Browsing Wirtschaftswissenschaftliche Fakultät by Referee "Zucchini, Walter Prof. Dr."
Now showing items 1-15 of 15
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Messung der Vulnerabilität der Armut - Eine statistische Analyse mit deutschen Paneldaten
(2012-11-06)In order to reduce poverty it is clearly of interest to identify, not only those households that are poor, but also those that are at risk of becoming poor, i.e. vulnerable to poverty. In this research, the accuracy of ... -
Contributions to statistical modelling of high-frequency financial data with applications to Frankfurt Stock Exchange
(2012-03-22)This dissertation is concerned with the forecasting performance of time series models for the price movements of high-frequency transaction data on the Frankfurt Stock Exchange. The availability of high quality data of ... -
Development and Gender Inequality
(2011-11-17)The four essays collected in this volume aim is to shed some light on specific aspect in which women are discriminated against (employment, education and access to health care) in developing ... -
Simple Solutions to hard Problems in the Estimation and Prediction of Welfare Distributions
(2011-06-01)The aim of my PhD projects is to investigate various problems in applied parametric and nonparametric estimation, and eventually in prediction. The main focus is on welfare analysis. For instance, in both nonparametric density ... -
Semiparametric Structure Guided by Prior Knowledge with Applications in Economics
(2011-05-27)Among many developments in statistical modelling in recent years, non- and semiparametric methods have proved to be a particularly powerful data-analytic tool. Nevertheless, there still ... -
On some special-purpose hidden Markov models
(2011-05-11)Hidden Markov models (HMMs) provide flexible devices for modelling time series of observations that depend on underlying serially correlated states. They constitute a specific class of ... -
Regional integration processes: Four studies about convergence, growth and monitoring tools
(2010-07-15)Since the end of the Cold War the number of free trade and preferential partnership agreements has been increasing worldwide. A large part of these treaties are made between developing- and ... -
Three Essays on the Gender Differentials in Mortality and Undernutrition in Pakistan
(2008-05-21)Child Mortality and Undernutrition are the two major public health problems in the developing world. An associated phenomenon is gender discrimination against the female child. South Asia, in particular, suffers from ... -
Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
(2008-05-09)This thesis is concerned with the modeling of time-varying sensitivities in financial markets. Although interest in applying advanced time series techniques, such as the Kalman filter and Markov regime switching models, ... -
Essays on Entrepreneurship and Economic Development
(2007-12-14)Two compelling reasons motivate the work in this dissertation. While enormous literature on developed countries has emerged identifying the determinants of entrepreneurship and its impact, very little is known about ... -
Social Capital, Trust, and Economic Growth
(2007-11-15)Taking panel data and using a fixed-effects estimation for a 41-country sample over the time period from 1980 to 2004 and with a total of 129 observations, the thesis points out that economic ... -
Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios
(2006-06-02)Collateralized Debt Obligations (CDOs) have nowadays become an integral part of all asset-backed securities issuances. It is noteworthy that credit derivative-based synthetic CDO structures ... -
Estimating and Correcting the Effects of Model Selection Uncertainty
(2006-04-07)Most applied statistical analyses are carried out under model uncertainty, meaning that the model which generated the observations is unknown, and so the data are first used to select one of a set of plausible models by ... -
Überprüfung stochastischer Modelle mit Pseudo-Residuen
(2003-02-27)In this thesis we investigate the application of pseudo-residuals for assessing the fit of probability models. Pseudo-residuals enjoy three important advantages over traditional residuals: They are applicable to a wide ... -
A Statistical Approach to Feature Detection and Scale Selection in Images
(2000-12-13)In computer vision "feature detection" refers to some procedure that determines candidate positions at which a particular feature, e.g. an edge or a line, could be located. "Scale selection" aims to find the scale or size ...