Economics > Munich Discussion Papers in Economics > Statistical Methods

2022

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (25. January 2022): Estimating time-varying coefficients with Gretl using the VC method. Discussion Papers in Economics 2022-1 [PDF, 1MB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (2022): VC - A Program for Estimating Time-Varying Coefficients. Version 7. [ZIP, 861kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (2022): VCwrapper. A function package for estimating time-varying coefficients in linear models with Gretl. [ZIP, 4MB]

2021

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (2021): Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format. Discussion Papers in Economics 2021 [ZIP, 6MB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (2021): VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C. Version 6. [ZIP, 387kB]

2020

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (November 2020): Season. A Mathematica Package for Seasonal Adjustment. [ZIP, 2MB]

2019

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (November 2019): VC - A Method For Estimating Time-Varying Coefficients in Linear Models. Discussion Papers in Economics 2019-3 [PDF, 672kB]

2008

Hörisch, Hannah (26. February 2008): Does parental employment affect children's educational attainment? Evidence from Germany. Discussion Papers in Economics 2008-5 [PDF, 191kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (25. February 2008): Trend Extraction From Time Series With Structural Breaks and Missing Observations. Discussion Papers in Economics 2008-3 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf [PDF, 214kB]

2007

Hillinger, Claude (16. December 2007): Measuring real value and inflation. Discussion Papers in Economics 2007-40 [PDF, 248kB]

Ludsteck, Johannes; Haupt, Harald (March 2007): An Empirical Test of the Reder Hypothesis. Discussion Papers in Economics 2007-11 [PDF, 195kB]

Ludsteck, Johannes; Haupt, Harry (July 2007): An Empirical Test of Reder Competition and Specific Human Capital Against Standard Wage Competition. Discussion Papers in Economics 2007-22 [PDF, 217kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (May 2007): Trend Extraction From Time Series With Missing Observations. Discussion Papers in Economics 2007-18 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf [PDF, 835kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (May 2007): Trend Extraction From Time Series With Structural Breaks. Discussion Papers in Economics 2007-17 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf [PDF, 421kB]

2006

Fidrmuc, Jarko (October 2006): Money Demand and Disinflation in Selected CEECs during the Accession to the EU. Discussion Papers in Economics 2006-31 [PDF, 163kB]

Heiss, Florian (June 2006): Nonlinear State-Space Models for Microeconometric Panel Data. Discussion Papers in Economics 2006-24 [PDF, 356kB]

Heiss, Florian; Winschel, Viktor (April 2006): Estimation with Numerical Integration on Sparse Grids. Discussion Papers in Economics 2006-15 [PDF, 365kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (March 2006): Variance Estimation in a Random Coefficients Model. Discussion Papers in Economics 2006-12 [PDF, 1MB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451; Ludsteck, Johannes (March 2006): Variance Estimation in a Random Coefficients Model. Discussion Papers in Economics 2006-12 [PDF, 598kB]

2005

Ludsteck, Johannes (2005): VC Packages for Estimating Time-Varying Coefficients with Mathematica 8 - 11. [ZIP, 34kB]

2004

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (February 2004): Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter. Discussion Papers in Economics 2004-2 Journal of the Japan Statistical Society, 35 [PDF, 383kB]

2003

A'Hearn, Brian; Komlos, John (July 2003): Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ. A Simulation Based Study with Application to Historical Height Samples. Discussion Papers in Economics 2003-8 [PDF, 112kB]

Grün, Carola (August 2003): Racial and Gender Wage Differentials in South Africa: What can Cohort Data tell? Discussion Papers in Economics 2003-21 [PDF, 354kB]

Komlos, John (July 2003): How to (and How Not to) Analyze Deficient Height Samples. Discussion Papers in Economics 2003-12 Historical Methods, 37 [PDF, 90kB]

Schlicht, Ekkehart ORCID: 0000-0001-8227-5451 (June 2003): Estimating Time-Varying Coefficients With the VC Program. Discussion Papers in Economics 2003-6 [PDF, 117kB]

2002

Komlos, John; Flandreau, Marc (March 2002): Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market. Austria-Hungary, 1876-1914. Discussion Papers in Economics 2002-4 [PDF, 63kB]