Servicenavigation

Discussion papers SFB 823 in 2019

• 28/19: Kornelius Kraft, Alexander Lammers
  Public employment agency and job matching efficiency - A new perspective using establishment level data

• 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