Discussion papers SFB 823 in 2011
- 55/11:Marc Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni
One-sided representations of generalized dynamic factor models
- 54/11:Alexei Onatski, Marcelo J. Moreira, Marc Hallin
Asymptotic power of sphericity tests for high-dimensional data
- 53/11: Marc Hallin, Davy Paindaveine, Thomas Verdebout
Optimal rank-based tests for common principal components
- 52/11: Holger Dette, Matthias Guhlich, Natalie Neumeyer
Testing for additivity in nonparametric quantile regression
- 51/11: Oliver Melsheimer, Gerd Sebastiani, Simone Wenzel, A. Erman Tekkaya, Joachim Kunert, Alexander Brosius, Lukas Kwiatkowski
Aufbereitung von optischen Messdaten zur Analyse der asymmetrischen inkrementellen Blechumformung (AIBU)
- 50/11:Kim Christensen, Mark Podolskij, Mathias Vetter
On covariation estimation for multivariate continuous Ito semimartingales with noise in non-synchronous observation schemes.
- 49/11: Mathias Vetter
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing
- 48/11: Walter Krämer, Philip Messow
Structural change and spurious persistence in stochastic volatility
- 47/11: Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev
Of copulas, quantiles, ranks and spectra an L1-approach to spectral analysis
- 46/11: Dietrich Braess, Holger Dette
Optimal discriminating designs for several competing regression models
- 45/11: Denis Belomestny, Vladimir Panov
Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility
- 44/11: Axel Bücher, Stanislav Volgushev
Empirical and sequential empirical copula processes under serial dependence
- 43/11: Rafael Gralla, Kornelius Kraft
Separating introduction effects from selectivity effects: The differences in employment patterns of co-determined firms
- 42/11: Rafael Gralla, Kornelius Kraft
Betriebsräte, Überbeschäftigung und überhöhte Löhne - Eine Bewertung aus Sicht des Arbeitgebers
- 41/11: Manuel Frondel, Colin Vance
Heterogeneity in the effect of home energy audits: Theory and evidence
- 40/11: Gregor N. F. Weiß
On the robustnesss of goodness-of-fit tests for copulas
- 39/11: Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
Optimal design for linear models with correlated observations
- 38/11: Joachim Kunert, Adrian Wilk
Unreplicated fractional factorials, analysis with the half-normal plot and randomization of the run order
- 37/11: Holger Dette, Christine Kiss, Norbert Benda, Frank Bretz
Optimal designs for dose finding studies with an active control
- 36/11: Philip Preuß, Mathias Vetter, Holger Dette
A test for stationarity based on empirical processes
- 35/11: Axel Bücher, Holger Dette, Stanislav Volgushev
A test for Archimedeanity in bivariate copula models
- 34/11: Philip Preuß, Thimo Hildebrandt
Comparing spectral densities of stationary time series with unequal sample sizes
- 33/11: Manuel Frondel, Colin Vance
Future pain at the diesel pump? Potential effects of the European Comission’s energy taxation proposal
- 32/11: Walter Krämer
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik
- 31/11: Pedro Galeano, Dominik Wied
Multiple break detection in the correlation structure of financial returns
- 30/11: Dominik Wied
CUSUM-type testing for changing parameters in a spatial autoregressive model of stock returns
- 29/11: Matthias Arnold, Dominik Wied
Improved GMM estimation of panel data models with spatially correlated error components
- 28/11: Matthias Borowski, Roland Fried
Robust repeated median regression in moving windows with data-adaptive width selection
- 27/11: Herold Dehling, Aeneas Rooch, Murad S. Taqqu
Nonparametric change-point tests for long-range dependent data
- 26/11: Holger Dette, Matthias Trampisch
Optimal designs for quantile regression models
- 25/11: Harald Tauchmann
Partial frontier efficiency analysis for Stata (download software)
- 24/11: Nadja Bauer, Julia Schiffner, Claus Weihs
Comparison of classical and sequential design of experiments in note onset detection
- 23/11: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
T-optimal designs for discrimination between two polynomial models
- 22/11: Peter Behl, Holger Dette, Manuel Frondel, Harald Tauchmann
Being focused: When the purpose of inference matters for model selection
- 21/11: Jens Wagener, Holger Dette
The adaptive Lasso in high dimensional sparse heteroscedastic models
- 20/11: Jens Wagener, Holger Dette
Bridge estimators and the adaptive Lasso under heteroscedasticity
- 19/11: Roland Fried,Herold Dehling
Robust nonparametric tests for the two-sample location problem
- 18/11: Manuel Frondel, Colin Vance
Re-identifying the rebound: What about asymmetry?
- 17/11: Melanie Birke, Nicolai Bissantz
Testing for symmetries in multivariate inverse problems
- 16/11: Dominik Wied, Herold Dehling, Maarten van Kampen, Daniel Vogel
A fluctuation test for constant Spearman’s rho
- 15/11: Markus Hörmann
Liquidity premia, interest rates and exchange rate dynamics
- 14/11: Thoralf Mildenberger, Henrike Weinert
The benchden package: Benchmark densities for nonparametric density estimation
- 13/11: Philip Preuß, Mathias Vetter, Holger Dette
Testing semiparametric hypotheses in locally stationary processes
- 12/11: Holger Dette, Stanislav Volgushev, Jens Wagener
Nonparametric comparison of quantile curves: a stochastic process approach
- 11/11: Manuel Frondel, Colin Vance
Interpreting the outcomes of two-part models
- 10/11: Martina Erdbrügge, Sonja Kuhnt, Nikolaus Rudak
Joint optimization of multiple responses based on loss functions
- 09/11: Holger Dette, Stefan Hoderlein, Natalie Neumeyer
Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
- 08/11: Stefan Jäschke, Karl Friedrich Siburg, Pavel A. Stoimenov
Modelling dependence of extreme events in energy markets using tail copulas
- 07/11: Andreas Schabert
Exchange rate policy under sovereign default risk
- 06/11: Axel Bücher, Holger Dette
Multiplier bootstrap of tail copulas – with applications
- 05/11: Christopher B. Busch, Colin Vance
The diffusion of cattle ranching and deforestation: prospects for a hollow frontier in Mexico’s Yucatán
- 04/11: Mario Jovanovic
German stock market behavior and the IFO business climate index: a copula-based Markov approach
- 03/11: Christoph Rothe, Dominik Wied
Misspecification testing in a class of conditional distributional models
- 02/11: Rafael Weißbach, Wladyslaw Poniatowski, Walter Krämer
Smooth estimation of rating transitions by nearest neighbors -Consistency and Application-
- 01/11: Michael Bücker, Maarten van Kampen, Walter Krämer
Reject inference in consumer credit scoring with nonignorable missing data