Discussion Papers, Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin

ISSN: 1436-1086

Collection's Items (Sorted by Title in Descending order): 301 to 320 of 616
Year of PublicationTitleAuthor(s)
2000Web quantlets for time series analysisHärdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf
2000An empirical likelihood goodness-of-fit test for time seriesChen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten
2000Was there a regime change in the German monetary transmission mechanism in 1983?Candelon, Bertrand; Lütkepohl, Helmut
2000Common factors governing VDAX movements and the maximum lossHärdle, Wolfgang; Schmidt, Peter
2000A fractionally integrated exponential model for UK unemploymentGil-Alaña, Luis A.
2000Fractional cointegration and real exchange ratesCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000Generalized partial linear modelsMüller, Marlene
2000Implementing efficient market structureGrimm, Veronika; Riedel, Frank; Wolfstetter, Elmar
2000Inference on the cointegration rank in fractionally integrated processesBreitung, Jörg; Hassler, Uwe
2000Nonparametric estimation of generalized impulse response functionTschernig, Rolf; Yang, Lijian
2000Uncovered interest parity: What can we learn from panel data?Breitung, Jörg; Brüggemann, Ralf
2000Divisionalization in contestsHuck, Steffen; Konrad, Kai A.; Müller, Wieland
2000On the reliability of chow type test for parameter constancy in multivariate dynamic modelsCandelon, Bertrand; Lütkepohl, Helmut
2000Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modelingAbe, Makoto; Boztuæg, Yasemin; Hildebrandt, Lutz
2000The multimedia project MM*STAT for teaching statisticsRönz, Bernd; Müller, Marlene; Ziegenhagen, Uwe
2000ExploRing persistence in financial time seriesLee, David
2000Risk premia and financial modelling without measure transformationPlaten, Eckhard
2000Existence and structure of stochastic equilibria with intertemporal substitutionBank, Peter; Riedel, Frank
2000Why firms should care for customersKönigstein, Manfred; Müller, Wieland
2000Strategic delegation in experimental marketsHuck, Steffen; Müller, Wieland; Normann, Hans-Theo
Collection's Items (Sorted by Title in Descending order): 301 to 320 of 616
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