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Econometric Analysis of Financial Risk and Correlation 

Homm, Ulrich-Michael (2012-10-10)
The contribution of this dissertation is threefold. First, econometric procedures to test for the occurence of asset price bubbles ex post and in real time are proposed. Real time monitoring procedures represent an additional ...
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Four Essays in Econometrics and Macroeconomics 

Born, Benjamin (2011-09-30)
Chapter 1 proposes simple and robust diagnostic tests for spatial dependence, specifically for spatial error autocorrelation and spatial lag dependence. The idea of our tests is to reformulate the testing problem such that ...
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Modeling the Dynamics of Stock Prices Using Realized Variation Measures 

Pigorsch, Uta (2007)
Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ...
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Essays on Large Panel Data Models 

Bada, Oualid (2015-06-09)
The standard panel data literature is moving from micro panels, where the cross-section dimension is large and the intertemporal sample size is small, to large panels, where both, the cross-section and the time dimension, ......
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Essays in Econometrics with focus on smooth minimum distance inference 

Becker, Daniel (2021-08-04)
This thesis consists of three self-contained essays in econometrics and statistics. It discusses methodological topics in semiparametric statistics as well as dynamic panel data models. In chapters 1 and 2 the smooth minimum ...
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A Contribution to Functional Data Analysis 

Wagner, Heiko (2016-11-18)
Functional Principal Component Analysis (FPCA) approximates a sample curve as a linear combination of orthogonal basis functions. It is often possible to describe the essential parts of the variations of functional data ...
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Three Essays in Econometrics 

Nebeling, Thomas (2016-04-18)
This thesis consists of three self-contained chapters in applied and theoretical econometrics. The first chapter presents a Lagrange Multiplier test for detecting shock triggered asymmetries in time series and investigates ...
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Three Essays in Nonparametric Econometrics 

Khismatullina, Marina (2021-09-02)
This thesis consists of three self-contained essays in econometrics and statistics. In these essays, I am interested in the nonparametric regression models and in developing new methods for testing various qualitative ...
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Three Essays in Econometrics 

Walders, Fabian (2018-08-14)
This thesis consists of three self-contained essays in econometrics and statistics. It discusses methodological topics in semi- and nonparametric statistics as well as empirical questions in financial econometrics. My ...
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Contributions to Functional Data Analysis With a Focus on Points of Impact in Functional Regression 

Poß, Dominik Johannes (2018-05-16)
The focus of this thesis is on the estimation of an unknown number of unknown specific locations (points of impact) at which a functional predictor has a specific effect on a real valued dependent variable.
Two general ...

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AuthorBada, Oualid (1)Becker, Daniel (1)Born, Benjamin (1)Homm, Ulrich-Michael (1)Khismatullina, Marina (1)Nebeling, Thomas (1)Pigorsch, Uta (1)Poß, Dominik Johannes (1)Wagner, Heiko (1)Walders, Fabian (1)SubjectAmplitude variation (1)Analyse (1)Autokorrelation (1)Box-Cox transformation (1)Conditional estimating equations (1)cross-sectional error correlation (1)Derivatives (1)Dimension reduction (1)Dual method (1)Dynamic panels (1)... View MoreClassification (DDC)
310 Allgemeine Statistiken (10)
330 Wirtschaft (8)... View MoreResource TypeDissertation oder Habilitation (10)... View MoreDate Issued2020 - 2021 (2)2010 - 2019 (7)2007 - 2009 (1)

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