# Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

# SFB 373 Discussion Papers

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Phone: +49-30-2093-5708

Fax: +49-30-2093-5617

Web page: http://www.wiwi.hu-berlin.de/

Email:

More information through EDIRC

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### 1999

**1999,63 Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses***by*Nautz, Dieter**1999,62 Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient***by*Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter**1999,61 Strategies, heuristics and the relevance of risk aversion in a dynamic decision problem***by*Müller, Wieland**1999,60 Job stability trends and labor market (re-)entry in West Germany 1984 - 1997***by*Mertens, Antje**1999,59 Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift***by*Butucea, Cristina & Nussbaum, Michael**1999,58 Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis***by*Hafner, Christian M. & Herwartz, Helmut**1999,57 Through trial & error to collusion***by*Huck, Steffen & Oechssler, Jörg & Normann, Hans-Theo**1999,56 Die Simulation langfristiger Überrenditen***by*Ehrhardt, Olaf & Koerstein, Ralf**1999,55 Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten***by*Hildebrandt, Lutz & Görz, Nicole**1999,53 Reappraising medfly longevity: A quantile regression survival analysis***by*Koenker, Roger & Geling, Olga**1999,52 Prior dispositions and actual behavior in dictator and ultimatum games***by*Brandstätter, Hermann & Güth, Werner & Himmelbauer, Judith & Kriz, Willy**1999,51 Tax Evasion with Earned Income and Varying Tax Rate - An Experimental Study -***by*V. Anderhub & S. Giese & W. Güth & A. Hoffmann**1999,50 Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model***by*J. Grammig & K. Maurer**1999,49 Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles***by*Burda, Michael C. & Weder, Mark**1999,48 Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt***by*Herwartz, Helmut & Reimers, Hans-Eggert**1999,47 Weekday dependence of German stock market returns***by*Herwartz, Helmut**1999,46 Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen: Methodische Trends und Software-Entwicklungen***by*Hildebrandt, Lutz & Görz, Nicole**1999,45 Component leasing on the World Wide Web***by*Jacobsen, Hans-Arno & Riessen, G. & Günther, Oliver**1999,44 The congruence of theoretical and empirical patterns of inter-store price competition***by*Klapper, Daniel & Cooper, Lee G. & Hildebrandt, Lutz**1999,43 Long-term work contracts versus sequential spot markets: Experimental evidence on firm-specific investment***by*Anderhub, Vital & Königstein, Manfred & Kübler, Dorothea**1999,42 The market reaction to stock splits: Evidence from Germany***by*Wulff, Christian**1999,41 European labor markets and the Euro: How much flexibility do we really need?***by*Burda, Michael C.**1999,39 Combining rational choice and evolutionary dynamics: The indirect evolutionary approach***by*Königstein, Manfred & Müller, Wieland**1999,38 To commit or not to commit: Endogenous timing in experimental duopoly markets***by*Huck, Steffen & Müller, Wieland & Normann, Hans-Theo**1999,37 No free lunch for large investors***by*Bank, Peter**1999,36 Some nonparametric tests for unit roots and cointegration***by*Breitung, Jörg**1999,35 Estimating wage losses of displaced workers in Germany***by*Burda, Michael C. & Mertens, Antje**1999,34 Numerical results concerning a sharp adaptive density estimator***by*Butucea, Cristina**1999,33 Unit root tests for time series with a structural break: When the break point is known***by*Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti**1999,32 Stackelberg beats Cournot: On collusion and efficiency in experimental markets***by*Huck, Steffen & Müller, Wieland & Normann, Hans-Theo**1999,31 Vector autoregressive analysis***by*Lütkepohl, Helmut**1999,30 Indeterminacy in the small open economy Ramsey growth model***by*Weder, Mark**1999,29 Comparison of bootstrap confidence intervals for impulse responses of German monetary systems***by*Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen**1999,28 Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten und Kreuzpreiselastizitäten***by*Klapper, Daniel**1999,27 Testing for unit roots in time series with level shifts***by*Saikkonen, Pentti & Lütkepohl, Helmut**1999,26 A simple variable selection technique for nonlinear models***by*Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf**1999,25 Strong discrete time approximation of Stochastic Differential Equations with Time Delay***by*U. Küchler & E. Platen**1999,24 Connected teaching of statistics***by*Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S.**1999,23 Heterogeneous time preferences and interest rates: The preferred habitat theory revisited***by*Riedel, Frank**1999,22 Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications***by*Hafner, Christian M. & Herwartz, Helmut**1999,21 Modeling the interdependence of volatility and inter-transaction duration processes***by*Grammig, Joachim & Wellner, Marc**1999,20 Two adaptive rates of convergence in pointwise density estimation***by*Butucea, Cristina**1999,19 Testing the multinomial logit model***by*Bartels, Knut & Boztuæg, Yasemin & Müller, Marlene**1999,18 Efficient hedging: Cost versus shortfall risk***by*Föllmer, Hans & Leukert, Peter**1999,17 The quality of the signal matters - A note on imperfect observability and the timing of moves***by*W. Müller**1999,16 Why do you hate me? - On the survival of spite -***by*M. Dufwenberg & W. Güth**1999,15 Agency-Theorie, Informationskosten und Managervergütung***by*Graßhoff, Ulrike & Schwalbach, Joachim**1999,14 Parametric versus nonparametric goodness of fit: Another view***by*Läuter, Henning & Nikulin, Michail**1999,12 On the Emergence of Attitudes towards Risk - Some Simulation Results***by*S. Huck & W. Müller & M. Strobel**1999,11 Consistency and Equilibrium Selection - How to avoid the Impasse?-***by*W. Güth**1999,10 An adaptive, rate-optimal test of a parametric model against a nonparametric alternative***by*Horowitz, Joel L. & Spokoiny, Vladimir G.**1999,8 On Intertemporal Allocation Behavior - A Selective Survey of Saving Experiments -***by*V. Anderhub & W. Güth**1999,6 Error reduction in density estimation under shape restrictions***by*Rychlik, Tomasz**1999,5 Modelling exchange rates volatility with multivariate long-memory ARCH processes***by*Teyssière, Gilles**1999,4 Vector autoregressions***by*Lütkepohl, Helmut**1999,3 On goodness-of-fit tests for accelerated life models***by*V. Bagdonavicius & M. Nikulin**1999,2 Comparison of nonparametric goodness of fit tests***by*Läuter, Henning & Sachsenweger, Cornelia**1999,1 Estimation in an additive model when the components are linked parametrically***by*Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno

### 1998

**1999,54 Estimating yield curves by Kernel smoothing methods***by*Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Tanggaard, Carsten**1999,40 Equilibrium bidding without the independence axiom: A graphical analysis***by*Grimm, Veronika & Schmidt, Ulrich**1999,13 Higher order forward rate agreements and the smoothness of the term structure***by*Jaschke, Stefan R.**1999,9 Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen***by*Burda, Michael C. & Weder, Mark**1999,7 Testing for linear autoregressive dynamics under heteroskedasticity***by*Hafner, Christian M. & Herwartz, Helmut**1998,114 Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models***by*L. Yang & R. Tschernig**1998,113 A generic architecture for hybrid intelligent systems***by*Jacobsen, Hans-Arno**1998,112 CORBA-based interoperable geographic information systems***by*Jacobsen, Hans-Arno & Voisard, Agnès**1998,111 Towards high-performance multithreaded CORBA servers***by*Jacobsen, Hans-Arno & Weissman, Boris**1998,110 A design pattern based approach to generating synchronization adaptors from annoted IDL***by*H.-A. Jacobsen & B.J. Krämer**1998,109 A model specification test***by*Bartels, Knut**1998,108 Non-time additive utility optimization: The case of certainty***by*Riedel, Frank & Bank, Peter**1998,107 Nonparametric autoregression with multiplicative volatility and additive mean***by*Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P.**1998,106 A minimality property of the minimal martingale measure***by*Schweizer, Martin**1998,105 Canonical correlation statistics for testing the cointegration rank in a reversed order***by*Breitung, Jörg**1998,104 Will banks promote trade? Equilibrium selection for the trust game with banks***by*Güth, Werner & Ockenfels, Peter**1998,103 Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecasts***by*Klapper, Daniel & Herwartz, Helmut**1998,102 On estimating a dynamic function of a stochastic system with averaging***by*Liptser, R. & Spokoiny, Vladimir G.**1998,101 A review of systemscointegration tests***by*Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti**1998,100 Preemption in capacity and price determination: A study of endogenous timing of decisions for homogeneous markets***by*Güth, Sandra & Güth, Werner**1998,99 Nicht- und semiparametrische Markenwahlmodelle im Marketing***by*Boztuğ, Yasemin & Hildebrandt, Lutz**1998,98 On stationary solutions of delay differential equations driven by a Lévy process***by*Gushchin, Alexander A. & Küchler, Uwe**1998,97 Additive and generalized additive models: A survey***by*Schimek, Michael G. & Turlach, Berwin A.**1998,96 Volatility estimates of the short term interest rate with an application to German data***by*Dankenbring, Henning**1998,95 Semiparametric additive indices for binary response and generalized additive models***by*Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan**1998,94 Germany's labor market problems: What to do and what not to do? A survey among experts***by*Profit, Stefan & Tschernig, Rolf**1998,93 On sequential parameter estimation for some linear stochastic differential equations with time delay***by*Küchler, Uwe & Vasiliev, Vjatscheslav A.**1998,92 Spontaneous Strategies in the Repeated Prisoners' Dilemma with Imperfect Monitoring***by*A. Gantner & M. Königstein**1998,91 Equity Anchoring in Simple Bargaining Games With Production***by*A. Gantner & W. Güth & M. Königstein**1998,90 Efficiency and Evolution of Social Preferences and Prosocial Behavior***by*M. Königstein**1998,89 Convergence to Equitable Play in the Repeated Ultimatum Game with Advance Production***by*M. Königstein**1998,88 Measuring Treatment-Effects in Experimental Cross-Sectional Time Series***by*M. Königstein**1998,87 Profit Sharing in an Asymmetric Bargaining Game***by*M. Königstein & R. Tietz**1998,86 Conditional heteroskedasticity driven by hidden Markov chains***by*Christian Francq & Michel Roussignol & Jean-Michel Zakoian**1998,85 The Effects of Different choices of Order for Autoregressive Approximation on the Gaussian Likelihood Estimates for ARMA Models***by*M. Salau**1998,84 On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models***by*M. Salau**1998,83 Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function***by*J. Horowitz**1998,81 Alternative GMM methods for nonlinear panel data models***by*Breitung, Jörg & Lechner, Michael**1998,80 Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen***by*Breitung, Jörg**1998,79 An equality test across nonparametric regressions***by*Lavergne, Pascal**1998,78 The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany***by*Nautz, Dieter & Wolters, Jürgen**1998,77 Adaptive Weights Smoothing with Applications to Image Restoration***by*J. Polzehl & V. Spokoiny**1998,76 Managerial Bonding and Stock Liquidity: An Analysis of Dual- Class Firms***by*E. Böhmer & G.C. Sanger & S.B. Varshney**1998,75 Nonparametric significance testing***by*Lavergne, Pascal & Vuong, Quang**1998,74 Employment duration and resistance to wage reductions: Experimental evidence***by*Burda, Michael C. & Güth, Werner & Kirchsteiger, Georg & Uhlig, Harald**1998,73 Savings decisions when uncertainty is reduced -An experimental study-***by*V. Anderhub**1998,72 Co-evolution of preferences and information in simple games of trust***by*Güth, Werner & Kliemt, Hartmut & Peleg, Bezalel**1998,71 Semiparametric three step estimation methods in labor supply models***by*Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan**1998,70 Nonparametric factor analysis of time series***by*Rodríguez-Poo, Juan M. & Linton, Oliver Bruce**1998,69 Design and Evaluation of an Economic Experiment via the Internet***by*V. Anderhub & R. Müller & C. Schmidt**1998,68 Evolutionary dynamics on infinite strategy spaces***by*Oechssler, Jörg & Riedel, Frank**1998,67 Species survival and evolutionary stability in sustainable habitats: The concept of ecological stability***by*Aumann, Robert J. & Güth, Werner**1998,66 A framework for micropayment evaluation***by*Schmidt, Carsten & Müller, Rudolf**1998,65 Rank tests for nonlinear cointegration***by*Breitung, Jörg**1998,64 Business group, bank control, and large shareholders: An Analysis of German takeovers***by*E. Böhmer**1998,63 A sealed-bid auction that matches the English auction***by*Perry, Motty & Wolfstetter, Elmar & Zamir, Shmuel**1998,62 Scale economies and the dynamics of recurring auctions***by*Jeitschko, Thomas D. & Wolfstetter, Elmar**1998,61 Canonical decomposition of linear transformations of two independent Brownian motions***by*Föllmer, Hans & Wu, Ching-tang & Yor, Marc**1998,60 Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin***by*Wolfgang HÄRDLE**1998,59 Simulation based methods of moments in empirical finance***by*Liesenfeld, Roman & Breitung, Jörg**1998,58 A nonparametric test for the stationary density***by*Neumann, Michael H. & Paparoditis, Efstathios**1998,57 A psychological approach to individual differences in intertemporal consumption patterns***by*Brandstätter, Hermann & Güth, Werner**1998,56 Presents or investments? An experimental analysis***by*Gneezy, Uri & Güth, Werner & Verboven, Frank**1998,55 Modeling the Deutsche Telekom IPO Using a New ACD Specification - An Application of the Burr-ACD Model Using High Frequency Ibis Data***by*J. Grammig & R. Hujer & S. Kokot & K. Maurer**1998,54 Properties of the nonparametric autoregressive bootstrap***by*Franke, Jürgen & Kreiss, Jens-Peter & Mammen, Enno & Neumann, Michael H.**1998,53 Constructive asymptotic equivalence of density estimation and Gaussian white noise***by*Nussbaum, Michael & Klemelä, Jussi**1998,52 Computer-assisted Statistics Teaching in Network Environments***by*Maike MÜLLER**1998,51 Testing for the cointegrating rank of a VAR process with an intercept***by*Saikkonen, Pentti & Lütkepohl, Helmut**1998,50 Nonparametric estimation in null recurrent times series***by*Karlsen, Hans Arnfinn & Tjostheim, Dag**1998,49 Finance, investment, and firm value in Germany and the US: A comparative analysis***by*Nowak, Eric**1998,48 Semiparametric estimation and prediction for time series cross sectional data***by*Bunke, Olaf**1998,47 Delay estimation for some stationary diffusion-type processes***by*Küchler, Uwe & Kutoyants, Yuri A.**1998,46 Efficient computation of zeros of the moving average operator with real matricial coefficients***by*Salau, M. O.**1998,45 A note on limit theorems for multivariate martingales***by*Küchler, Uwe & Sørensen, Michael M.**1998,44 A consistent nonparametric test of the convexity of regression based on least squares splines***by*Diack, Cheikh A. T.**1998,43 A nonparametric test of the non-convexity of regression***by*Diack, Cheikh A. T. & Thomas-Agnan, Christine**1998,42 Modeling panels of intercorrelated autoregressive time series***by*Hjellvik, Vidar & Tjostheim, Dag**1998,41 Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions***by*H. Herwartz**1998,40 Do banks crowd in or out business ethics? An indirect evolutionary analysis***by*Güth, Werner**1998,39 From GISystems to GIServices: Spatial Computing on the Internet Marketplace***by*O. Günther & R. Müller**1998,38 Image denoising: Pointwise adaptive approach***by*Polzehl, Jörg & Spokojnyj, Vladimir G.**1998,37 Internet based econometric computing***by*Härdle, Wolfgang K. & Horowitz, Joel L.**1998,36 Truncated maximum likelihood, goodness of fit tests and tail analysis***by*Gourieroux, Christian & Jasiaky, Joanna**1998,34 Flexible stochastic volatility structures for high frequency financial data***by*Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B.**1998,33 Teaching statistics with XploRe***by*Müller, Marlene**1998,32 Multivariate Volatility Analysis of VW Stock Prices***by*H. Herwartz & H. Lütkepohl**1998,31 Auktionen und Ausschreibungen: Bedeutungen und Grenzen des linkage-Prinzips***by*Wolfstetter, Elmar**1998,30 Banks' supply of loans: When future monetary policy is uncertain***by*Mitusch, Kay & Nautz, Dieter**1998,29 Execution Planning in Internet Marketplaces***by*V. Gaede**1998,28 A Central Limit Theorem for Local Polynomial Backfitting Estimators***by*M.P. Wand**1998,27 Temporal aggregation and causality in multiple time series models***by*Breitung, Jörg & Swanson, Norman Rasmus**1998,26 The Beveridge-Nelson decomposition: A different perspective with new results***by*Gómez, Víctor & Breitung, Jörg**1998,25 Additional logarithmic utility of an insider***by*Amendinger, Jürgen & Imkeller, Peter & Schweizer, Martin**1998,24 Wages and Worker Displacement in Germany***by*M. Burda & A. Mertens**1998,22 Employment Shocks, Wages and Mobility Some Selected Comparisons between Western Germany and the United States***by*A. Mertens**1998,21 Asymptotic minimax risk in the uniform norm for the white noise model on the sphere***by*Klemelä, Jussi**1998,20 Regression and contrast estimated based on adaptive regressograms depending on qualitative explanatory variables***by*Bunke, Olaf & Castell, Ernestina**1998,19 Externalities in the matching of workers and firms in Britain***by*Burgess, Simon M. & Profit, Stefan**1998,18 Local risk-minimization under transaction costs***by*Lamberton, Damien & Pham, Huyên & Schweizer, Martin**1998,17 Projection pursuit regression and neural networks***by*Klinke, S. & Grassmann, J.**1998,16 Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment***by*J. Symanzik & D. Cook & S. Klinke & N. Lewin**1998,15 Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic***by*Profit, Stefan & Sperlich, Stefan**1998,14 Nonparametric estimation and testing of interaction in additive models***by*Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian**1998,13 Quantile hedging***by*Föllmer, Hans & Leukert, Peter**1998,12 On model based seasonal adjustment procedures***by*Breitung, Jörg**1998,11 Tax clientele effects in the German bond market***by*Stehle, Richard & Jaschke, Stefan R. & Wernicke, S.**1998,10 Functional coefficient autoregressive models: Estimation and tests of hypotheses***by*Chen, Rong**1998,9 On estimation of monotone and concave frontier functions***by*Gijbels, Irène & Mammen, Enno & Park, Byeong U. & Simar, Léopold**1998,8 Why the rich are nastier than the poor: A note on optimal punishment***by*Huck, Steffen & Müller, Wieland**1998,7 The relevance of equal splits: On a behavioral discontinuity in ultimatum games***by*Güth, Werner & Huck, Steffen & Müller, Wieland**1998,6 The monetary model of the exchange rate: A structural interpretation***by*Moersch, Mathias & Nautz, Dieter**1998,5 Sequential versus independent commitment: An indirect evolutionary analysis of bargaining rules***by*Güth, Werner**1998,4 Smooth discrimination analysis***by*Mammen, Enno & Tsybakov, Aleksandr B.**1998,2 Maximization of empirical Shannon information in testing significant variables of linear model***by*Malyutov, M. & Sadaka, H.**1998,1 Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice***by*Spokoiny, Vladimir G.

### 1997

**1998,35 Corporate restructuring, downsizing and managerial compensation***by*Graßhoff, Ulrike & Schwalbach, Joachim**1998,23 A note on stochastic volatility, GARCH models, and hyperbolic distributions***by*Jaschke, Stefan R.**1998,3 Semiparametric analysis of German East-West migration intentions: Facts and theory***by*Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel**1997,104 Specific institutional aspects of international cooperation: A game theoretic account***by*Güth, Werner**1997,103 Quantile regression estimates for a class of linear and partially linear errors-in-variables models***by*He, Xuming & Liang, Hua**1997,102 Bootstrap approximations in a partially linear regression model***by*Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker**1997,101 Large sample theory of the estimation of the error distribution for a semiparametric model***by*Liang, Hua & Härdle, Wolfgang**1997,100 On adaptive estimation in partial linear models***by*Golubev, Georgi & Härdle, Wolfgang**1997,99 Multivariate plug-in bandwidth for local linear regression***by*Yang, Lijian & Tschernig, Rolf**1997,98 On Competing Rewards Standards -An Experimental Study of Ultimatum Bargaining-***by*U. Gneezy & W. Güth**1997,97 Negotiation rules and bargaining behavior -What is known and what needs to be further explored?-***by*W. Güth**1997,96 Integrated Scientific Computing in Global Network***by*L. Perrochon & R. Müller**1997,95 Semiparametric modelling of the cross-section of expected returns in the German stock market***by*Stehle, Richard & Bunke, Olaf & Sommerfeld, Volker**1997,94 A nonparametric analysis of regional unemployment dynamics in Britain***by*Bianchi, Marco & Zoega, Gylfi**1997,93 Order selection in testing for the cointegrating rank of a VAR process***by*Lütkepohl, Helmut & Saikkonen, Pentti**1997,92 A money demand system for M3 in the unified Germany***by*Lütkepohl, Helmut & Wolters, Jürgen**1997,91 Transparency of Ownership and Control in Germany***by*M. Becht & E. Böhmer**1997,90 Möglichkeiten und Ansätze der Analyse dreimodaler Daten für die Marktforschung***by*Hildebrandt, Lutz & Klapper, Daniel**1997,89 Wachsende Dispersion und Engel-Kurven***by*J. Guerrier & Wolfgang HÄRDLE**1997,88 On robustness of model-based bootstrap schemes in nonparametric time series analysis***by*Neumann, Michael H.**1997,87 The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis***by*J. Symanzik & S. Klinke & S. Schmelzer & D. Cook**1997,86 Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations***by*Neumann, Michael H.**1997,85 Problems related to bootstrapping impulse responses of autoregressive processes***by*Benkwitz, Alexander & Lütkepohl, Helmut & Neumann, Michael H.**1997,84 Trend adjustment prior to testing for the cointegrating rank of a VAR process***by*Saikkonen, Pentti & Lütkepohl, Helmut**1997,83 On Feedback Effects from Hedging Derivatives***by*E. Platen & M. Schweizer**1997,82 SEE XploRe AT USE***by*G. Beier**1997,81 Nonparametric Specification Procedures for Time Series***by*D. Tjostheim