependence of German Stock Market Returns," Sonderforschungsbereich 373 1999-47, Humboldt Universitaet Berlin.
    3. Jan Beran & Yuanhua Feng & Siegfried Heiler, 2000. "Modifying the double smoothing bandwidth selector in nonparametric regression," CoFE Discussion Paper 00-37, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  68. Haerdle,W. & Janssen,P. & Serfling,R., 1986. "Strong uniform consistency rates for estimators of conditional functionals," Discussion Paper Serie A 63, University of Bonn, Germany.

    Cited by:

    1. K. Mehra & Y. Ramakrishnaiah & P. Sashikala, 2000. "Laws of Iterated Logarithm and Related Asymptotics for Estimators of Conditional Density and Mode," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(4), pages 630-645, December. [Downloadable!] (restricted)
    2. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation, Yale University. [Downloadable!]

  69. Haerdle,Wolfgang & Bowman,Adrian, 1986. "Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands," Discussion Paper Serie A 71, University of Bonn, Germany.

    Cited by:

    1. M. H. Neumann, . "Bootstrap Confidence Bands in Nonparametric Regression," Sonderforschungsbereich 373 1994-31, Humboldt Universitaet Berlin.
    2. W. Härdle & S. Huet & E. Jolivet, . "Better Bootstrap Confidence Intervals for Curve Estimation," Sonderforschungsbereich 373 1994-27, Humboldt Universitaet Berlin.

  70. W. Härdle & C. Hafner, . "Discrete Time Option Pricing with Flexible Volatility Estimation," Sonderforschungsbereich 373 1997-56, Humboldt Universitaet Berlin.
    Other versions:
    Published as:

    Cited by:

    1. Peter Christoffersen & Kris Jacobs, 2002. "Which Volatility Model for Option Valuation?," CIRANO Working Papers 2002s-33, CIRANO. [Downloadable!]
    2. C. Hafner & H. Herwartz, . "Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis," Sonderforschungsbereich 373 1999-58, Humboldt Universitaet Berlin.
      Other versions:
    3. Lars Stentoft, 2008. "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers 2008-41, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    4. Jin-Chuan Duan & Peter Ritchken & Zhiqiang Sun, 2006. "Jump starting GARCH: pricing and hedging options with jumps in returns and volatilities," Working Paper 0619, Federal Reserve Bank of Cleveland. [Downloadable!]
    5. M. Fengler & H. Herwartz, . "Multivariate Volatility Models," Sonderforschungsbereich 373 2001-74, Humboldt Universitaet Berlin.
    6. Ignacio Mauleon, Javier Perote, 2000. "Testing densities with financial data: an empirical comparison of the Edgeworth–Sargan density to the Student’s t," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 225-239, June. [Downloadable!] (restricted)

  71. R.J. Carroll & W. Härdle & E. Mammen, . "Estimation in an additive model when the components are linked parametrically," Sonderforschungsbereich 373 1999-1, Humboldt Universitaet Berlin.

    Cited by:

    1. Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:

  72. W. Härdle & M. Müller, . "Multivariate and Semiparametric Kernel Regression," Sonderforschungsbereich 373 1997-26, Humboldt Universitaet Berlin.

    Cited by:

    1. Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  73. W. Härdle & V. Spokoiny & G. Teyssiere, . "Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model," Sonderforschungsbereich 373 2000-6, Humboldt Universitaet Berlin.

    Cited by:

    1. R. Liptser & V. Spokoiny, . "Deviation Probability Bound for Martingales with Applications to Statistical Estimation," Sonderforschungsbereich 373 1999-85, Humboldt Universitaet Berlin.

  74. J. L. Horowitz & W. Härdle, . "Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates," Sonderforschungsbereich 373 1994-36, Humboldt Universitaet Berlin.
    Other versions:

    Cited by:

    1. Seung-Hyun Hong & Leonardo Rezende, 2006. "Network Effects, Switching Costs, and Underlying Preferences in Operating Systems for Servers: A Case of Linux vs. Windows," Working Papers 06-12, NET Institute, revised Sep 2006. [Downloadable!]
    2. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics. [Downloadable!]
      Other versions:
    3. Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, EconWPA. [Downloadable!]
      Other versions:
    4. Joel L. Horowitz & Sokbae Lee, 2002. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-3, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    5. König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-208, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    6. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA. [Downloadable!]
      Other versions:
    7. Daniela Climov & Michel Delecroix & Léopold Simar, 2002. "Semiparametric estimation in single index Poisson regression: a practical approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(7), pages 1047-1070, September. [Downloadable!] (restricted)
      Other versions:
    8. Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics. [Downloadable!]
      Other versions:

  75. W. Härdle & M. Nussbaum, . "Kernel Estimation: the Equivalent Spline-Smoothing Method," Sonderforschungsbereich 373 1994-14, Humboldt Universitaet Berlin.
    Other versions:

    Cited by:

    1. Olaf BUNKE, . "Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models," Sonderforschungsbereich 373 1994-25, Humboldt Universitaet Berlin.

  76. W. Härdle & J. Horowitz, . "Internet Based Econometric Computing," Sonderforschungsbereich 373 1998-37, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. H.-A. Jacobsen & G. Riessen & O. Günther, . "Component leasing on the World Wide Web," Sonderforschungsbereich 373 1999-45, Humboldt Universitaet Berlin.
    2. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  77. P. Hall & W. Härdle & T. Kleinow & P. Schmidt, . "Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient," Sonderforschungsbereich 373 1999-62, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. D. Lee, . "ExploRing Persistence in Financial Time Series," Sonderforschungsbereich 373 2000-63, Humboldt Universitaet Berlin.

  78. L. Yang & W. Härdle & J. Nielsen, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1998-107, Humboldt Universitaet Berlin.
    Other versions:

    Cited by:

    1. W. Kim & O. Linton, . "A Local Instrumental Estimation Method for Generalized Additive Volatility Models," Sonderforschungsbereich 373 2000-86, Humboldt Universitaet Berlin.
    2. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
    3. Woocheol Kim & Oliver Linton, 2003. "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series /2003/456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    4. Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen. [Downloadable!]
      Other versions:
    5. Siegfried Heiler, 1999. "A Survey on Nonparametric Time Series Analysis," Finance 9904005, EconWPA. [Downloadable!]
    6. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    7. W. H"Ardle & L. Yang, . "Nonparametric Time Series Model Selection," Sonderforschungsbereich 373 1996-53, Humboldt Universitaet Berlin.
    8. W. Härdle & R. Tschernig, . "Flexible Time Series Analysis," Sonderforschungsbereich 373 2000-51, Humboldt Universitaet Berlin.
    9. Siegfried Heiler, 1999. "A Survey on Nonparametric Time Series Analysis," CoFE Discussion Paper 99-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    10. W. Kim, . "Kernel Estimation of Functional Coefficients in Nonparametric ARX Time Series Models," Sonderforschungsbereich 373 2001-101, Humboldt Universitaet Berlin.
    11. R. Tschernig, . "Nonlinearities in German Unemployment Rates: A Nonparametric Analysis," Sonderforschungsbereich 373 1996-45, Humboldt Universitaet Berlin.
    12. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation, Yale University. [Downloadable!]
    13. Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:

  79. M. Fengler & W. Härdle & C. Villa, . "The Dynamics of Implied Volatilities: A Common Principle Components Approach," Sonderforschungsbereich 373 2001-38, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. 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!]
    2. Pavel Cizek & Karel Komorad, 2005. "Implied Trinomial Trees," SFB 649 Discussion Papers SFB649DP2005-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    3. Cizek, P. & Tamine, J. & Haerdle, W., 2006. "Smoothed L-estimation of regression function," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    4. Laurini, Márcio P., 2007. "Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines," Ibmec Working Papers wpe_87, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    5. 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!]

  80. W. Härdle & A. B. Tsybakov, . "Additive Nonparametric Regression on Principal Components," Sonderforschungsbereich 373 1994-39, Humboldt Universitaet Berlin.

    Cited by:

    1. W. Härdle & A. Korostelev, . "Search of Significant Variables in Nonparametric Additive Regression," Sonderforschungsbereich 373 1994-42, Humboldt Universitaet Berlin.

  81. W. Härdle & J. Horowitz & J.-P. Kreiss, . "Bootstrap Methods For Time Series," Sonderforschungsbereich 373 2001-59, Humboldt Universitaet Berlin.

    Cited by:

    1. Li, Youwei & Donkers, Bas & Melenberg, Bertrand, 2006. "The non- and semiparametric analysis of MS models : some applications," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    3. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    4. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," Working Paper 2003-28, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    5. Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
      Other versions:
    6. 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!]
      Other versions:
    7. James G. MacKinnon, 2006. "Bootstrap Methods in Econometrics," Working Papers 1028, Queen's University, Department of Economics. [Downloadable!]
      Other versions:
    8. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society. [Downloadable!]

  82. S. Klinke & G. Golubev & W. Härdle & M. Neumann, . "Teaching Wavelets in XploRe," Sonderforschungsbereich 373 1997-1, Humboldt Universitaet Berlin.

    Cited by:

    1. S. Klinke & R. Witzel, . "MD*Book online - a tool for creating interactive documents," Sonderforschungsbereich 373 2002-21, Humboldt Universitaet Berlin.

  83. W. Härdle & P. Schmidt, . "Common Factors Governing VDAX Movements and the Maximum Loss," Sonderforschungsbereich 373 2000-97, Humboldt Universitaet Berlin.

    Cited by:

    1. 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!]
    2. 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!]

  84. W. Härdle & W. Kim & G. Tripathi, . "Nonparametric Estimation of Additive Models with Homogeneous Components," Sonderforschungsbereich 373 2000-48, Humboldt Universitaet Berlin.

    Cited by:

    1. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006. [Downloadable!]
      Other versions:
    2. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Estimation of Homothetic and Homothetically Separable Functions," STICERD - Econometrics Paper Series /2003/461, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:

  85. W. Härdle & S. Sperlich & V. Spokoiny, . "Component Analysis for Additive Models," Sonderforschungsbereich 373 1997-52, Humboldt Universitaet Berlin.

    Cited by:

    1. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics. [Downloadable!]
    2. S. Sperlich & J. Zelinka, . "Generalized Additive Models," Sonderforschungsbereich 373 2000-50, Humboldt Universitaet Berlin.

  86. S. Sperlich & O. Linton & W. Härdle, . "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," Sonderforschungsbereich 373 1997-66, Humboldt Universitaet Berlin.

    Cited by:

    1. Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor and Francis Journals, vol. 36(7), pages 695-714, April. [Downloadable!] (restricted)

  87. W. Härdle & S. Huet & E. Mammen & S. Sperlich, . "Semiparametric additive indices for binary response and generalized additive models," Sonderforschungsbereich 373 1998-95, Humboldt Universitaet Berlin.

    Cited by:

    1. Jorge Hugo Barrientos Marín, 2006. "Estimation And Testing An Additive Partially Linear Model In A Sysmtem Of Engel Curves," Grupo de Microeconomía Aplicada 016, Universidad de Antioquia, Departamento de Economía. [Downloadable!]
      Other versions:

  88. W. Härdle & T. Kleinow & R. Tschernig, . "Web quantlets for time series analysis," Sonderforschungsbereich 373 2000-1, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. T. Kleinow & H. Lehmann, . "Client / Server based Statistical Computing," Sonderforschungsbereich 373 2002-49, Humboldt Universitaet Berlin.
    2. G. Aydinli & W. Härdle & T. Kleinow & H. Sofyan, . "MD*ReX: Linking XploRe to Standard Spread-sheet Applications," Sonderforschungsbereich 373 2002-10, Humboldt Universitaet Berlin.

  89. W. Härdle & A. Yatchew, . "Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap," Sonderforschungsbereich 373 2002-16, Humboldt Universitaet Berlin.

    Cited by:

    1. W. Härdle & J. Zheng, . "How Precise Are Price Distributions Predicted by Implied Binomial Trees?," Sonderforschungsbereich 373 2002-1, Humboldt Universitaet Berlin.

  90. James Stephen MARRON & Wolfgang HAERDLE, . "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
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    2. Daniela Climov & Michel Delecroix & Léopold Simar, 2002. "Semiparametric estimation in single index Poisson regression: a practical approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(7), pages 1047-1070, September. [Downloadable!] (restricted)
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  91. M. Burda & W. Härdle & M. Müller & A. Werwatz, . "Semiparametric Analysis of German East-West Migration Intentions: Facts and Theory," Sonderforschungsbereich 373 1998-3, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. Christian Bayer & Falko Juessen, 2006. "On the Dynamics of Interstate Migration: Migration Costs and Self-Selection," Discussion Papers in Economics 06_03, University of Dortmund, Department of Economics. [Downloadable!]
      Other versions:
    2. Brücker, Herbert & Trübswetter, Parvati, 2004. "Do the Best Go West? An Analysis of the Self-Selection of Employed East-West Migrants in Germany," IZA Discussion Papers 986, Institute for the Study of Labor (IZA). [Downloadable!]
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    3. Francois-Charles Wolff & Augustin de Coulon, 2005. "Immigrants at Retirement: Stay/Return or Va-et-Vient," CEP Discussion Papers dp0691, Centre for Economic Performance, LSE. [Downloadable!]
    4. Locher, Lilo, 2001. "Testing for the Option Value of Migration," IZA Discussion Papers 405, Institute for the Study of Labor (IZA). [Downloadable!]
    5. Stephen Drinkwater, 2003. "Go West? Assessing the willingness to move from Central and Eastern European Countries," Department of Economics Discussion Papers 0503, Department of Economics, University of Surrey. [Downloadable!]
    6. Charles Bellemare, 2004. "Identification and Estimation of the Economic Performance of Outmigrants using Panel Attrition," Cahiers de recherche 0429, CIRPEE. [Downloadable!]
    7. Holger Bonin & Werner Eichhorst & Christer Florman & Mette Okkels Hansen & Lena Skiöld & Jan Stuhler & Konstantinos Tatsiramos & Henrik Thomasen & Klaus F. Zimmermann, 2008. "Geographic Mobility in the European Union: Optimising its Economic and Social Benefits," IZA Research Reports 19, Institute for the Study of Labor (IZA). [Downloadable!]
    8. Anzelika Zaiceva, 2006. "Self-Selection and the Returns to Geographic Mobility: What Can Be Learned from the German Reunification "Experiment"," Discussion Papers of DIW Berlin 580, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    9. Silke Uebelmesser, 2005. "To go or not to go: Emigration from Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    10. Dennis J. Snower & Christian Merkl, 2006. "The Caring Hand that Cripples: The East German Labor Market After Reunification (Detailed Version)," IZA Discussion Papers 2066, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    11. Anzelika Zaiceva, 2006. "Self-Selection and the Returns to Geographic Mobility: What Can Be Learned from the German Reunification "Experiment"," IZA Discussion Papers 2524, Institute for the Study of Labor (IZA). [Downloadable!]
    12. Christian Merkl & Dennis Snower, 2008. "East German Unemployment: The Myth of the Irrelevant Labor Market," Kiel Working Papers 1435, Kiel Institute for the World Economy. [Downloadable!]
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    13. Ashok Parikh & Michiel Van Leuvensteijn, 2003. "Interregional labour mobility, inequality and wage convergence," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 931-941, January. [Downloadable!] (restricted)
    14. Hendrik P. van Dalen & George Groenewold & Jeanette J. Schoorl, 2003. "Out of Africa: What drives the Pressure to emigrate?," Tinbergen Institute Discussion Papers 03-059/3, Tinbergen Institute. [Downloadable!]
      Other versions:
    15. Lutz Schneider & Alexander Kubis, 2009. "Are there Gender-specific Preferences for Location Factors? A Grouped Conditional Logit-Model of Interregional Migration Flows in Germany," IWH Discussion Papers 5-09, Halle Institute for Economic Research. [Downloadable!]
    16. Talat Mahmood & Klaus Schömann, 2003. "On the Migration Decision of IT-Graduates: A Two-Level Nested Logit Model," CIG Working Papers SP II 2003-22, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
    17. Oliver Busch, 2007. "When Have All the Graduates Gone?: Internal Cross-State Migration of Graduates in Germany 1984-2004," SOEPpapers 26, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
    18. Epstein, Gil S. & Gang, Ira N., 2004. "The Influence of Others on Migration Plans," IZA Discussion Papers 1244, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    19. Hunt, Jennifer, 2000. "Why Do People Still Live in East Germany?," IZA Discussion Papers 123, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    20. Gernandt, Johannes & Pfeiffer, Friedhelm, 2008. "Wage Convergence and Inequality after Unification: (East) Germany in Transition," ZEW Discussion Papers 08-022, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
      Other versions:
    21. Frank Heiland, 2004. "Trends in East-West German Migration from 1989 to 2002," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 11(7), pages 173-194, September. [Downloadable!]
    22. Locher, Lilo, 2001. "The Determination of a Migration Wave Using Ethnicity and Community Ties," IZA Discussion Papers 346, Institute for the Study of Labor (IZA). [Downloadable!]
    23. Stephen Drinkwater, 2003. "Estimating the willingness to move within Great Britain: Importance and implications," Department of Economics Discussion Papers 1203, Department of Economics, University of Surrey. [Downloadable!]
    24. Talat Mahmood & Klaus Schömann, 2003. "On the Migration Decision of Indian IT-Graduates: An Empirical Analysis," CIG Working Papers SP II 2003-23, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
    25. 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!]
    26. Drinkwater, Stephen & Blackaby, David, 2004. "Migration and Labour Market Differences: The Case of Wales," IZA Discussion Papers 1275, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    27. Augustin de Coulon & François-Charles Wolff, 2006. "The Location of Immigrants at Retirement: Stay/Return or ‘Va-et-Vient’?," IZA Discussion Papers 2224, Institute for the Study of Labor (IZA). [Downloadable!]
    28. Thomas Liebig & Alfonso Sousa-Poza, 2003. "How does income inequality influence international migration?," ERSA conference papers ersa03p472, European Regional Science Association. [Downloadable!]
    29. Helmut Rainer & Thomas Siedler, 2008. "Social Networks in Determining Migration and Labor Market Outcomes: Evidence from the German Reunification," CRIEFF Discussion Papers 0811, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
      Other versions:
    30. Ashok Parikh & Michiel Van Leuvensteijn, 2002. "Internal Migration in Regions of Germany: A Panel Data Analysis," Economics Working Papers 012, European Network of Economic Policy Research Institutes. [Downloadable!]

  92. Leopold SIMAR & Wolfgang HAERDLE, . "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin. [Downloadable!]
    Other versions:

    Cited by:

    1. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data," Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December. [Downloadable!] (restricted)
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  93. W. Härdle & S. Klinke, . "Connected Teaching of Statistics," Sonderforschungsbereich 373 1999-24, Humboldt Universitaet Berlin.

    Cited by:

    1. N. Derby & W. Härdle & B. Rönz, . "The Three Dimensions of Multimedia Teaching of Statistics," Sonderforschungsbereich 373 1999-76, Humboldt Universitaet Berlin.

  94. W. Härdle & H. Liang & V. Sommerfeld, . "Bootstrap Approximations in a Partially Linear Regression Model," Sonderforschungsbereich 373 1997-102, Humboldt Universitaet Berlin.

    Cited by:

    1. M. Christopher Auld, 2002. "Disentangling the effects of morbidity and life expectancy on labor market outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 11(6), pages 471-483. [Downloadable!]

  95. S. Chen & W. Härdle & T. Kleinow, . "An Empirical Likelihood Goodness-of-Fit Test for Time Series," Sonderforschungsbereich 373 2001-1, Humboldt Universitaet Berlin.
    Published as:

    Cited by:

    1. Manuel Vega-Gordillo & José Luis Álvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    2. Arapis, Manuel & Gao, Jiti, 2004. "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper 11974, University Library of Munich, Germany, revised 23 Dec 2005. [Downloadable!]
      Other versions:
    3. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    4. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika, Springer, vol. 68(2), pages 129-146, September. [Downloadable!] (restricted)
    5. T. Kleinow, . "Testing the Diffusion Coefficient," Sonderforschungsbereich 373 2002-38, Humboldt Universitaet Berlin.
    6. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006. [Downloadable!]
    7. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]

  96. H. Liang & W. Härdle & R.J. Carroll, . "Large Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models," Sonderforschungsbereich 373 1997-27, Humboldt Universitaet Berlin.

    Cited by:

    1. H. Liang & N. Wang, . "Theoretical Properties of two Estimators in Partially Linear Single-Index Measurement Error Models," Sonderforschungsbereich 373 1999-104, Humboldt Universitaet Berlin.

Articles

  1. Giacomini, Enzo & Härdle, 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)
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  2. Park, Byeong U. & Mammen, Enno & Härdle, 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)
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  3. Härdle, Wolfgang & Hlávka, Zdenek, 2009. "Dynamics of state price densities," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May. [Downloadable!] (restricted)
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  4. Chen, Ying & Härdle, 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)
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  5. 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)
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  6. 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)
    Other versions:

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  7. 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)
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  8. 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)

    Cited by:

    1. Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  9. 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)
    Other versions:

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  10. 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)
    Other versions:

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  11. 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.
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  12. 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)
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  13. 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)

    Cited by:

    1. Kortelainen, Mika, 2008. "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper 9257, University Library of Munich, Germany. [Downloadable!]

  14. 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)
    Other versions:

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  15. 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)

    Cited by:

    1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
    2. Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 691-714, September. [Downloadable!] (restricted)

  16. Hardle, W. & Horowitz, J., 2000. "Internet-based econometric computing," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April. [Downloadable!] (restricted)
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  17. 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)
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  18. 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)
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  19. 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)

    Cited by:

    1. 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!]

  20. 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!]
    Other versions:

    See citations under working paper version above.

  21. 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)

    Cited by:

    1. A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga, 2009. "Asymptotic properties of local polynomial regression with missing data and correlated errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(1), pages 85-109, March. [Downloadable!] (restricted)
    2. V. Spokoiny, . "Variance Estimation for High-Dimensional Regression Models," Sonderforschungsbereich 373 1999-86, Humboldt Universitaet Berlin.
    3. Zhan-Qian Lu, 1999. "Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(4), pages 691-706, December. [Downloadable!] (restricted)
    4. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13089, University Library of Munich, Germany. [Downloadable!]
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    5. W. H"Ardle & A. Tsybakov & L. Yang, . "Nonparametric Vector Autoregression," Sonderforschungsbereich 373 1996-61, Humboldt Universitaet Berlin.
    6. Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen. [Downloadable!]
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    7. Jianqing Fan, 2004. "A selective overview of nonparametric methods in financial econometrics," Quantitative Finance Papers math/0411034, arXiv.org. [Downloadable!]
    8. W. Härdle & T. Kleinow & A. Korostelev & C. Logeay, . "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Sonderforschungsbereich 373 2001-24, Humboldt Universitaet Berlin.
    9. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
    10. Véronique Delouille & Rainer Sachs, 2005. "Estimation of nonlinear autoregressive models using design-adapted wavelets," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 235-253, June. [Downloadable!] (restricted)
    11. Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," BORRADORES DE ECONOMIA 002605, BANCO DE LA REPÚBLICA. [Downloadable!]
    12. W. H"Ardle & L. Yang, . "Nonparametric Time Series Model Selection," Sonderforschungsbereich 373 1996-53, Humboldt Universitaet Berlin.
    13. Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany. [Downloadable!]
    14. L. Yang & W. H"Ardle, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1996-62, Humboldt Universitaet Berlin.
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    15. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
    16. F. Leblanc & O. V. Lepski, . "Test for symmetry of regression curves," Sonderforschungsbereich 373 1996-51, Humboldt Universitaet Berlin.
    17. 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)
      Other versions:
    18. Michael Wegener & Göran Kauermann, 2008. "Examining heterogeneity in implied equity risk premium using penalized splines," AStA Advances in Statistical Analysis, Springer, vol. 92(1), pages 35-56, February. [Downloadable!] (restricted)
    19. 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!]

  22. 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)

    Cited by:

    1. Homans, Frances R. & Wilen, James E., 2000. "Market Rent Dissipation In Regulated Open Access Fisheries," 2000 Annual meeting, July 30-August 2, Tampa, FL 21878, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Beard, Rodney, 2008. "A dynamic model of renewable resource harvesting with Bertrand competition," MPRA Paper 8916, University Library of Munich, Germany. [Downloadable!]
    3. Kathryn Graddy, 2006. "Markets : The Fulton Fish Market," Economics Series Working Papers 254, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:

  23. 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)
    Other versions:

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  24. 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)

    Cited by:

    1. Erik Bergkvist, 2001. "The value of time and forecasting of flowsin freight transportation," ERSA conference papers ersa01p271, European Regional Science Association. [Downloadable!]

  25. 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)
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  26. 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)
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  27. 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)
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  28. Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May. [Downloadable!] (restricted)

    Cited by:

    1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
    2. M. H. Neumann, . "Bootstrap Confidence Bands in Nonparametric Regression," Sonderforschungsbereich 373 1994-31, Humboldt Universitaet Berlin.

  29. 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)

    Cited by:

    1. K. Benhenni & F. Ferraty & M. Rachdi & P. Vieu, 2007. "Local smoothing regression with functional data," Computational Statistics, Springer, vol. 22(3), pages 353-369, September. [Downloadable!] (restricted)
    2. J. Vilar, 1995. "Kernel estimation of the regression function with random sampling times," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(1), pages 137-178, June. [Downloadable!] (restricted)
    3. Eva Ferreira & Vicente Nunez-Anton & Juan M. Rodriguez-Poo, 1999. "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI 199901, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
    4. Élie Youndjé & Martin Wells, 2008. "Optimal bandwidth selection for multivariate kernel deconvolution density estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 138-162, May. [Downloadable!] (restricted)
    5. Daren Cline, 1990. "Optimal kernel estimation of densities," Annals of the Institute of Statistical Mathematics, Springer, vol. 42(2), pages 287-303, June. [Downloadable!] (restricted)

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. 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)
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