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Humboldt-Universität zu Berlin
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Humboldt-Universität zu Berlin
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin
Discussion Papers, Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin
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Results 151-160 of 617.
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Year of Publication
Title
Author(s)
2000
Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus
Desdoigts, Alain
2000
Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg
Bunke, Olaf
;
Droge, Bernd
;
Schwalbach, Joachim
2000
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
2001
Semiparametric estimation in single index poisson regression: A practical approach
Climov, Daniela
;
Delecroix, Michel
;
Simar, Léopold
2003
On oscillations of the geometric Brownian motion with time delayed drift
Küchler, Uwe
;
Gushchin, Alexander A.
1997
Large sample theory in a semiparametric partially linear errors-in-variables models
Liang, Hua
;
Härdle, Wolfgang
;
Carroll, Raymond J.
1997
Asymptotic normality of parametric part in partial linear heteroscedastic regression models
Liang, Hua
;
Härdle, Wolfgang
2000
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus
2000
The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficients
Horst, Ulrich
2000
Bootstrap inference in single equation error correction models
Herwartz, Helmut
;
Neumann, Michael H.
Author
51
Härdle, Wolfgang
46
Güth, Werner
29
Lütkepohl, Helmut
20
Saikkonen, Pentti
18
Breitung, Jörg
18
Müller, Wieland
17
Gil-Alaña, Luis A.
15
Herwartz, Helmut
14
Carroll, Raymond J.
14
Küchler, Uwe
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