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1999
- 1999,66 The false consensus effect disappears if representative information and monetary incentives are given
by Engelmann, Dirk & Strobel, Martin
- 1999,65 On the interaction of risk and time preferences: An experimental study
by Anderhub, Vital & Gneezy, Uri & Güth, Werner & Sonsino, Doron
- 1999,64 Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization
by Jaschke, Stefan R. & Küchler, Uwe
- 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 Anderhub, V. & Giese, S. & Güth, W. & Hoffmann, A.
- 1999,50 Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model
by Grammig, J. & Maurer, K.
- 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 Küchler, U. & Platen, E.
- 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 Müller, W.
- 1999,16 Why do you hate me? - On the survival of spite -
by Dufwenberg, M. & Güth, W.
- 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 Huck, S. & Müller, W. & Strobel, M.
- 1999,11 Consistency and Equilibrium Selection - How to avoid the Impasse?-
by Güth, W.
- 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 Anderhub, V. & Güth, W.
- 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 Bagdonavicius, V. & Nikulin, M.
- 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
- 1998,114 Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
by Yang, L. & Tschernig, R.
- 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 Jacobsen, H.-A. & Krämer, B.J.
- 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
- 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.
- 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 Gantner, A. & Königstein, M.
- 1998,91 Equity Anchoring in Simple Bargaining Games With Production
by Gantner, A. & Güth, W. & Königstein, M.
- 1998,90 Efficiency and Evolution of Social Preferences and Prosocial Behavior
by Königstein, M.
- 1998,89 Convergence to Equitable Play in the Repeated Ultimatum Game with Advance Production
by Königstein, M.
- 1998,88 Measuring Treatment-Effects in Experimental Cross-Sectional Time Series
by Königstein, M.
- 1998,87 Profit Sharing in an Asymmetric Bargaining Game
by Königstein, M. & Tietz, R.
- 1998,86 Conditional heteroskedasticity driven by hidden Markov chains
by Francq, Christian & Roussignol, Michel & Zakoian, Jean-Michel
- 1998,85 The Effects of Different choices of Order for Autoregressive Approximation on the Gaussian Likelihood Estimates for ARMA Models
by Salau, M.
- 1998,84 On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models
by Salau, M.
- 1998,83 Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function
by Horowitz, J.
- 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 Polzehl, J. & Spokoiny, V.
- 1998,76 Managerial Bonding and Stock Liquidity: An Analysis of Dual- Class Firms
by Böhmer, E. & Sanger, G.C. & Varshney, S.B.
- 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 Anderhub, V.
- 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 Anderhub, V. & Müller, R. & Schmidt, C.
- 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 Böhmer, E.
- 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 Härdle, Wolfgang
- 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 Grammig, J. & Hujer, R. & Kokot, S. & Maurer, K.
- 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 Müller, Maike
- 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 Herwartz, H.
- 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 Günther, O. & Müller, R.
- 1998,38 Image denoising: Pointwise adaptive approach
by Polzehl, Jörg & Spokojnyj, Vladimir G.
- 1998,37 Internet based econometric computing
by Härdle, Wolfgang Karl & 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 Karl & 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 Herwartz, H. & Lütkepohl, H.
- 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 Gaede, V.
- 1998,28 A Central Limit Theorem for Local Polynomial Backfitting Estimators
by Wand, M.P.
- 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 Burda, M. & Mertens, A.
- 1998,22 Employment Shocks, Wages and Mobility Some Selected Comparisons between Western Germany and the United States
by Mertens, A.
- 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 Symanzik, J. & Cook, D. & Klinke, S. & Lewin, N.
- 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
- 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
- 1998,9 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
- 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
- 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.
- 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 Gneezy, U. & Güth, W.
- 1997,97 Negotiation rules and bargaining behavior -What is known and what needs to be further explored?-
by Güth, W.
- 1997,96 Integrated Scientific Computing in Global Network
by Perrochon, L. & Müller, R.
- 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 Becht, M. & Böhmer, E.
- 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 Guerrier, J. & Härdle, Wolfgang
- 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 Symanzik, J. & Klinke, S. & Schmelzer, S. & Cook, D.
- 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.
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