Servicenavigation

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