SFB 649 Discussion Paper 2006-050 Robust Econometrics Pavel Čížek* Wolfgang Härdle** * Department of Econometrics and Operations Research, Universiteit van Tilburg, The Netherlands ** Institute for Statistics and Econometrics and C.A.S.E. – Center for...

SFB 649 Discussion Paper 2006-052 Forecasting the Term Structure of Variance Swaps Kai Detlefsen* Wolfgang Härdle* * Center for Applied Statistics and Economics (C.A.S.E.), School of Business and Economics, Humboldt-Universität zu Berlin, Germany This...

SFB 649 Discussion Paper 2006-061 A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties Daniel Hernández–Hernández* Alexander Schied** * Centro de Investigación en Matemáticas, Guanajuato, Mexico **...

SFB 649 Discussion Paper 2006-062 On the Difficulty to Design Arabic E-learning System in Statistics Taleb Ahmad* Wolfgang Härdle* Julius Mungo* * Department of Statistics, Humboldt-Universität zu Berlin, Germany This research was supported by the...

Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...