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Items where Division is "06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Ökonometrie und Statistik (Kleiber)"

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Number of items at this level: 47.

2017

Hertrich, Markus and Zimmermann, Heinz. (2017) On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective. Journal of Money, Credit, and Banking, 49 (2-3). pp. 567-578.

November 2016

Hertrich, Markus. (2016) The distribution of exchange rates under a minimum exchange rate regime. Journal of Applied Economics, 19 (2). pp. 351-362.

May 2016

Hertrich, Markus. (2016) The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone. Review of Economics, 67 (1). pp. 91-120.

2016

Hertrich, Markus. (2016) A Note on Credit Spread Forwards. Journal of Advanced Studies in Finance, 7 (1(13)). pp. 77-81.

Kleiber, Christian and Zeileis, Achim. (2016) Visualizing count data regressions using rootograms. The American Statistician, 70 (3). pp. 296-303.

2015

Hertrich, Markus. (2015) A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier. Swiss Journal of Economics and Statistics, 151 (3). pp. 227-260.

Hertrich, Markus. (2015) Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. International Journal of Applied Economics, 12 (2). pp. 1-46.

2014

Kleiber, Christian. (2014) The generalized lognormal distribution and the Stieltjes moment problem. Journal of Theoretical Probability, 27 (4). pp. 1167-1177.

2013

Hertrich, Markus and Veestraeten, Dirk. (2013) Valuing Stock Options when Prices are Subject to a Lower Boundary: A Correction. Journal of Futures Markets, 33 (9). pp. 889-890.

Kleiber, Christian. (2013) On moment indeterminacy of the Benini income distribution. Statistical Papers, Vol. 54, H. 4. S. 1121-1130.

Kleiber, Christian and Stoyanov, Jordan. (2013) Multivariate distributions and the moment problem. Journal of multivariate analysis, Vol. 113. S. 7-18.

Kleiber, Christian and Zeileis, Achim. (2013) Reproducible Econometric Simulations. Journal of econometric methods, Vol. 2, H. 1. S. 89-99.

2012

Kleiber, Christian. (2012) On moment indeterminacy of the Benini income distribution. Basel.

Kleiber, Christian. (2012) The generalized lognormal distribution and the Stieltjes moment problem. Basel.

2010

Kleiber, Christian. (2010) Kommen alle Ziffern gleich häufig vor?

Kleiber, Christian and Zeileis, Achim. (2010) Reproducible econometric simulations. Basel.

Kleiber, Christian and Zeileis, Achim. (2010) The Grunfeld data at 50. German Economic Review, 11 (4). pp. 404-417.

2009

Hertrich, Markus. (2009) Inflationsindexierte Anleihen. Recht - Wirtschaft - Steuern . Hamburg .

Toutenburg, Helga and Schomaker, Michael and Wissmann, Malte and Heumann, Christian. (2009) Arbeitsbuch zur deskriptiven und induktiven Statistik. Springer-Lehrbuch. Berlin.

Zeileis, Achim and Kleiber, Christian. (2009) Approximate replication of high-breakdown robust regression techniques. Journal of Economic and Social Measurement, Vol. 34, H. 2-3. S. 191-203.

2008

Kleiber, Christian. (2008) A guide to the Dagum distributions. In: Modelling income distributions and Lorenz Curves: Essays in Memory of Camilo Dagum. Berlin - New York, S. 97-119.

Kleiber, Christian. (2008) The Lorenz curve in economics and econometrics. In: Advances on income inequality and concentration measures. London, S. 225-242.

Kleiber, Christian and Zeileis, Achim. (2008) Applied Econometrics with R. Use R!. New York.

Zeileis, Achim and Kleiber, Christian and Jackman, Simon. (2008) Regression models for count data in R. Journal of Statistical Software, Vol. 27, H. 8. S. 1-25.

2007

Bossmann, Martin and Kleiber, Christian and Wälde, Klaus. (2007) Bequests, taxation and the distribution of wealth in a general equilibrium model. Journal of public economics, Vol. 91. S. 1247-1271.

2006

Serfling, Oliver. Respondent behavior and data quality aspects in panel surveys : four empirical contributions. 2006, PhD Thesis, University of Basel, Faculty of Business and Economics.

2005

Kleiber, Christian and Krämer, Walter. (2005) Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances. The econometrics journal, Vol. 8. S. 406-417.

Zeileis, Achim and Kleiber, Christian. (2005) Validating multiple structural change models - a case study. Journal of applied econometrics, Vol. 20. S. 685-690.

Zeileis, Achim and Leisch, Friedrich and Kleiber, Christian and Hornik, Kurt. (2005) Monitoring structural change in dynamic econometric models. Journal of Applied Econometrics, Vol. 20. S. 99-121.

2004

Kleiber, Christian. (2004) Lorenz ordering of order statistics from log-logistic and related distributions. Journal of Statistical Planning and Inference, Vol. 120, H. 1/2. S. 13-19.

2003

Kleiber, Christian and Kotz, Samuel. (2003) Statistical size distributions in economics and actuarial sciences. Wiley series in probability and mathematical statistics. New York.

Kleiber, Christian and Krämer, Walter. (2003) Efficiency, equity, and generalized Lorenz dominance. Estadística, Vol. 55. S. 173-186.

Kleiber, Christian and Scheid, Stefanie. (2003) The generalized lognormal distribution as an income distribution. In: Bulletin of the International Statistical Institute: Proceedings of the 54th Session, Berlin, 60. Voorburg, S. 643-644.

Zeileis, Achim and Kleiber, Christian and Krämer, Walter and Hornik, Kurt. (2003) Testing and dating of structural changes in practice. Computational statistics & data analysis, Vol. 44. S. 109-123.

2002

Kleiber, Christian. (2002) A determinantal inequality. Econometric theory, Vol. 18. S. 542-543.

Kleiber, Christian. (2002) Variability ordering of heavy-tailed distributions with applications to order statistics. Statistics and probability letters, Vol. 58. S. 381-388.

Kleiber, Christian and Kotz, Samuel. (2002) A characterization of income distributions in terms of generalized Gini coefficients. Social choice and welfare, Vol. 19, H. 4. S. 789-794.

Krämer, Walter and Sibbertsen, Philipp and Kleiber, Christian. (2002) Long memory vs. structural change in financial time series. Allgemeines Statistisches Archiv, Vol. 86. S. 83-96.

Zeileis, Achim and Leisch, Friedrich and Hornik, Kurt and Kleiber, Christian. (2002) strucchange : an R package for testing for structural change in linear regression models. Journal of statistical software, Vol. 7, H. 2. S. 1-38.

2001

Kleiber, Christian. (2001) Finite sample efficiency of OLS in linear regression models with long-memory disturbances. Economics letters, Vol. 72. S. 131-136.

2000

Kleiber, Christian. (2000) A simple distribution without any moments. The Mathematical Scientist, Vol. 25. S. 59-60.

Kleiber, Christian. (2000) Central limit theorem for squared MA(infty) processes. Econometric Theory, Vol. 16. S. 1044.

Kleiber, Christian. (2000) Halbordnungen von Einkommensverteilungen. Angewandte Statistik und Oekonometrie, Heft 47. Göttingen.

1999

Kleiber, Christian. (1999) On the Lorenz order within parametric families of income distributions. Sankhyā : the Indian journal of statistics. Series B, Vol. 61. S. 514-517.

1997

Kleiber, Christian. (1997) Heteroskedastic fixed effects models. Econometric theory, Vol. 13. S. 891-893.

Kleiber, Christian. (1997) The existence of population inequality measures. Economics letters, Vol. 57. S. 39-44.

1996

Kleiber, Christian. (1996) Dagum vs. Singh-Maddala income distributions. Economics letters, Vol. 53. S. 265-268.

This list was generated on Sun Aug 20 03:47:28 2017 CEST.