SFB 303 Discussion Papers

B-300 - B-399

B-300 Werner, Hans Joachim, and Cemil Yapar (1994): On Inequality Constrained Generalized Least Squares Selections in the General Possibly Singular Gauss-Markov Model: A Projector Theoretical Approach , SFB 303, Universität Bonn, Discussion Paper No. B-300

B-301 Werner, Hans Joachim, and Cemil Yapar (1994): More on partitioned possibly restricted linear regression , SFB 303, Universität Bonn, Discussion Paper No. B-301

B-302 Platen, Eckhard, and Martin Schweizer (1994): On Smile and Skewness, SFB 303, Universität Bonn, Discussion Paper No. B-302

B-303 Zenner, M. (1994): Prediction Error Learning and Rational Expectations in Autoregressive Models with Forecast Feedback , SFB 303, Universität Bonn, Discussion Paper No. B-303

B-304 Neumann, Manfred J. M. (1995): A Comparative Study of Seigniorage: Japan and Germany, SFB 303, Universität Bonn, Discussion Paper No. B-304

B-305 Balkenborg, Dieter (1995): Evolutionary Stability, Strictness and Repeated Games with Common Interests, SFB 303, Universität Bonn, Discussion Paper No. B-305

B-306 Frey, Rüdiger, and Daniel Sommer (1996): A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk, SFB 303, Universität Bonn, Discussion Paper No. B-306

B-307 Wesche, Katrin, and Jens Weidmann (1995): Central Bank Independence and Seigniorage: The Banque de France, SFB 303, Universität Bonn, Discussion Paper No. B-307

B-308 Miltersen, K., K. Sandmann, and D. Sondermann (1994): Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates , SFB 303, Universität Bonn, Discussion Paper No. B-308

B-309 Leisen, D. P. J., and M. Reimer (1995): Binomial Models for Option Valuation - Examining and Improving Convergence , SFB 303, Universität Bonn, Discussion Paper No. B-309

B-310 Frey, Rüdiger, and Alexander Stremme (1995): Market Volatility and Feedback Effects from Dynamic Hedging, SFB 303, Universität Bonn, Discussion Paper No. B-310

B-311 Ackermann, Michael, and Wilhelm Krelle (1995): Transition from a Planned to a Market Economy: The Interrelation of Subsidization of Firms, Budget Deficit, Unemployment and Inflation, SFB 303, Universität Bonn, Discussion Paper No. B-311

B-312 Krelle, Wilhelm (1995): The most important Problems of Transition from a Planned to a Market Economy: Suggestions for Solutions, SFB 303, Universität Bonn, Discussion Paper No. B-312

B-313 Balkenborg, Dieter, and Karl H. Schlag (1995): On the Interpretation of Evolutionary Stable Sets , SFB 303, Universität Bonn, Discussion Paper No. B-313

B-314 Balkenborg, Dieter, and Karl H. Schlag (1995): Evolutionary Stability in Asymmetric Population Games, SFB 303, Universität Bonn, Discussion Paper No. B-314

B-315 Zenner, Markus (1995): OLS-Learning in Non-Stationary Models with Forecast Feedback, SFB 303, Universität Bonn, Discussion Paper No. B-315

B-316 Cron, Axel (1995): Uniform Consistency of Modified Kernel Estimators in Parametric ARCH-Models, SFB 303, Universität Bonn, Discussion Paper No. B-316

B-317 Dahlhäuser, Heike (1995): Prominenz der Preise in einem Warenhauskatalog, SFB 303, Universität Bonn, Discussion Paper No. B-317

B-318 Cron, Axel (1995): Uniform Consistency of Modified Kernel Estimators in Nonparametric Multivariate VARCH-Models, SFB 303, Universität Bonn, Discussion Paper No. B-318

B-319 Binmore, Ken, Chris Proulx, Larry Samuelson, and Joe Swierzbinski (1995): Hard Bargaining and Lost Opportunities, SFB 303, Universität Bonn, Discussion Paper No. B-319

B-320 Neumann, Manfred J. M., and Katrin Wesche (1995): Divergent Trends in the Velocity of Money, SFB 303, Universität Bonn, Discussion Paper No. B-320

B-321 Cressman, R., and K.H. Schlag (1995): Dynamic Stability in perturbed Games, SFB 303, Universität Bonn, Discussion Paper No. B-321

B-322 Nöldeke, Georg, and Larry Samuelson (1995): A Dynamic Model of Equilibrium Selection, SFB 303, Universität Bonn, Discussion Paper No. B-322

B-323 Nielsen, J. A., and K. Sandmann (1995): The Pricing of Asian Options under Stochastic Interest Rates, SFB 303, Universität Bonn, Discussion Paper No. B-323

B-324 Neumann, M. J. M., and Hagen, Jürgen von (1995): The Strategy of Monetary Targeting: Can the German Experience Provide a Model for the ECB?, SFB 303, Universität Bonn, Discussion Paper No. B-324

B-325 Abbink, Klaus, and Abdolkarim Sadrieh (1995): RatImage - research Assistance Toolbox for Computer-Aided Human Behavior Experiments, SFB 303, Universität Bonn, Discussion Paper No. B-325

B-326 Werner, Hans Joachim, and Cemil Yapar (1995): A BLUE Decomposition in the General Linear Regression Model, SFB 303, Universität Bonn, Discussion Paper No. B-326

B-327 Nielsen, J. Aase, and Klaus Sandmann (1995): Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts, SFB 303, Universität Bonn, Discussion Paper No. B-327

B-327a Krelle, Wilhelm (1995): Reasons for the Change from a Planned to a Market Economy and the Main Problems During this Change, SFB 303, Universität Bonn, Discussion Paper No. B-327a

B-328 Everhart, Christian (1995): Consistent Theories of Cautious Utility Maximization, SFB 303, Universität Bonn, Discussion Paper No. B-328

B-329 Kirchkamp, Oliver (1995): Asynchronous Evolution of Pairs How spatial evolution leads to enequality, SFB 303, Universität Bonn, Discussion Paper No. B-329

B-330 Kirchkamp, Oliver (1995): Spatial Evolution of Automata in the Prisoners' Dilemma, SFB 303, Universität Bonn, Discussion Paper No. B-330

B-331 Balkenborg, Dieter, and Eyal Winter (1995): A Necessary and Sufficient Epistemic Condition for Playing Backward Induction, SFB 303, Universität Bonn, Discussion Paper No. B-331

B-332 Cron, Axel (1995): Kernel Estimation in Regime-Varying Regression Models , SFB 303, Universität Bonn, Discussion Paper No. B-332

B-333 Runggaldier, Wolfgang J., and Martin Schweizer (1995): Convergence of Option Values under Incompleteness, SFB 303, Universität Bonn, Discussion Paper No. B-333

B-334 Selten, Reinhard, and Myrna Holtz Wooders (1995): Cyclic Games: An Introduction and Examples, SFB 303, Universität Bonn, Discussion Paper No. B-334

B-335 Fisher, Alastair (1995): The Probability of Being Decisive, SFB 303, Universität Bonn, Discussion Paper No. B-335

B-336 Schweizer, Martin (1995): Approximation Pricing and the Variance-Optimal Martingale Measure, SFB 303, Universität Bonn, Discussion Paper No. B-336

B-337 Wesche, Katrin (1995): The Stability of European Money Demand: An Investigation of M3H , SFB 303, Universität Bonn, Discussion Paper No. B-337

B-338 Neumann, Manfred J. M. (1995): Society, Government, and Central-Bank Independence, SFB 303, Universität Bonn, Discussion Paper No. B-338

B-339 Selten, Reinhard, and Axel Ockenfels (1995): An Experimental Solidarity Game, SFB 303, Universität Bonn, Discussion Paper No. B-339

B-340 Ewerhart, Christian (1995): Caution in Generic Decisions Situations, SFB 303, Universität Bonn, Discussion Paper No. B-340

B-341 Eshel, Illan, Larry Samuelson, and Avner Shaked (1996): Altruists, Egoists and Hooligans in a Local Interaction Model, SFB 303, Universität Bonn, Discussion Paper No. B-341

B-342 Sadrieh, A. (1996): Price Path Repitition and Proposer's Curse in an Alternating Double Auction Market Experiment , SFB 303, Universität Bonn, Discussion Paper No. B-342

B-343 Selten, Reinhard, Abdolkarim Sadrieh, and Klaus Abbink (1995): Money does Not Induce Risk Neutral Behavior, but Binary Lotteries Do even Worse, SFB 303, Universität Bonn, Discussion Paper No. B-343

B-344 Krelle, Wilhelm (1995): Entwicklung und Aufrechterhaltung moralischer Standards, SFB 303, Universität Bonn, Discussion Paper No. B-344

B-345 Bolton, Gary E. (1995): Arbitration And Chilling: Challenging the Convention, SFB 303, Universität Bonn, Discussion Paper No. B-345

B-346 Katok, Elena, Holly S. Lewis, and Terry P. Harrison (1995): Lot Sizing in General Assembly Systems with Setup Costs, Setup Times and Multiple Constrained Resources, SFB 303, Universität Bonn, Discussion Paper No. B-346

B-347 Schlag, Karl H., and Ross Cressman (1995): The Dynamic (In)Stability of Backwards Induction, SFB 303, Universität Bonn, Discussion Paper No. B-347

B-348 Harstad, Ronald M., and Michael H. Rothkopf (1995): An "Alternating Recognition" Model of English Auctions, SFB 303, Universität Bonn, Discussion Paper No. B-348

B-349 Harrison, Glen W., Ronald M. Harstad, and E. Elisabet Rutström (1995): Experimental Methods and Elicitation of Values, SFB 303, Universität Bonn, Discussion Paper No. B-349

B-350 Eshel, Ilan, Emilia Sansone, and Avner Shaked (1995): Evolutionary Dynamics of Populations with a Local Interaction Structure, SFB 303, Universität Bonn, Discussion Paper No. B-350

B-351 Jain, S. K., S. K. Mitra, and Hans Joachim Werner (1995): Extensions of $\Gscr$-based Matrix Partial Orders , SFB 303, Universität Bonn, Discussion Paper No. B-351

B-352 Neumann, Manfred J.M. (1996): Problems in Measuring Central Bank Independence, SFB 303, Universität Bonn, Discussion Paper No. B-352

B-353 Cron, Axel, and Jens Weidmann (1996): German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question, SFB 303, Universität Bonn, Discussion Paper No. B-353

B-354 Abbink, Klaus, and Abdolkarim Sadrieh (1996): RatDemo - A Ready-to-Run Experiment in 99 Program Lines, SFB 303, Universität Bonn, Discussion Paper No. B-354

B-355 Hennig-Schmidt, Heike (1996): Behavior of Groups as Players in a Bargaining Experiment. Some Results on Negotiation Processes from a Video Experiment., SFB 303, Universität Bonn, Discussion Paper No. B-355

B-356 Hennig-Schmidt, Heike (1996): Wie verhalten sich Spielergruppen in einem Verhandlungsexperiment? Einige Ergebnisse zur Bildung von Anspruchsniveaus und Anspruchsanpassung, SFB 303, Universität Bonn, Discussion Paper No. B-356

B-356e Hennig-Schmidt, Heike (1996): Equity, Fairness and Prominence, Determinants for the Behavior of Player Groups in a Bargaining Video Experiment, SFB 303, Universität Bonn, Discussion Paper No. B-356e

B-357 Harstad, Ronald M. (1996): Dominant Strategy Adoption, Efficiency, and Bidders' Experience with Pricing Rules, SFB 303, Universität Bonn, Discussion Paper No. B-357

B-358 Christopeit, Norbert (1996): Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case., SFB 303, Universität Bonn, Discussion Paper No. B-358

B-359 Christopeit, N., and V. L. Girko (1995): Minimax Estimator for linear models with nonrandom disturbances, SFB 303, Universität Bonn, Discussion Paper No. B-359

B-360 Krelle, Wilhelm (1995): Should Firms which would go bankrupt during the Transition Process from a Planned to a Market Economy be, SFB 303, Universität Bonn, Discussion Paper No. B-360

B-361 Karl H. Schlag (1996): Why Imitate, and if so, How? A Bounded Rational Approach to Multi-Armed Bandits , SFB 303, Universität Bonn, Discussion Paper No. B-361

B-362 Tang, Fang-Fang (1996): Anticipatory Learning in Two-Person Games: An Experimental Study, SFB 303, Universität Bonn, Discussion Paper No. B-362

B-363 Tang, Fang-Fang (1996): Anticipatory Learning in Two-Person Games: An Experimental Study Part II. Learning, SFB 303, Universität Bonn, Discussion Paper No. B-363

B-364 Tang, Fang-Fang (1996): Anticipatory Learning in Two-Person Games: An Experimental Study Part III. Individual Analysis, SFB 303, Universität Bonn, Discussion Paper No. B-364

B-365 Schlag, Karl H. (1996): Which one should I imitate?, SFB 303, Universität Bonn, Discussion Paper No. B-365

B-366 Leisen, Dietmar (1996): Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models, SFB 303, Universität Bonn, Discussion Paper No. B-366

B-367 Neumann, Manfred J. M., and Jens Weidmann (1996): The Information Content of German Discount Rate Changes, SFB 303, Universität Bonn, Discussion Paper No. B-367

B-368 Weber, Axel A. (1996): Germany Before and After Unification: A Strucutral VAR Analysis, SFB 303, Universität Bonn, Discussion Paper No. B-368

B-369 Mélitz, Jacques, and Axel A. Weber (1996): The Costs/Benefits of a Common Monetary Policy in France and Germany and Possible Lessons for Monetary Union, SFB 303, Universität Bonn, Discussion Paper No. B-369

B-370 Weber, Axel A. (1996): Human Capital, Educational Attainment, Schooling and Growth: A Critical Appraisal of the Empirical Literature, SFB 303, Universität Bonn, Discussion Paper No. B-370

B-371 Cron, Axel, and Jens Weidmann (1996): Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?, SFB 303, Universität Bonn, Discussion Paper No. B-371

B-372 Frey, Rüdiger (1996): The Pricing and Hedging of Options in Finitely Elastic Markets , SFB 303, Universität Bonn, Discussion Paper No. B-372

B-373 Kuon, Bettina (1996): Spontaneous Behavior and Experienced Players' Strategies in Two-Person Bargaining with Incomplete Information, SFB 303, Universität Bonn, Discussion Paper No. B-373

B-374 Irlenbusch, Bernd (1996): Self-Enforcement of Non Binding Contracts - An Experimental Study, SFB 303, Universität Bonn, Discussion Paper No. B-374

B-375 Kuon, Bettina (1996): The Impact of Trading Restrictions on the Profitability of Arbitrage Exploitation , SFB 303, Universität Bonn, Discussion Paper No. B-375

B-376 Abbink, Klaus and Bettina Kuon (1996): An Experimental Investigation of the Option Pricing Approach, SFB 303, Universität Bonn, Discussion Paper No. B-376

B-377 Musiela, Marek, and Marek Rutkowski (1996): Continuous-Time Term Structure Models, SFB 303, Universität Bonn, Discussion Paper No. B-377

B-378 Björnerstedt, Jonas, and Karl H. Schlag (1996): On the Evolution of Imitative Behavior, SFB 303, Universität Bonn, Discussion Paper No. B-378

B-379 Kirchkamp, Oliver (1996): Simultaneous Evolution of Learning Rules and Strategies, SFB 303, Universität Bonn, Discussion Paper No. B-379

B-380 Sela, Aner (1996): One against All in the Fictitious Play Process, SFB 303, Universität Bonn, Discussion Paper No. B-380

B-381 Abbink, Klaus, Gary Bolton, Abdolkarim Sadrieh, and Fang-Fang Tang (1996): Adaptive Learning versus Punishment in Ultimatum Bargaining, SFB 303, Universität Bonn, Discussion Paper No. B-381

B-382 Weidmann, Jens (1996): The Likelihood of European Monetary Union, SFB 303, Universität Bonn, Discussion Paper No. B-382

B-383 Aliprantis, C. D., D. J. Brown, I. A. Polyrakis, and J. Werner (1996): Portfolio Dominance and Optimality in Infinite Security Markets, SFB 303, Universität Bonn, Discussion Paper No. B-383

B-384 Schönbucher, Philipp J. (1996): The Term Structure of Defaultable Bond Prices, SFB 303, Universität Bonn, Discussion Paper No. B-384

B-385 Weidmann, Jens (1996): New Hope for the Fisher Effect? A Reexamination Using Threshold Cointegration, SFB 303, Universität Bonn, Discussion Paper No. B-385

B-386 Jacobsen, Eva, and Abdolkarim Sadrieh (1996): Experimental Proof for the Motivational Importance of Reciprocity, SFB 303, Universität Bonn, Discussion Paper No. B-386

B-387 Fischer, Alistair J., and Anne J. Arnold (1996): The Diffusion of New Crop Varieties, SFB 303, Universität Bonn, Discussion Paper No. B-387

B-388 Monderer, Dov, Shlomit Hon-Snir, and Aner Sela (1996): A Learning Approach to Auctions, SFB 303, Universität Bonn, Discussion Paper No. B-388

B-389 Selten, Reinhard (1996): Aspiration Adaptation Theory, SFB 303, Universität Bonn, Discussion Paper No. B-389

B-390 Selten, Reinhard (1996): Axiomatic Characterization of the Quadratic Scoring Rule, SFB 303, Universität Bonn, Discussion Paper No. B-390

B-391 Weisbuch, Gerard, Alan Kirman, and Dorothea K. Herreiner (1996): Market Organization, SFB 303, Universität Bonn, Discussion Paper No. B-391

B-392 Wesche, Katrin (1996): Aggregating Money Demand in Europe with a Divisia Index, SFB 303, Universität Bonn, Discussion Paper No. B-392

B-393 Wesche, Katrin (1996): Aggregation Bias in Estimating European Money Demand Functions, SFB 303, Universität Bonn, Discussion Paper No. B-393

B-394 Goldys, B., M. Musiela, and D. Sondermann (1996): Lognormality of Rates and Term Structure Models, SFB 303, Universität Bonn, Discussion Paper No. B-394

B-395 Schlögl, Erik, and Daniel Sommer (1997): Factor Models and the Shape of the Term Structure, SFB 303, Universität Bonn, Discussion Paper No. B-395

B-396 Schloegl, Erik, and Lutz Schloegl (1997): A Tractable Term Structure Model with Endogenous Interpolation and Positive Interest Rates, SFB 303, Universität Bonn, Discussion Paper No. B-396

B-397 Sommer, Daniel (1997): Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds, SFB 303, Universität Bonn, Discussion Paper No. B-397

B-398 Sandmann, Klaus, and Dieter Sondermann (1997): Log-Normal Interest Rate Models: Stability and Methodology, SFB 303, Universität Bonn, Discussion Paper No. B-398

B-399 Leisen, Dietmar (1997): The Random-Time Binomial Model, SFB 303, Universität Bonn, Discussion Paper No. B-399

Continue with Discussion Paper B-400 to B-463

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