Rechts- und Staatswissenschaftliche Fakultät: Auflistung Rechts- und Staatswissenschaftliche Fakultät nach Klassifikation (DDC) "ddc:310"
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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 ... -
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.<br /> Two general ... -
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 ... -
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 ... -
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, ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ...