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Discussion Papers, SFB 373, HU Berlin

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DateTitle Authors
1997 Risikomessung mit VaR für Portfolios: Diskussion und empirischer Vergleich verschiedener BerechnungsmethodenBöhmer, Ekkehart / Sperlich, Stefan
1997 Asymptotic optimality of full cross-validation for selecting linear regression modelsDroge, Bernd
1997 Strong approximation of density estimators from weakly dependent observations by density estimators from independent observationsNeumann, Michael H.
1997 Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression modelsLiang, Hua / Härdle, Wolfgang / Werwatz, Axel
1997 Das Arbeitsangebot verheirateter Frauen in den neuen und alten Bundesländern: Eine semiparametrische RegressionsanalyseKempe, Wolfram
1997 Asymptotic normality of parametric part in partial linear heteroscedastic regression modelsLiang, Hua / Härdle, Wolfgang
1997 SMART: Towards spatial internet marketplacesAbel, David J. / Gaede, Volker / Taylor, Kerry L. / Zhou, Xiaofang
1997 Large sample theory in a semiparametric partially linear errors-in-variables modelsLiang, Hua / Härdle, Wolfgang / Carroll, Raymond J.
1997 Estimating covariance matrices using estimating functions in nonparametric and semiparametric regressionCarroll, Raymond J. / Iturria, Stephen J. / Gutierrez, Roberto G.
1997 Trust in the shadow of the courts if judges are no betterBrennan, Geoffrey / Güth, Werner / Kliemt, Hartmut
1997 Mean-variance hedging for continuous processes: New proofs and examplesPham, Huyên / Rheinländer, Thorsten / Schweizer, Martin
1997 Berechnung des REXP für alternative SteuersätzeMaier, Jürgen / Stehle, Richard
1997 Problems related to bootstrapping impulse responses of autoregressive processesBenkwitz, Alexander / Lütkepohl, Helmut / Neumann, Michael H.
1997 Local power of likelihood ratio tests for the cointegrating rank of a VAR processSaikkonen, Pentti / Lütkepohl, Helmut
1997 Industrielle und berufliche Mobilität: Eine Untersuchung auf Basis der IAB-BeschäftigtenstichprobeMertens, Antje
1997 Indeterminacy, business cycles, and modest increasing returns to scaleWeder, Mark
1997 Measurement error, biases, and the validation of complex modelsCarroll, Raymond J. / Galindo, Christian D.
1997 The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equationsKauermann, Göran / Müller, Marlene / Carroll, Raymond J.
1997 On adaptive estimation in partial linear modelsGolubev, Georgi / Härdle, Wolfgang
1997 Multivariate plug-in bandwidth for local linear regressionYang, Lijian / Tschernig, Rolf
1997 Analyzing bivariate continuous data that have been grouped into categories defined by sample quantiles of the marginal distributionsBorkowf, Craig B. / Gail, Mitchell H. / Carroll, Raymond J. / Gill, Richard D.
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