Humboldt Universitaet Berlin

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:wop:humbsf

Undated

• 2002-65 Notes on an Endogenous Growth Model with two Capital Stocks I: The Deterministic Case
  by D. Bethmann
• 2002-64 Self-rated and changes in self-rated health as predictors of mortality - first evidence from german panel data
  by J. Schwarze & H. Andersen & S. Anger
• 2002-63 Nonparametric Estimation of an Additive Model with a Link Function
  by J. Horowitz & E. Mammen
• 2002-62 Smoothed Influence Function: Another View at Robust Nonparametric Regression
  by J. Tamine
• 2002-61 Statistical inference for time-inhomogeneous volatility models
  by D. Mercurio & V. Spokoiny
• 2002-60 Lyapunov Exponents for Linear Delay Equations in arbitrary Phase Spaces
  by M. Riedle
• 2002-59 On stability of numerical algorithms
  by H. Gilsing
• 2002-58 Bayes Estimates in Multivariate Semiparametric Linear Models
  by O. Bunke
• 2002-57 Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
  by E. Gobet & M. Hoffmann & M. Reiß
• 2002-56 Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
  by Y. Xia & W. Härdle
• 2002-55 Real Estate Valuation According to Standardized Methods: An Empirical Analysis
  by R. Schulz
• 2002-54 Credit Risk Modeling and Valuation: an Introduction
  by K. Giesecke
• 2002-53 Hedging and Portfolio Optimization in Illiquid Financial Markets
  by P. Bank & D. Baum
• 2002-52 An Exponential Model for Dependent Defaults
  by K. Giesecke
• 2002-51 I want You! An experiment studying the selection effect when assigning distributive power
  by J. Brandts & W. Güth & A. Stiehler
• 2002-50 Adaptive wavelet Galerkin methods for linear inverse problems
  by A. Cohen & M. Hoffmann & M. Reiß
• 2002-49 Client / Server based Statistical Computing
  by T. Kleinow & H. Lehmann
• 2002-48 A Monte Carlo Study of Structural Equation Models for Finite Mixtures
  by J. Williams & D. Temme & L. Hildebrandt
• 2002-47 Compensator-Based Simulation of Correlated Defaults
  by K. Giesecke
• 2002-46 XQS/MD*Crypt as a Means of Education and Computation
  by J. Feuerhake
• 2002-45 Transactions that did not happen and their influence on prices
  by A. Kirman & W. Härdle & R. Schulz & A. Werwatz
• 2002-44 Simulation based Option Pricing
  by J. Lüssem & J. Schumacher
• 2002-43 Nonparametric Estimators of GARCH Processes
  by J. Franke & H. Holzberger & M. Müller
• 2002-42 Net Based Spreadsheets in Quantitative Finance
  by G. Aydinli
• 2002-41 Statistical Process Control
  by S. Knoth
• 2002-40 Estimating State-Price Densities with Nonparametric Regression
  by K. Huynh & P. Kervella & J. Zheng
• 2002-39 A simple state space model of house prices
  by R. Schulz & A. Werwatz
• 2002-38 Testing the Diffusion Coefficient
  by T. Kleinow
• 2002-37 Drivers and Impediments of Consumer Online Information Search: Self-controlled versus Agent-based Search in a High Involvement Context
  by S. Spiekermann & M. Strobel & D. Temme
• 2002-36 Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland
  by J. Breitung & D. Jagodzinski
• 2002-35 Did Sunspot Cause the Great Depression?
  by S. Harrison & M. Weder
• 2002-34 Multiplicative SARIMA models
  by R. Chen & R. Schulz & S. Stephan
• 2002-33 Structural Equation Models for Finite Mixtures - Simulation Results and Empirical Applications
  by D. Temme & J. Williams & L. Hildebrandt
• 2002-32 Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates
  by Y. Hong & H. Li
• 2002-31 Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression
  by R. Slama & A. Werwatz & O. Boutou & B. Ducot
• 2002-30 Correlated Default With Incomplete Information
  by K. Giesecke
• 2002-29 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment
  by C. Schmidt & A. Werwatz
• 2002-28 Should smart investors buy funds with high returns in the past?
  by F. Palomino & H. Uhlig
• 2002-27 Efficient hedging for a complete jump-diffusion model
  by M. Kirch & R. Krutchenko & A. Melnikov
• 2002-26 Integrating a Behavioral Preference Calculus into a Simultaneous Market Entry Game: Analyses of Equilibria for Selected Cases of Prior Gain and Loss Experiences
  by A. Schröder & C. Schade
• 2002-25 Worry and the Illusion of Safety: Evidence from a Real-Objects Experiment
  by C. Schade & H. Kunreuther
• 2002-24 Intuitive Optimizing for Time Allocation Decisions in Newly Formed Ventures
  by M. Lévesque & C. Schade
• 2002-23 Low-Probability Insurance Decisions: The Role of Concern
  by C. Schade & H. Kunreuther & K. Kaas
• 2002-22 Unobservable Effects in Structural Models of Business Performance
  by D. Annacker & L. Hildebrandt
• 2002-21 MD*Book online - a tool for creating interactive documents
  by S. Klinke & R. Witzel
• 2002-20 Nonlinear GARCH Models for Highly Persistent Volatility
  by M. Lanne & P. Saikkonen
• 2002-19 Training Systems and Labor Mobility -A Comparison between Germany and Sweden
  by T. Korpi & A. Mertens
• 2002-18 Privately Contributing to Public Goods over Time - An Empirical Study-
  by W. Güth & M. Levati & A. Stiehler
• 2002-17 Money and Banks: Some Theory and Empirical Evidence for Germany
  by O. Holtemöller
• 2002-16 Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap
  by W. Härdle & A. Yatchew
• 2002-15 Starting Points Effects on Risk-Taking Behavior
  by C. Schade & M. Steul & A. Schröder
• 2002-14 Malliavin's calculus in insider models: additional utility and free lunches
  by P. Imkeller
• 2002-13 Does Future PC Use Determine Our Wages Today? - Evidence from German Panel Data
  by S. Anger & J. Schwarze
• 2002-12 Money and Prices: An I(2) Analysis for the Euro Area
  by O. Holtemöller
• 2002-11 Social norms and optimal incentives in firms
  by S. Huck & D. Kübler & J. Weibull
• 2002-10 MD*ReX: Linking XploRe to Standard Spread-sheet Applications
  by G. Aydinli & W. Härdle & T. Kleinow & H. Sofyan
• 2002-9 On the Effects of Aggregating Cointegrated Variables over Time
  by C. Müller
• 2002-8 Default Compensator, Incomplete Information, and the Term Structure of Credit Spreads
  by K. Giesecke
• 2002-7 Structural Vector Autoregressive Models and Monetary Policy Analysis
  by O. Holtemöller
• 2002-6 Semiparametric Regression Analysis under Imputation for Missing Response Data
  by Q. Wang & W. Härdle & O. Linton
• 2002-5 Kursunterschiede und Renditen deutscher Stamm-und Vorzugsaktien
  by S. Daske & O. Ehrhardt
• 2002-4 A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems
  by P. Bank & N. El Karoui
• 2002-3 A parametric approach to the estimation of cointegration vectors in panel data
  by J. Breitung
• 2002-2 On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models
  by R. Brüggemann
• 2002-1 How Precise Are Price Distributions Predicted by Implied Binomial Trees?
  by W. Härdle & J. Zheng
• 2001-103 Nonparametric Kernel Estimation of Evolutionary Autoregressive Processes
  by W. Kim
• 2001-102 Job Stability Trends, Layoffs and Quits - An Empirical Analysis for West Germany
  by A. Bergemann & A. Mertens
• 2001-101 Kernel Estimation of Functional Coefficients in Nonparametric ARX Time Series Models
  by W. Kim
• 2001-100 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
  by P. Cizek
• 2001-99 Affine Stochastic Differential Equations with Infinite Delay on Abstract Phase Spaces
  by M. Riedle
• 2001-98 Did the Fed Surprise the Markets in 2001? A case study for VARs with Sign Restrictions
  by H. Uhlig
• 2001-97 Simultaneous and sequential price competition in heterogeneous duopoly markets: Experimental evidence
  by D. Kübler & W. Müller
• 2001-96 Testing for short and long-run causality: The case of the yield spread and economic growth
  by J. Breitung & B. Candelon
• 2001-95 The relative importance of group-level effects on the performance of German companies
  by S. Brenner & O. Bunke & B. Droge & J. Schwalbach
• 2001-94 Exponential Stability in P-th Mean of Solutions, and of Convergent Euler-type Solutions, of Stochastic Delay Differential Equations
  by C. Baker & E. Buckwar
• 2001-93 Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model
  by P. Saikkonen
• 2001-92 Optimal Consumption Choice for Ratchet Investors
  by F. Riedel
• 2001-91 On parametric statistical models for stationary solutions of affine stochastic delay differential equations
  by A. Gushchin & U. Küchler
• 2001-90 On Ito's formula for multidimensional Brownian motion
  by H. Föllmer & P. Protter
• 2001-89 Zur Vorteilhaftigkeit von Kapitallebensversicherungen gegenüber alternativen Anlageformen - Eine Analyse aus Anlegersicht
  by H. Gründl & R. Stehle & T. Waldow
• 2001-88 Weak approximation of stochastic differential delay equations
  by T. Shardlow & E. Buckwar
• 2001-87 The Transmission of German Monetary Policy in the Pre-Euro Period
  by H. Lütkepohl & J. Wolters
• 2001-86 Information cascades on the labor market
  by D. Kübler & G. Weizsäcker
• 2001-85 MM*Stat - a multimedia tool for teaching of statistics
  by B. Rönz
• 2001-84 Overeducation, Undereducation, and the Theory of Career Mobility
  by F. Büchel & A. Mertens
• 2001-83 Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
  by H. Herwartz & H. Reimers
• 2001-82 Unit Root Tests in the Presence of Innovational Outliers
  by M. Lanne & H. Lütkepohl & P. Saikkonen
• 2001-81 The Costs of Not Knowing the Radius
  by H. Rieder & M. Kohl & P. Ruckdeschel
• 2001-80 E-privacy: Evaluating a new search cost in online environments
  by D. Annacker & S. Spiekermann & M. Strobel
• 2001-79 Measures for the structure of clustering and admissibilities of its algorithm
  by T. Takeuchi & H. Yadohisa & K. Inada
• 2001-78 Space Distortion and Monotone Admissibility in Agglomerative Clustering
  by T. Takeuchi & H. Yadohisa & K. Inada
• 2001-77 A Mixed User Interface for a Statistical System
  by Y. Yamamoto & J. Nakano & T. Fujiwara & I. Kobayshi
• 2001-76 Distributed Computing in a Time Series Analysis System
  by Y. Yamamoto & J. Nakano
• 2001-75 The Influence of Inventory Effects and Reference Points on the Rate of Consumption
  by D. Bell & Y. Boztug
• 2001-74 Multivariate Volatility Models
  by M. Fengler & H. Herwartz
• 2001-73 The Analysis of Implied Volatilities
  by M. Fengler & W. Härdle & P. Schmidt
• 2001-72 An Implementation of a Statistical Language Based on JAVA
  by T. Fujiwara & J. Nakano & Y. Yamamoto & I. Kobayshi
• 2001-71 Convex measures of risk and trading constraints
  by H. Föllmer & A. Schied
• 2001-70 The Third Generation (UMTS) Spectrum Auction in Germany
  by V. Grimm & F. Riedel & E. Wolfstetter
• 2001-69 Comparative Study of One-Bid versus Two-Bid Auctions
  by R. Ivanova-Stenzel & D. Sonsino
• 2001-68 A Procedural and Object-Oriented Statistical Language
  by I. Kobayshi & T. Fujiwara & J. Nakano & Y. Yamamoto
• 2001-67 Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
  by L. Gil-Alana
• 2001-66 The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
  by L. Gil-Alana
• 2001-65 Multiple Politico-Economic Regimes, Inequality and Growth
  by A. Desdoigts & F. Moizeau
• 2001-64 Empirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data
  by Q. Wang & J. Rao
• 2001-63 Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
  by H. Lütkepohl & P. Saikkonen & C. Trenkler
• 2001-62 Random times at which insiders can have free lunches
  by P. Imkeller
• 2001-61 Manipulation in Political Stock Markets - Preconditions and Evidence
  by J. Hansen & C. Schmidt & M. Strobel
• 2001-60 Autoregressive Aided Periodogram Bootstrap for Time Series
  by J.-P. Kreiss & E. Paparoditis
• 2001-59 Bootstrap Methods For Time Series
  by W. Härdle & J. Horowitz & J.-P. Kreiss
• 2001-58 A State Space Model For Berlin House Prices
  by R. Schulz & A. Werwatz
• 2001-57 Predictive Accuracy of Political Stock Markets - Empirical Evidence from a European Perspective
  by M. Berlemann & C. Schmidt
• 2001-56 Unemployment and Input Prices: A Fractional Cointegration Approach
  by G. Caporale & L. Gil-Alana
• 2001-55 Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes
  by S. Jaschke
• 2001-54 The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations
  by S. Jaschke
• 2001-53 The Great Demand Depression
  by M. Weder
• 2001-52 A Benchmark Model for Financial Markets
  by E. Platen
• 2001-51 Semiparametric Estimation in Single Index Poisson Regression: A Practical Approach
  by D. Climov & M. Delecroix & L. Simar
• 2001-50 The Swiss UMTS Spectrum Auction Flop: Bad Luck or Bad Design?
  by E. Wolfstetter
• 2001-49 Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles
  by M. Burda & M. Weder
• 2001-48 On adaptive smoothing in partial linear models
  by G. Golubev & W. Härdle
• 2001-47 Extracting implicit density functions from short term interest rate options
  by H. Nielsen
• 2001-46 Fractional Integration and Business Cycle Features
  by B. Candelon & L. Gil-Alana
• 2001-45 Experimental Beauty Contests with Homogeneous and Heterogeneous Players and with Interior and Boundary Equilibria
  by W. Güth & M. Kocher & M. Sutter
• 2001-44 Simultaneous Over- and Underconfidence: Evidence from Experimental Asset Markets
  by B. Maciejovsky & E. Kirchler
• 2001-43 Everyday Representations of Tax Avoidance, Tax Evasion, and Tax Flight: Do Legal Differences Matter?
  by E. Kirchler & B. Maciejovsky & F. Schneider
• 2001-42 Fairness in the Mail and Opportunism in the Internet - A Newspaper Experiment on Ultimatum Bargaining
  by W. Güth & C. Schmidt & M. Sutter
• 2001-41 Fragmentation, Globalization and Labor Markets
  by M. Burda & B. Dluhosch
• 2001-40 Cost Competition, Fragmentation and Globalization
  by M. Burda & B. Dluhosch
• 2001-39 Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
  by M. Lanne & H. Lütkepohl & P. Saikkonen
• 2001-38 The Dynamics of Implied Volatilities: A Common Principle Components Approach
  by M. Fengler & W. Härdle & C. Villa
• 2001-37 Estimation and Arbitrage Opportunities for Exchange Rate Baskets
  by D. Mercurio & C. Torricelli
• 2001-36 Financial price fluctuations in a stock market model with many interacting agents
  by U. Horst
• 2001-35 The Parasite Game: Exploiting the Abundance of Nature in Face of Competition
  by J. Avrahami & Y. Kareev & W. Güth
• 2001-34 Predating Predators
  by J. Avrahami & Y. Kareev & W. Güth
• 2001-33 A Nonparametric Regression Estimator that Adapts to Error Distribution of unknown Form
  by O. Linton & Z. Xiao
• 2001-32 Does Cascade Behavior in Information Cascades Reflect Bayesian Updating?
  by C. Oberhammer & A. Stiehler
• 2001-31 Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany
  by V. Grimm & F. Riedel & E. Wolfstetter
• 2001-30 Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay
  by U. Küchler & E. Platen
• 2001-29 Asymptotics of locally interacting Markov chains with global signals
  by U. Horst
• 2001-28 Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist
  by F. Riedel
• 2001-27 Forecasting the Real Output Using Fractionally Integrated Techniques
  by L. Gil-Alana
• 2001-26 A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
  by L. Gil-Alana
• 2001-25 Robust Estimation in Nonlinear Regression Models
  by P. Cizek
• 2001-24 Semiparametric Diffusion Estimation and Application to a Stock Market Index
  by W. Härdle & T. Kleinow & A. Korostelev & C. Logeay
• 2001-23 Hotelling Games with Three, Four, and More Players
  by S. Brenner
• 2001-22 Initial Offerings of Options
  by S. Müller
• 2001-21 Convergence of locally and globally interacting Markov chains
  by H. Föllmer & U. Horst
• 2001-20 Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis
  by H. Gilsing & U. Küchler & E. Platen
• 2001-19 Sources of German Unemployment: A Structural Vector Error Correction Analysis
  by R. Brüggemann
• 2001-18 Managerqualität und Unternehmensgröße
  by J. Schwalbach & S. Brenner
• 2001-17 Framing Effects on Asset Markets - An Experimental Analysis -
  by E. Kirchler & B. Maciejovsky & M. Weber
• 2001-16 Mental Accounting and the Impact of Tax Penalty and Audit Frequency on the Declaration of Income - An Experimental Analysis -
  by B. Maciejovsky & E. Kirchler & H. Schwarzenberger
• 2001-15 Bidding Behavior in Asymmetric Auctions: An Experimental Study
  by W. Güth & R. Ivanova-Stenzel & E. Wolfstetter
• 2001-14 On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
  by U. Küchler & V.A. Vasiliev
• 2001-13 Heuristics as Decision Rules - Part I: The Single Consumer
  by W. Güth & W. Neuefeind
• 2001-12 From full to bounded rationality - The limits of unlimited rationality
  by W. Güth & H. Kliemt
• 2001-11 Retributive Responses
  by W. Güth & H. Kliemt & A. Ockenfels
• 2001-10 Capacity Choices and Price Competition in Experimental Markets
  by V. Anderhub & W. Güth & U. Kamecke & H. Normann
• 2001-9 Alternating Offer Bargaining Experiments with Varying Institutional Details
  by V. Anderhub & W. Güth & N. Marchand
• 2001-8 Langzeiteffekte der "Theory of Games and Economic Behavior"
  by W. Güth & H. Kliemt
• 2001-7 Time Inhomogeneous Multiple Volatility Modelling
  by W. Härdle & H. Herwartz & V. Spokoiny
• 2001-6 Fairness versus Efficiency
  by W. Güth & H. Kliemt & A. Ockenfels
• 2001-5 Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals
  by M. Lanne & H. Lütkepohl
• 2001-4 MM*Stat - Eine interaktive Einführung in die Welt der Statistik - Exponat auf der CeBit 2001
  by W. Härdle & H. Lehmann & B. Rönz
• 2001-3 Limited depth of reasoning and failure of cascade formation in the laboratory
  by D. Kübler & G. Weizsäcker
• 2001-2 Compensating the Cooperators: Is Sorting in the Prisoners Dilemma Possible?
  by I. Bohnet & D. Kübler
• 2001-1 An Empirical Likelihood Goodness-of-Fit Test for Time Series
  by S. Chen & W. Härdle & T. Kleinow
• 2000-113 Private Information, Risk Aversion, and the Evolution of Market Research
  by S. Güth & W. Güth & W. Müller
• 2000-112 Bayesian Estimation of NIG-parameters by Markov Chain Monte Carlo Methods
  by J. Lillestol
• 2000-111 Experimental Game Theory
  by W. Güth
• 2000-110 Trust and Reciprocity in the Investment Game with Indirect Reward
  by W. Güth & M. Königstein & N. Marchand & K. Nehring
• 2000-109 On the Evolution of Power Indices in Collective Bargaining
  by W. Güth & S. Berninghaus
• 2000-108 On the Job Search and the Wage Distribution
  by B.J. Christensen & D.T. Mortensen & G. Neumann & A. Werwatz
• 2000-107 A Generalized Fractional Time Series Model
  by L. Gil-Alana
• 2000-106 Deterministic Seasonality Versus Seasonal Fractional Integration
  by L. Gil-Alana
• 2000-105 Testing of Fractional Cointegration in Macroeconomic Time Series
  by L. Gil-Alana
• 2000-104 Existence and Structure of Stochastic Equilibria with Intertemporal Substitution
  by P. Bank & F. Riedel
• 2000-103 Probabilistic Aspects of Financial Risk
  by H. Föllmer
• 2000-102 Why Firms Should Care for Costumers
  by M. Königstein & W. Müller
• 2000-101 Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg
  by O. Bunke & B. Droge & J. Schwalbach
• 2000-100 Analyzing XploRe Download Profiles with Intelligent Miner
  by H. Sofyan & A. Werwatz
• 2000-99 Common Cycles: A Frequency Domain Approach
  by J. Breitung & B. Candelon
• 2000-98 Cointegrating Smooth Transition Regressions With Application to the Asian Currency Crisis
  by P. Saikkonen & I. Choi
• 2000-97 Common Factors Governing VDAX Movements and the Maximum Loss
  by W. Härdle & P. Schmidt
• 2000-96 Dumb Software Agents on an Experimental Asset Market
  by J. Großklags & C. Schmidt & J. Siegel
• 2000-95 On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
  by B. Candelon & H. Lütkepohl
• 2000-94 Asymptotic Properties of Robust Three-Stage Procedure Based on Bootstrap for M-Estimator
  by Z. Hlavka
• 2000-93 Hedging the Standard of Living via Cost of Living Index Futures
  by R. Schulz
• 2000-92 Risk Premia and Financial Modelling Without Measure Transformation
  by E. Platen
• 2000-91 A Minimal Financial Market Model
  by E. Platen
• 2000-90 Price Variability and Price Dispersion in a Stable Monetary Environment: Evidence From German Retail Markets
  by M. Fengler & J. K. Winter
• 2000-89 Nonparametric Estimation of Generalized Impulse Response Function
  by R. Tschernig & L. Yang
• 2000-88 On Testing Conditional Moment Restrictions: The Canonical Case
  by G. Tripathi & Y. Kitamura
• 2000-87 Bootstrap Inference in Single Equation Error Correction Models
  by H. Herwartz & M. Neumann
• 2000-86 A Local Instrumental Estimation Method for Generalized Additive Volatility Models
  by W. Kim & O. Linton
• 2000-85 Nonparametric estimation of homogeneous function
  by G. Tripathi & W. Kim
• 2000-84 Investigation of the Stochastic Utility Maximization Process of Consumer Brand Choice by Semiparametric Modeling
  by M. Abe & Y. Boztug & L. Hildebrandt
• 2000-83 Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process
  by H. Lütkepohl & P. Saikkonen & C. Trenkler
• 2000-82 Robust Learning Experiments -Evidence for Learning and Deliberation-
  by W. Güth

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This page was last updated on 2009-11-13.