Discussion papers SFB 823 in 2020
- 34/20: Manuel Frondel, Clemens Marggraf, Stephan Sommer, Colin Vance
Reducing vehicle cold start emissions through carbon pricing: Evidence from Germany
- 33/20: Karsten Reichold, Carsten Jentsch
Accurate and (almost) tuning parameter free inference in cointegrating regressions
- 32/20: Sascha Alexander Keweloh, Andre Seepe
Monetary policy and the stock market - A partly recursive SVAR estimator
- 31/20: Lukas Tomberg, Karen Smith Stegen, Colin Vance
"The mother of all political problems?" On asylum seekers and elections
- 30/20: Mark A. Andor, David H. Bernstein, Stephan Sommer
Determining the efficiency of residential electricity consumption
- 29/20: Rafael Kawka
Weak convergence of sample covariance matrices and testing for seasonal unit roots
- 27/20: Manuel Frondel, Kathrin Kaestner, Stephan Sommer, Colin Vance
Photovoltaics and the solar rebound: Evidence for Germany
- 26/20: Christoph Hanck, Till Massing
Testing for nonlinear cointegration under heteroskedasticity
- 25/20: Axel Bücher, Holger Dette, Florian Heinrichs
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
- 24/20: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
A note on optimal designs for estimating the slope of a polynomial regression
- 23/20: Jan Prüser
Data-based priors for vector error correction models
- 22/20: Holger Dette, Martin Schumann
Difference-in-differences estimation under non-parallel trends
- 21/20: Holger Dette, Vasyl Golosnoy, Janosch Kellermann
Correcting intraday periodicity bias in realized volatility measures
- 20/20: Jan Prüser
A global-local prior for time-varying parameter VARs and monetary policy
- 19/20: Florence Loingeville, Julie Bertrand, Thu Thuy Nguyen, Satish Sharan, Kairui Feng,
Wanjie Sun, Jing Han, Stella Grosser, Liang Zhao, Lanyan Fang, Kathrin Möllenhoff,
Holger Dette, France Mentré
New model-based bioequivalence statistical approaches for pharmacokinetic studies with
sparse sampling
- 18/20: Holger Dette, Kevin Kokot
Detecting relevant differences in the covariance operators of functional time series -
a sup-norm approach
- 17/20: Manuel Frondel, Tobias Thomas
Dekarbonisierung bis zum Jahr 2050? Klimapolitische Maßnahmen und Energie-
prognosen für Deutschland, Österreich und die Schweiz
- 16/20: Josua Gösmann, Christina Stoehr, Holger Dette
Sequential change point detection in high dimensional time series
- 15/20: Florian Heinrichs, Holger Dette
A distribution free test for changes in the trend function of locally stationary processes
- 14/20: Dennis Malcherczyk, Kevin Leckey, Christine H. Müller
K-sign depth: From asymptotics to efficient implementation
- 13/20: Manuel Frondel, Matthias Kaeding, Stephan Sommer
Market premia for renewables in Germany: The effect on electricity prices
- 12/20: Kevin Leckey, Dennis Malcherczyk, Christine H. Müller
Powerful generalized sign tests based on sign depth
- 11/20: Holger Dette, Kevin Kokot
Efficient tests for bio-equivalence in functional data
- 10/20: Anne van Delft, Holger Dette
Pivotal tests for relevant differences in the second order dynamics of functional time series
- 09/20: Holger Dette, Gauthier Dierickx, Tim Kutta
Quantifying deviations from separability in space-time functional processes
- 08/20: Holger Dette, Xin Liu, Rong-Xian Yue
Design admissibility and de la Garza phenomenon in multi-factor experiments
- 07/20: Melanie Horn, Christine H. Müller
Tests based on sign depth for multiple regression
- 06/20: Manuel Frondel
CO2-Bepreisung in den Sektoren Verkehr und Wärme: Optionen für eine sozial ausgewogene Ausgestaltung
- 05/20: Sara Schmidt, Max Wornowizki, Roland Fried, Herold Dehling
An asymptotic test for constancy of the variance under short-range dependence
- 04/20: Zhou Zhou, Holger Dette
Statistical inference for high dimensional panel functional time series
- 03/20: Axel Bücher, Holger Dette, Florian Heinrichs
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- 02/20: Claudia Klüppelberg, Miriam Isabel Seifert
Explicit results on conditional distributions of generalized exponential mixtures
- 01/20: Holger Dette, Weichi Wu
Prediction in locally stationary time series