Contact information of Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb373. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/sfhubde.html .
Content
1995
- 1995,59 Prediction of Currency Exchange Rates by Using a Multi-Neural Network System (Technical Report)
by Schwärzel, R.
- 1995,58 Migration and the Option Value of Waiting
by Burda, M. C.
- 1995,57 Investigating Stability and Linearity of a German M1 Money Demand Function
by Lütkepohl, H. & Teräsvirta, T. & Wolters, J.
- 1995,56 Modellierung von Aktienkursen durch Diffusionen mit Sprüngen - Modelldiskussion und ein Weg zur Schätzung der Parameter
by Streller, A.
- 1995,55 Optimal Smoothing in Adaptive Location Estimation
by Mammen, Enno & Park, B. U.
- 1995,54 Consistent Specification of Cointegrated Autoregressive Moving-Average Systems
by Poskitt, D. & Lütkepohl, H.
- 1995,53 Smooothing Techniques Applied to a Key Economic Issue: The 'Convergence' Hypothesis
by Desdoigts, A.
- 1995,52 Model Selection, Transformations and Variance Estimation in Nonlinear Regression
by Bunke, O. & Droge, B. & Polzehl, J.
- 1995,51 Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate
by Lütkepohl, H. & Tschernig, R.
- 1995,50 Nonparametric Estimation of Additive Seperable Regression Models
by Chen, R. & Härdle, Wolfgang & Linton, O. B. & Severance-Lossin, E.
- 1995,49 Nonparametric versus Parametric Goodness of Fit
by Konakov, V. & Läuter, H. & Liero, H.
- 1995,48 Estimation of Additive Regression Models with Links
by Linton, O. B. & Härdle, Wolfgang
- 1995,47 Kernel-based Projection Pursuit Indices in XGobi
by Klinke, S. & Cook, D.
- 1995,46 A Simultaneous Equations Approach to Cointegrated Systems
by Breitung, J.
- 1995,45 A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
by Bossaerts, P. & Härdle, Wolfgang & Hafner, C.
- 1995,44 Minimax Nonparametric Hypothesis Testing: The Case of an Inhomogeneous Alternative
by Lepski, O. V. & Spokoiny, V. G.
- 1995,43 Impulse Response Functions for Periodic Integration
by Breitung, J. & Franses, P.
- 1995,42 Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression
by Härdle, Wolfgang & Tsybakov, A.
- 1995,41 Semiparametric Smoothing Splines: Estimation and Testing
by Poo, J. R.
- 1995,40 Accessing 'computable' information over the WWW: the MMM Project
by Krishnan, R. & Müller, R. & Schmidt, P.
- 1995,39 Eine empirische Studie zur Abhängigkeit der Managergehälter vom Unternehmenserfolg in Deutschland
by Gajewski, C. & Bartels, K.
- 1995,38 Minimax Nonparametric Hypothesis Testing: The Case of an Inhomogeneous Alternative
by Lepski, V. & Spokoiny, V.
- 1995,37 Minimax Bahadur Efficiency for Small Confidence Intervals
by Korostelev, A. & Leonov, S.
- 1995,36 Comparing Parametric and Semiparametric Binary Response Models
by Proen, I. & Werwatz, A.
- 1995,35 Arbitrage Bounds for the Term Structure of Interest Rates
by Jaschke, S. R.
- 1995,34 Monetary Policy under Imperfectly Observable Commitment: The Return of the Time Inconsistency Problem
by Adolph, B.
- 1995,33 Experiences with Bivariate Projection Pursuit Indices
by Polzehl, J. & Klinke, S.
- 1995,32 Remarks on Nonlinear Regression Problems
by Malzahn, U.
- 1995,31 Nichtlineare Regression und eine Anwendung auf die Untersuchung von Managergehältern
by Malzahn, U.
- 1995,30 A Berry-Ess\'een Theorem for Serial Rank Statistics
by Hallin, M. & Rifi, K.
- 1995,29 Nonparametric Regression
by Härdle, Wolfgang & Linton, O.
- 1995,28 Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters
by Teräsvirta, T. & Lin, C.
- 1995,27 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration
by Dufour, J.
- 1995,26 Data Envelope Analysis Accounting for a Stochastic Component in the Data
by Severance-Lossin, E.
- 1995,25 GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments
by Bertschek, I. & Lechner, M.
- 1995,24 Wavelet Theresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra
by Neumann, M. H. & V. Sachs, R.
- 1995,23 A Simple Solution of Some Auction Games
by Wolfstetter, E.
- 1995,22 Optimal Pointwise Adaptive Methods in Nonparametric Estimation
by Lepskii, O. V. & Spokoiny, V.
- 1995,21 Semiparametric Single Index Versus Fixed Link Function Modelling
by Härdle, Wolfgang & Spokoiny, V. & Sperlich, S.
- 1995,20 Testing for Unit Roots in Panel Data Using a GMM Approach
by Breitung, J.
- 1995,19 Konjunkturanalyse mit Markov-Regimewechselmodellen
by Krolzig, H.-M. & Lütkepohl, H.
- 1995,18 Nonparametric Hypotheses Testing of Optimizing Behavior
by Severance-Lossin, E.
- 1995,17 The Interval Order Polytope of a Diagraph
by Müller, R. & Schultz, A. S.
- 1995,16 Estimation and Variable Selection in Additive Nonparametric Regression Models
by Härdle, Wolfgang & Chen, R.
- 1995,15 Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument
by Desdoigts, A.
- 1995,14 Nonparametric Time Series Analysis, a selectiv review with examples
by Härdle, Wolfgang & Chen, R.
- 1995,13 Clustering in an Interactive Way
by Mucha, H. -J.
- 1995,12 Asymptotic Normality in Mixture Models
by V. D. Geer, S.
- 1995,11 Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
by Lütkepohl, H. & Saikkonen, P.
- 1995,10 Comparison of the Asymptotic Power of Tests Based on L. - and L.- Norms under Non-Standard Local Alternatives
by Konakov, V. & Läuter, H. & Liero, H.
- 1996,5 Managervergütung und Unternehmenserfolg
by Schwalbach, Joachim & Graßhoff, Ulrike
- 1996,4 Preisregeln für Auktionen und Ausschreibungen: Eine Diskussion
by Wolfstetter, Elmar
- 1996,3 Third- and higher-price auctions
by Wolfstetter, Elmar
- 1995,9 Wiederholter Bertrand Wettbewerb bei unvollständiger Information
by Wolfstetter, E.
- 1995,8 The Identification of Fractional ARIMA Models
by Schmidt, C. M. & Tschernig, R.
- 1995,7 How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment
by Bertschek, I.
- 1995,6 On The Poset Polytope of a Digraph
by Müller, R.
- 1995,5 The Desing of MMM: A Model Management System for Time Series Analysis
by Günther, O. & Müller, R. & Weigend, A S.
- 1995,4 Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
by Korostelev, A. P. & Spokoiny, V. G.
- 1995,3 Optimal Spatial Adaptation to Inhomogeneous Smoothness: an Approach Based on Kernel Estimates with Variable Bandwidth Selectors
by Lepskii, O. V. & Mammen, Enno & Spokoiny, V. G.
- 1995,2 On Local Adaptivity of Kernel Estimates with Plug-In Local Bandwidth Selectors
by Gijbels, I. & Mammen, Enno
- 1995,1 Density and Regression Smoothing
by Fan, J. & Müller, Maike
1994
- 1994,49 Selecting Input Variables Using Mutual Information and Nonparemetric Density Estimation
by Weigend, A. S. & Bonnlander, B. V.
- 1994,48 On the moments of some first passage times for exponential families of processes
by Sörensen, M.
- 1994,47 Exploratory Data Analysis of Short-Term Interest Rates
by Jaschke, Stefan
- 1994,46 Long Memory in Foreign Exchange Rates Revisited
by Tschernig, R.
- 1994,45 Empirical Process of Residuals for High-Dimensional Linear Models
by Mammen, Enno
- 1994,44 Making Wald Tests Work for Cointegrated Var Systems
by Dolado, Juan J. & Lütkepohl, Helmut
- 1994,43 Nonlinear Interest Rate Dynamics and Implications for the Term Structure
by Pfann, G. & Schotman, P. & Tschernig, R.
- 1994,42 Search of Significant Variables in Nonparametric Additive Regression
by Härdle, Wolfgang & Korostelev, A.
- 1994,41 BSDE's with jumps and associated integro-partial differential equations
by Buckdahn, R. & Pardoux, E.
- 1994,40 Construction of Nonnegative Numerical Solutions for SDE's: Explosions, Lifetime, Nonnegativity, and Uniform Boundedness
by Schurz, H.
- 1994,39 Additive Nonparametric Regression on Principal Components
by Härdle, Wolfgang & Tsybakov, A. B.
- 1994,38 On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes
by Sörensen, M.
- 1994,37 On Qualitative Smoothness of Kernel Density Estimates
by Mammen, Enno
- 1994,36 Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates
by Horowitz, J. L. & Härdle, Wolfgang
- 1994,35 Evaluating Neural Network Predictors by Bootstrapping
by Weigend, Andreas S. & Lebaron, Blake
- 1994,34 Predictions with Confidence Intervals (Local Error Bars)
by Weigend, Andreas S. & Nix, David A.
- 1994,33 Backfitting and related procedures for non-parametric smoothing regression in competition
by Schimek, Michael G. & Neubauer, Gerhard P. & Stettner, Haro
- 1994,32 Locational Competition versus Cooperation in Labor Markets: An Implicit Contract Reinterpretation
by Burda, Michael & Mertens, Antje
- 1994,31 Bootstrap Confidence Bands in Nonparametric Regression
by Neumann, M. H.
- 1994,30 Some Simulation Results on Cross-Validation and Competitors for Model Choice
by Droge, Bernd
- 1994,29 Simultaneity with Downward Sloping Demand
by Manski, Charles
- 1994,28 Kointegration und gemeinsame Trends
by Lütkepohl, Helmut
- 1994,27 Better Bootstrap Confidence Intervals for Curve Estimation
by Härdle, Wolfgang & Huet, S. & Jolivet, E.
- 1994,26 Single Index Models with Mixed Discrete-Continuous Explsanatory Variables
by Korostelev, A. & Müller, Maike
- 1994,25 Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models
by Bunke, Olaf
- 1994,24 Aysymptotic Behaviour of Bayes Estimates Under Possibly Incorrect Models
by Bunke, Olaf & Milhaud, Xavier
- 1994,23 Stock Returns and Hyperbolic Distributions
by Kuechler, Uwe & Neumann, Kirsten & Soersensen, Michael & Streller, Arnfried
- 1994,22 An Aysymptotic Result for Sliced Inverse Regression
by Kötter, Thomas
- 1994,21 Testing for Random Walk Coefficients in a Simple State Space Model
by Moryson, Martin
- 1994,20 Behaviour of Kernel Density Estimates and Bandwidth Selectors for Contaminated Data Sets
by Mammen, Enno & Park, Byeong
- 1994,19 Commercial Bank Participation in Leveraged Buyouts
by Böhmer, Ekkhart
- 1994,18 Projection Pursuit Discriminant Analysis
by Polzehl, Joerg
- 1994,17 Semiparametric Testing of the Link Function in Models for Binary Outcomes
by Proenca, Isabel & Ritter, Christian
- 1994,16 Processing Joins with User-Defined Functions
by Gaede, Volker & Guenther, Oliver
- 1994,15 Optimal Median Smoothing
by Härdle, Wolfgang & Steiger, M.
- 1994,14 Kernel Estimation: the Equivalent Spline-Smoothing Method
by Härdle, Wolfgang & Nussbaum, M.
- 1994,13 Auctions: An Introduction
by Wolfstetter, Elmar
- 1994,12 Another Bertrand Paradox
by Wolfstetter, Elmar
- 1994,11 The Effect of Capital Structure and Consolidated Control on Firm Performance: The Case of Dual-class IPOs
by Böhmer, Ekkehart
- 1994,10 Management Optimism and Corporate Acquisitions: Evidence from Insider Trading
by Böhmer, Ekkehart
- 1994,9 Problems Related to Testing for Granger-Causality in VARMA Processes
by Luetkepohl, Helmut
- 1994,8 Fast and Simple Scatterplot Smoothing
by Härdle, Wolfgang & Marron, James S.
- 1994,7 Some Comments on Cross-Validation
by Droge, Bernd
- 1994,6 Testing a Parametric Model against a Semiparametric Model
by Härdle, Wolfgang & Horowitz, Joel L.
- 1994,5 Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference
by Lütkepohl, Helmut & Saikkonon, Petti
- 1994,4 On the Efficiency of Wavelet Estimators under Arbitrary Error Distributions
by Neumann, M. H. & Spokoiny, V. G.
- 1994,3 Testing for Multi-Step Causality in Time Series
by Lütkepohl, Helmut & Müller, Maike
- 1994,2 Testing increasing dispersion
by Härdle, Wolfgang & Park, Byeong
- 1994,1 Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten
by Lütkepohl, Helmut & Moryson, Martin & Wolters, Jürgen
Printed from https://ideas.repec.org/s/zbw/sfb3735.html
