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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: 63.

B

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. pp. 1247-1271.

G

Gallusser, David and Krapf, Matthias. (2022) Joint Income-Wealth Inequality: Evidence from Lucerne Tax Data. Social Indicators Research, 163. pp. 251-295.

H

Hertrich, Markus. (2022) Foreign Exchange Interventions under a Minimum Exchange Rare Regime and the Swiss Franc. Review of International Economics, 30 (2). pp. 450-489.

Hertrich, Markus. (2019) A Novel Housing Price Misalignment Indicator for Germany. German Economic Review, 20 (4). pp. 759-794.

Hertrich, Markus. (2019) A Novel Housing Price Misalignment Indicator for Germany. Deutsche Bundesbank Discussion Paper, 20 (31). pp. 1-38.

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.

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

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

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

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.

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.

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

J

Jackman, Simon and Kleiber, Christian and Zeileis, Achim. (2007) Regression Models for Count Data in R. WWZ Discussion Papers, 2007 (24).

K

Kleiber, Christian. (2018) Structural change in (economic) time series. In: Complexity and Synergetics. Cham, pp. 275-288.

Kleiber, Christian. (2016) Structural Change in (Economic) Time Series. WWZ Working Papers, 2016 (06). Basel.

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

Kleiber, Christian and Zeileis, Achim. (2014) Visualizing Count Data Regressions Using Rootograms. WWZ Discussion Papers, 2014 (13). Basel.

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

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

Kleiber, Christian. (2013) On moment indeterminacy of the Benini income distribution. WWZ Discussion Papers, 2013 (08). Basel.

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

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

Kleiber, Christian. (2012) The Generalized Lognormal Distribution and the Stieltjes Moment Problem. WWZ Discussion Papers, 2012 (15).

Kleiber, Christian and Zeileis, Achim. (2010) Reproducible Econometric Simulations. WWZ Discussion Papers, 2010 (12).

Kleiber, Christian. (2010) Kommen alle Ziffern gleich häufig vor? Uni nova, 115 (2). pp. 12-13. Basel.

Kleiber, Christian and Zeileis, Achim. (2010) Reproducible econometric simulations. WWZ Discussion Papers, 2010 (11). Basel.

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

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, pp. 97-119.

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

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

Kleiber, Christian. (2007) A Guide to the Dagum Distributions. WWZ Discussion Papers, 2007 (23).

Kleiber, Christian. (2007) The Lorenz curve in economics and econometrics. WWZ Discussion Papers, 2007 (09).

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

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. pp. 13-19.

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. pp. 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, pp. 643-644.

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

Kleiber, Christian. (2002) Variability ordering of heavy-tailed distributions with applications to order statistics. Statistics and probability letters, Vol. 58. pp. 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. pp. 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. pp. 83-96.

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

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

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

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

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

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

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

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

S

Spasova, Tsvetana. (2019) Regional Income Distribution in the European Union: A Parametric Approach. WWZ Working Papers, 2019 (18). Basel.

Spasova, Tsvetana. (2019) Regional Income Distribution in the European Union: A Parametric Approach. Research on Economic Inequality, 27. pp. 1-18.

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

Serfling, Oliver. (2004) The interaction between unit and item nonresponse in view of the reverse cooperation continuum. WWZ Discussion Papers, 2004 (02).

T

Ters, Kristyna and Urban, Jörg. (2020) Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. Journal of Financial Markets, 47 (100503).

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

W

Walter, Linda E.. (2013) Claim incidence models with varying exposure in automobile insurance. In: Proceedings of the 59th ISI World Statistics Congress. The Hague, pp. 3512-3513.

Z

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

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

Zeileis, Achim and Kleiber, Christian. (2005) Validating multiple structural change models - a case study. Journal of applied econometrics, Vol. 20. pp. 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. pp. 99-121.

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. pp. 109-123.

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. pp. 1-38.

This list was generated on Thu Apr 18 03:57:16 2024 CEST.