E-Dissertationen: Suche
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Econometric Analysis of Financial Risk and Correlation
(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 ...
Four Essays in Econometrics and Macroeconomics
(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 ...
Essays on Large Panel Data Models
(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, ......
Three Essays in Econometrics
(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 ...
Three Essays in Econometrics
(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 ...