Discussion papers SFB 823 in 2017
- 24/17: Michael Simora, Manuel Frondel, Colin Vance
Does financial compensation increase the acceptance of power lines? Evidence from Germany
- 23/17: Sebastian Kranz, Gunter Löffler, Peter N. Posch
Predatory short sales and bailouts
- 22/17: Kirsten Schorning, Maria Konstantinou
Bayesian optimal designs for dose-response curves with common parameters
- 21/17: Manuel Frondel, Stephan Sommer
Der Wert von Versorgungssicherheit mit Strom: Evidenz für deutsche Haushalte
- 20/17: Holger Dette, Maria Konstantinou, Kirsten Schorning, Josua Gösmann
Optimal designs for regression with spherical data
- 19/17: Pramita Bagchi, Holger Dette
A test for separability in covariance operators of random surfaces
- 18/17: Holger Dette, Kevin Kokot, Alexander Aue
Functional data analysis in the Banach space of continuous functions
- 17/17: Kirsten Schorning, Holger Dette, Katrin Kettelhake, Tilman Möller
Optimal designs for enzyme inhibition kinetic models
- 16/17: Axel Bücher, Jean-David Fermanian, Ivan Kojadinovic
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- 15/17: Anne van Delft, Pramita Bagchi, Vaidotas Characiejus, Holger Dette
A nonparametric test for stationarity in functional time series
- 14/17: Mark Andor, Katja Fels
Behavioral economics and energy conservation - a systematic review of non-price interventions and their causal effects
- 13/17: Axel Bücher, Ivan Kojadinovic
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- 12/17: Axel Bücher, Johan Segers
Inference for heavy tailed stationary time series based on sliding blocks
- 11/17: Manuel Frondel, Ole Kutzschbauch, Stephan Sommer, Stefan Traub
Die Gerechtigkeitslücke in der Verteilung der Kosten der Energiewende auf die privaten Haushalte
- 10/17: Eric Naevdal, Martin Wagner
The speed of transition revisited
- 9/17: Mark A. Andor, Manuel Frondel, Marco Horvath
Consequentiality and the willingness-to-pay for renewables: Evidence from Germany
- 8/17: Holger Dette, Josua Gösmann
Relevant change points in high dimensional time series
- 7/17: Katharina Pape, Pedro Galeano, Dominik Wied
Sequential detection of parameter changes in dynamic conditional correlation models
- 6/17: Ria Van Hecke, Stanislav Volgushev, Holger Dette
Fourier analysis of serial dependence measures
- 5/17: Manfred Deistler, Martin Wagner
Cointegration in singular ARMA models
- 4/17: Mark Andor, Christoph M. Schmidt, Stephan Sommer
Climate change, population ageing and public spending: Evidence on individual preferences
- 3/17: Felix Lucka, Katharina Proksch, Christoph Brune, Nicolai Bissantz, Martin Burger, Holger Dette, Frank Wübbeling
Risk estimators for choosing regularization parameters in ill-posed problems - properties and limitations
- 2/17: Carina Gerstenberger
Robust estimation of change-point location
- 1/17: Christoph Neumann, Joachim Kunert
On MSE-optimal crossover designs