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A bootstrap test for single index models

Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with … ; kernel estimate ; single index model ; specification test …

Persistent link: https://www.econbiz.de/10009583431

Fractional integration and business cycle features

Candelon, Bertrand; Gil-Alaña, Luis A. - 2001

integration as well as by the other short run components of the series. Then, we model the real GDP in France, the UK and the US …

Persistent link: https://www.econbiz.de/10009614295

On the evolution of power indices in collective bargaining

Berninghaus, Siegfried; Güth, Werner - 2000

distinguishes between trade union's power in initial wage and in later employment negotiations. By linking two such collective … bargaining situations we can say which of the two (two-dimensional) power constellations is better and thereby derive the power … shaping the relative power indices of trade unions. …

Persistent link: https://www.econbiz.de/10009612014

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real exchange rates in terms of both monetary and real factors, more specifically real interest rate and labour productivity differentials. We find that whilst the individual series may be...

Persistent link: https://www.econbiz.de/10009611542

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of …

Persistent link: https://www.econbiz.de/10009613608

Quantile hedging

Föllmer, Hans; Leukert, Peter - 1998

In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling...

Persistent link: https://www.econbiz.de/10009574876

On model based seasonal adjustment procedures

Breitung, Jörg - 1998

In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the appealing model formulation and the careful specification and adjustment...

Persistent link: https://www.econbiz.de/10009574877

The monetary model of the exchange rate : a structural interpretation

Moersch, Mathias; Nautz, Dieter - 1998

We emphasize the importance of properly identifying the long-run relations underlying the monetary model of the exchange rate. The separate estimation of long-run money demands leads to a "structural" error correction equation which allows an interpretation of the various channels affecting the...

Persistent link: https://www.econbiz.de/10009574885

Sequential versus independent commitment : an indirect evolutionary analysis of bargaining rules

Güth, Werner - 1998 - Rev.

Rational bargaining behavior depends crucially on the rules of bargaining, especially on whether parties decide sequentially or independently. Whereas in ultimatum bargaining the proposer can exploit the responder, independent commitments result in more balanced payoffs. To limit the scope of...

Persistent link: https://www.econbiz.de/10009574886

Smooth discrimination analysis

Mammen, Enno; Cybakov, Aleksandr B. - 1998

set G = {x : f(x) ≥ g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth …

Persistent link: https://www.econbiz.de/10009574887

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