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Does temporary agency work provide a stepping stone to regular employment?

Kvasnicka, Michael - 2005

Based on administrative data from the federal employment office in Germany, we apply matching techniques to estimate the stepping-stone function of temporary agency work for the unemployed, i.e. its short-run and long-run effects on their future employment prospects. Our results show that...

Persistent link: https://www.econbiz.de/10010263597

The impact of international outsourcing on labour market dynamics in Germany

Bachmann, Ronald; Braun, Sebastian - 2008

Using an administrative data set containing daily information on individual workers' employment histories, we investigate how workers' labour market transitions are affected by international outsourcing. In order to do so, we estimate hazard rate models for match separations, as well as for...

Persistent link: https://www.econbiz.de/10010263721

Local Adaptive Multiplicative Error Models for High- Frequency Forecasts

Härdle, Wolfgang K. - 2013

We propose a local adaptive multiplicative error model (MEM) accommodating time-varying parameters. MEM parameters are adaptively estimated based on a sequential testing procedure. A data-driven optimal length of local windows is selected, yielding adaptive forecasts at each point in time....

Persistent link: https://www.econbiz.de/10013077176

Modelling financial high frequency data using point processes

Bauwens, Luc; Hautsch, Nikolaus - 2007

In this paper, we give an overview of the state-of-the-art in the econometric literature on the modeling of so-called financial point processes. The latter are associated with the random arrival of specific financial trading events, such as transactions, quote updates, limit orders or price...

Persistent link: https://www.econbiz.de/10010263710

Local adaptive multiplicative error models for high-frequency forecasts

Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija - 2012

We propose a local adaptive multiplicative error model (MEM) accommodating timevarying parameters. MEM parameters are adaptively estimated based on a sequential testing procedure. A data-driven optimal length of local windows is selected, yielding adaptive forecasts at each point in time....

Persistent link: https://www.econbiz.de/10010330969

Localising forward intensities for multiperiod corporate default

Härdle, Wolfgang Karl - 2014

Using a local adaptive Forward Intensities Approach (FIA) we investigate multiperiod corporate defaults and other delisting schemes. The proposed approach is fully datadriven and is based on local adaptive estimation and the selection of optimal estimation windows. Time-dependent model...

Persistent link: https://www.econbiz.de/10010427052

Adaptive order flow forecasting with multiplicative error models

Härdle, Wolfgang Karl; Mihoci, Andrija; Ting, … - 2014

A flexible statistical approach for the analysis of time-varying dynamics of transaction data on financial markets is here applied to intra-day trading strategies. A local adaptive technique is used to successfully predict financial time series, i.e., the buyer and the seller-initiated trading...

Persistent link: https://www.econbiz.de/10010427064

Statistics E-learning Platforms Evaluation: Case Study

Ahmad, Taleb; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

students views? In this paper,we consider evaluate e-learning systems in statistics. We make an evaluation study, weanalyze a … students sample of the methods: Factor analysis, Logit model. The commonaim of this evaluation is to provide data to justify …. Thequestionnaire covers information about e-learning evaluation criterias. Some of thesecriterias are: Navigability, applicability …

Persistent link: https://www.econbiz.de/10005862546

Optimal Smoothing for aComputationally andStatistically Efficient SingleIndex Estimator

Xia, Yingcun; Härdle, Wolfgang; Linton, Oliver - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

In semiparametric models it is a common approach to under-smooth the nonparametric functions inorder that estimators of the finite dimensional parameters can achieve root-n consistency. The requirementof under-smoothing may result as we show from inefficient estimation methods or technical...

Persistent link: https://www.econbiz.de/10008939775

Localized RealizedVolatility Modelling

Chen, Ying; Härdle, Wolfgang; Pigorsch, Uta - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

With the recent availability of high-frequency nancial data the longrange dependence of volatility regained researchers' interest and has leadto the consideration of long memory models for realized volatility. Thelong range diagnosis of volatility, however, is usually stated for long...

Persistent link: https://www.econbiz.de/10008939795

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