Stephan Stahlschmidt

Personal Details

First Name:	Stephan
Middle Name:
Last Name:	Stahlschmidt
Suffix:
RePEc Short-ID:	pst632
	[This author has chosen not to make the email address public]
Terminal Degree:	2015 Center for Applied Statistics and Econometrics (CASE); Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

(25%) Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://ise.wiwi.hu-berlin.de/
RePEc:edi:ishubde (more details at EDIRC)

(50%) Centrum für Soziale Investitionen und Innovationen (CSI)
Ruprecht-Karls-Universität Heidelberg

Heidelberg, Germany
http://www.csi.uni-heidelberg.de/
RePEc:edi:csheide (more details at EDIRC)

(25%) Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin

Berlin, Germany
http://www.case.hu-berlin.de/
RePEc:edi:cahubde (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle, 2014. "Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers SFB649DP2014-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

   Cited by:

   1. Farooq, Muhammad & Steinwart, Ingo, 2017. "An SVM-like approach for expectile regression," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 159-181.

2. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2011. "Bayesian Networks and Sex-related Homicides," SFB 649 Discussion Papers SFB649DP2011-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

   Cited by:

   1. Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   2. Gökhan Cebiroğlu & Ulrich Horst, 2011. "Optimal Display of Iceberg Orders," SFB 649 Discussion Papers SFB649DP2011-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   3. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2011. "Multivariate Volatility Modeling of Electricity Futures," SFB 649 Discussion Papers SFB649DP2011-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
      • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
      • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   4. Raffaele Fiocco & Carlo Scarpa, 2011. "The Regulation of Interdependent Markets," SFB 649 Discussion Papers SFB649DP2011-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • Fiocco, Raffaele & Scarpa, Carlo, 2014. "The regulation of markets with interdependent demands," Information Economics and Policy, Elsevier, vol. 27(C), pages 1-12.
      • Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   5. Raffaele Fiocco, 2012. "Competition and regulation with product differentiation," Journal of Regulatory Economics, Springer, vol. 42(3), pages 287-307, December.
      • Raffaele Fiocco, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers SFB649DP2011-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   6. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
      • Fabian Y. R. P. Bocart & Christian M. Hafner, 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers SFB649DP2011-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • Bocart, Fabian & Hafner, Christian, 2012. "Econometric analysis of volatile art markets," LIDAM Reprints ISBA 2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
      • BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   7. Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
      • Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
      • Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," SFB 649 Discussion Papers SFB649DP2011-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   8. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
      • Enno Mammen & Christoph Rothe & Melanie Schienle, 2011. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2011-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
      • Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
      • Enno Mammen & Christoph Rothe & Melanie Schienle, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers SFB649DP2014-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   9. Gökhan Cebiro˜glu & Ulrich Horst, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers SFB649DP2011-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   10. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
       • Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
       • Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2012. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2012-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
       • Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Financial network systemic risk contributions," CFS Working Paper Series 2013/20, Center for Financial Studies (CFS).
       • Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
       • Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2012-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   11. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   12. Wolfgang Härdle & Maria Osipenko, 2011. "Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   13. Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
       • Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
       • Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
       • Bertrand, Aurélie & Hafner, Christian M., 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers 2011-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
       • Aurélie Bertrand & Christian M. Hafner, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers SFB649DP2011-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   14. Felix Naujokat & Ulrich Horst, 2011. "When to Cross the Spread: Curve Following with Singular Control," SFB 649 Discussion Papers SFB649DP2011-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   15. Alena MyÅ¡iÄ ková & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2011. "Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers SFB649DP2011-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   16. Ray-Bing Chen & Ying Chen & Wolfgang Härdle, 2011. "TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   17. Dorothee Schneider, 2011. "The Labor Share: A Review of Theory and Evidence," SFB 649 Discussion Papers SFB649DP2011-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   18. Nikolaus Hautsch & Ruihong Huang, 2011. "Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data," SFB 649 Discussion Papers SFB649DP2011-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
       • Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   19. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
       • Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
       • Kartik Anand & Prasanna Gai & Matteo Marsili, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers SFB649DP2011-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   20. Alexander Meyer-Gohde, 2011. "Monetary Policy, Determinacy, and the Natural Rate Hypothesis," SFB 649 Discussion Papers SFB649DP2011-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
       • Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   21. Gregor Heyne & Michael Kupper & Christoph Mainberger, 2011. "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators," SFB 649 Discussion Papers SFB649DP2011-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
   22. Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2011. "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments," SFB 649 Discussion Papers SFB649DP2011-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Articles

1. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2013. "Bayesian networks for sex-related homicides: structure learning and prediction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(6), pages 1155-1171, June.

   Cited by:

   1. E. Cene & F. Karaman, 2015. "Analysing organic food buyers' perceptions with Bayesian networks: a case study in Turkey," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(7), pages 1572-1590, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (3) 2011-08-02 2014-03-01 2014-11-01
2. NEP-GEO: Economic Geography (1) 2014-03-01
3. NEP-URE: Urban and Real Estate Economics (1) 2014-03-01

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