Discussion papers SFB 823 in 2019
- 28/19: Kornelius Kraft, Alexander Lammers
The effects of reforming a federal employment agency on labor demand
- 27/19: Holger Dette, Tim Kutta
Detecting structural breaks in eigensystems of functional time series
- 26/19: Kathrin Möllenhoff, Holger Dette, Frank Bretz
Equivalence tests for binary efficacy-toxicity responses
- 25/19: Manuel Frondel
Steuer versus Emissionshandel: Optionen für die Ausgestaltung einer CO2-Bepreisung
- 24/19: Mark A. Andor, Manuel Frondel, Andreas Gerster, Stephan Sommer
Cognitive reflection and the valuation of energy efficiency
- 23/19: Rafael Kawka
Convergence of spectral density estimators in the locally stationary framework
- 22/19: Alexander Aue, Holger Dette, Gregory Rice
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
- 21/19: Kathrin Möllenhoff, Florence Loingeville, Julie Bertrand, Thu Thuy Nguyen, Satish Sharan, Guoying Sun, Stella Grosser, Liang Zhao, Lanyan Fang, France Mentré, Holger Dette
Efficient model-based bioequivalence testing
- 20/19: Anne van Delft, Michael Eichler
A note on Herglotz's theorem for time series on function spaces
- 19/19: Alexander Aue, Anne van Delft
Testing for stationarity of functional time series in the frequency domain
- 18/19: Anne van Delft
A note on quadratic forms of stationary functional time series under mild conditions
- 17/19: Taras Bodnar, Holger Dette, Nestor Parolya, Erik Thorsén
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
- 16/19: Holger Dette, Subhra Sankar Dhar, Weichi Wu
Identifying shifts between two regression curves
- 15/19: Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
Prediction in regression models with continuous observations
- 14/19: Gerrit Köchling, Philipp Schmidtke, Peter N. Posch
Volatility forecasting accuracy for Bitcoin
- 13/19: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
Optimal designs for estimating individual coefficients in polynomial regression with no intercept
- 12/19: Claudia Klüppelberg, Miriam Isabel Seifert
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
- 11/19: Josua Gösmann, Tobias Kley, Holger Dette
A new approach for open-end sequential change point monitoring
- 10/19: Martin Wagner, Fabian Knorre
Wirtschaftliche Aktivität und Emissionen: Die Umweltkuznetskurve
- 09/19: Rafael Kawka
Limit theorems for locally stationary processes
- 08/19: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
Some explicit solutions of c-optimal design problems for polynomial regression
- 07/19: Kira Alhorn, Holger Dette, Kirsten Schorning
Optimal designs for model averaging in non-nested models
- 06/19: Ieva Axt, Roland Fried
On scale estimation under shifts in the mean
- 05/19: Manuel Frondel, Stephan Sommer, Lukas Tomberg
WTA-WTP disparity: The role of perceived realism of the valuation setting
- 04/19: Kornelius Kraft, Alexander Lammers
Employee representation and innovation - disentangling the effect of legal and voluntary representation institutions in Germany
- 03/19: Kathrin Möllenhoff, Frank Bretz, Holger Dette
Equivalence of regression curves sharing common parameters
- 02/19: Tim Kutta, Nicolai Bissantz, Justin Chown, Holger Dette
The empirical process of residuals from an inverse regression