Prof. Dr. rer. nat. Fred Böker
Professor - aktiv
Universität
Georg-August-Universität Göttingen
Georg-August-Universität Göttingen
Fachbereich
Wirtschaftswissenschaftliche Fakultät
Wirtschaftswissenschaftliche Fakultät
Institut
Institut für Statistik und Ökonometrie
Institut für Statistik und Ökonometrie
Arbeitsbereiche
Statistik und Ökonometrie
Mathematik für Wirtschaftswissenschaftler
Statistik und Ökonometrie
Mathematik für Wirtschaftswissenschaftler
Land
Deutschland
Deutschland
Ort / PLZ
37073 Göttingen
37073 Göttingen
Strasse
Platz der Göttinger Sieben 5
Platz der Göttinger Sieben 5
Telefon
0551-394604
0551-394604
Sekretariat
0551-397282
0551-397282
FAX
0551-397279
0551-397279
Veröffentlichungen
"Simple and Effective Boundary Correction for Kernel Densities and Regression with an Application to the World Income and Engel Curve Estimation", Computational Statistics & Data Analysis, 54, 2487-2497
K. Pendakur, M. Scholz, S. Sperlich (2010):
"Semiparametric Indirect Utility and Consumer Demand",
Computational Statistics & Data Analysis, 54, 2763-2775
S. Sperlich, M.J. Lombardia (2010):
"Local Polynomial Inference for Small Area Statistics: Estimation, Validation and Prediction", Journal of Nonparametric Statistics
J. Roca Pardinas, S. Sperlich (2010):
"Feasible Estimation in Generalized Structured Models",
Statistics and Computing, 20(3), 367-379.
K. Pendakur, S. Sperlich (2010):
"Semiparametric Estimation of Consumer Demand Systems in Real Expenditure", Journal of Applied Econometrics, 25, 420-457.
S. Sperlich (2009):
"Comments on: A Review on Empirical Likelihood Methods for Regression", Test, 18(3), 448-451
S. Sperlich (2009):
"Discussion: Nonparametric estimation of noisy integral equations of the second kind", Journal of the Korean Statistical Society, 38(2), 111-113
S. Sperlich (2009):
"A Note on Nonparametric Estimation with Predicted Variables", The Econometrics Journal, 12, 382-395.
C. San Juan, S. Sperlich (2009):
"Ganaderia, adaptacion al medio natural y e
ficiencia: A donde va la PAC?", CLM Economia, 13, 141-157
J. Polzehl, S. Sperlich (2009):
"A Note on Structural Adaptive Dimension Reduction",
Journal of Statistical Computation and Simulation, 79(6), 805-818
Breidenbach, J., Gl?ser, C. and Schmidt, M. (2008):
"Estimation of diameter distributions by means of airborne laser scanner data", Can. J. For. Res. 38(6): 1611?1620 (2008) | doi:10.1139/X07-237
Zucchini, W., Raubenheimer, D. and MacDonald, I.L. (2008): "Modeling time series of animal bevavior by means of a latent-state model with feedback.", Biometrics, 64, 807-815
Mergner S. and Bulla J. (2008):
"Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques", European Journal of Finance, 14 (8), 771-802
M.J. Lombardia, S. Sperlich (2008):
"Semiparametric Inference in Generalized Mixed Effects Models", Journal of the Royal Statistical Society, B, 70(5), 913-930
O.Linton, S.Sperlich, I. Van Keilegom (2008):
"Estimation of a Semiparametric Transformation Model",
Annals of Statistics, 36, 686-718
E. Decimavilla, C. San Juan, S. Sperlich (2008):
"Precio de la tierra con presion urbana: Un modelo para Espana", Economia Agraria y Recursos Naturales, 8(1), 3-20
Bulla, J., Berzel, A. (2008):
"Computational Issues in Parameter Estimation for Stationary Hidden Markov Models", Computational Statistics, 23(1), 1-18. (doi:10.1007/s00180-007-0063-y)
Lee B. B., Hao S., Zucchini W. (2007):
"The temporal properties of the response of macaque ganglion cells and central mechanisms of flicker detection",
Journal of Vision, 7 (14) , 1-14
Adusei-Poku, K. ,Van den Brink, G., Zucchini, W. (2007):
"Implementing a Bayesian network for foreign exchange settlement: a case study in operational risk management",
Journal of Operational Risk Volume 2/Number 2, 1-6
C. Murillo,C. San Juan, S. Sperlich (2007):
"An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data", Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik), 227/3, 273-294
F. Nowak-Lehmann D., D. Herzer, S. Vollmer, I. Mart?nez-Zarzoso (2007): "Chile?s Market Share in the EU Market: The Role of Price Competition in a Panel Analysis Setting",
European Community Studies, Association of Austria Publication Series
J. Roca Pardinas, S. Sperlich (2007):
"Testing the link when the index is semiparametric - A comparison study", Computational Statistics & Data Analysis, 12, 6565-6581
F. Nowak-Lehmann D., D. Herzer and S. Vollmer (2007):
"Competividad sectorial y costes de transporte en las exportaciones Turquia-UE", Informaci?n Comercial Espanola (ICE): Revista de Economi?, Vol. 834, 95-112
F. Nowak-Lehmann D., D. Herzer and S. Vollmer (2007):
"The Free Trade Agreement between Chile and the EU: Its Potential Impact on Chile's Export Industry", Applied Econometrics and International Development, Vol. 7.1
F. Nowak-Lehmann D., D. Herzer, I. Martinez-Zarzoso and S. Voller (2007): "The Impact of a Customs Union between Turkey and the EU on Turkey's Export to the EU: Past and Future Developments", Journal of Common Market Studies
W. Kleinhanss, C. Murillo,C. San Juan, S. Sperlich (2007):
"Efficiency, subsidies and environmental adaptation of animal farming under CAP", Agricultural Economics 36 (1), 49-65
Bulla I., Bulla J. (2006):
"Stylized Facts of Financial Time Series and Hidden Semi-Markov Models", Computational Statistics and Data Analysis 51(4), 2192-2209
Staupendahl, K., and Zucchini, W. (2006):
"Estimating the spatial distribution in forest stands by counting small angles between nearest neighbors.",
Allg. Forst- u. Jgdztng. 177 (8/9): 160 - 168.
N. Neumeyer, S. Sperlich (2006):
"Comparison of Separable Components in Different Samples", Scandinavian Journal of Statistics, 33, 477-501
Holzmann, H., Munk, A., Zucchini, W.. (2006):
"On identifiability in capture-recapture models.",
Biometrics , 62 (3) 934-936
Holzmann, H., Munk, A., Suster, M. and Zucchini, W. (2006):
"Hidden Markov models for circular and linear-circular time series", Environmental and Ecological Statistics, 13(3), 325-247
Berzel, A., Heller, G. Z., Zucchini, W. (2006):
"Estimating the Number of Visits to the Doctor",
Australian & New Zealand Journal of Statistics, 48(2), 213-224.
Zucchini, W., Nenadic, O. (2006):
"A Web-based Rainfall Atlas for Southern Africa",
Environmetrics, 17(3), 269-283
Unzicker C, Erberich H, Moldrich G, Woldt H, Bulla J, Mechoulam R, Ehrenreich H, Sir?n AL. (2005):
"Hippocampal cannabinoid-1 receptor upregulation upon endothelin-B receptor deficiency: a neuroprotective substitution effect?", Neurochem Res., 30(10), 1305-1309
J. Rodriguez-Poo, S. Sperlich, A.I. Fernandez (2005):
"Semiparametric Three Step Estimation Methods for Simultaneous Equation Systems", Journal of Applied Econometrics, 20, 699 ? 721
N. W. Hengartner, S. Sperlich (2005):
"Rate Optimal Estimation with the Integration Method in the Presence of Many Covariates", Journal of Multivariate Analysis, 95 (2), 246-272
J.P. Nielsen, S. Sperlich (2005):
"Smooth backfitting in practice", Journal of the Royal Statistical Society, B, 67,(1), 43-61
H. Dette, C. v. Lieres und Wilkau, S. Sperlich (2005):
"A comparsion of different nonparametric methods for inference on additive models", Journal of Nonparametric Statistics, 17 (1), 57-81
Unzicker, C., Erberich, H., Moldrich, G. Woldt, H., Bulla, J., Mechoulam, R., Ehrenreich, H. Sir?n, L. (2005):
"Hippocampal Cannabinoid-1 Receptor Upregulation Upon Endothelin-B Receptor Deficiency: A Neuroprotective Substitution Effect?", Neurochemical Research, Vol. 30, No. 10, 1305 - 14309
S. Profit, S. Sperlich (2004):
"Non-Uniformity of Job-Matching in a Transition Economy -- A Nonparametric Analysis for Czech Republic",
Applied Economics, 36/7, 695-714
W. Härdle, S. Huet, E. Mammen, S. Sperlich (2004):
"Bootstrap Inference in Semiparametric Generalized Additive Models", Econometric Theory, 20, 265 - 300
Ca?adas, A., Nenadic, O., Bolte, A. (2004):
"Effects of Different Land Use Intensities on the Succession of Secondary Forest in the Protected Forest Sumaco", Ecuador, Deutscher Tropentag 2004, Berlin
Neykov, N.M., Neytchev, P.N. and Zucchini, W. (2003):
"Detecting Precipitation Climate Changes: An Approach Based on a Stochastic Daily Precipitation Model",
Pliska Stud. Math. Bulgar. 14, 91-106
J. P. Nielsen, S. Sperlich (2003):
"Prediction of stocks: A new way to look at it",
Astin Bulletin, 33, 399 - 417
Rodriguez-Poo, S. Sperlich, P. Vieu (2003):
"Semiparametric Estimation of Weak and Strong Separable Models", Econometric Theory, 19, 1008 - 1039
L. Yang, S. Sperlich, W. Härdle (2003):
"Derivative Estimation and Testing in Generalized Additive Models", J. Stat. Planning and Inference, 115/2, 521-542
Stadie, A. (2003):
"Detecting Periods in which a Time Series Model fails to predict the observed Volatility", Journal of Computational Statistics , 18 (3), 375-386
S. Sperlich, D. Tjostheim and L. Yang (2002):
"Nonparametric Estimation and Testing of Interaction in Additive Models", Econometric Theory, 18, 197-251
Breitung, J. Jagodzinski, D. (2002):
"Prognoseeigenschaften alternativer Indikatoren f?r die Konjunkturentwicklung in Deutschland", Konjunkturpolitik 47, S. 292-314
Breitung, J. Hassler, U. (2002):
"Inference on the Cointegration Rank in Fractionally Integrated Processes", Journal of Econometrics 110, S. 167-185
Breitung, J. Swanson, N. R. (2002):
"Temporal Aggregation and Spurious Instantaneous Causality in Multiple Time Series Models", Journal of Time Series Analysis 23, S. 651-666
Breitung, J. Trenkler, C. (2002):
"On the Properties of Some Tests for Common Stochastic Trends", Econometric Theory 18, S. 1336-1349
Breitung, J. (2002):
"Nonparametric Tests for Unit Roots and Cointegration",
Journal of Econometrics 108, S. 343-363
J. Rodriguez-Poo, S. Sperlich and Ph. Vieu (2001):
"Normalite asymptotique d estimateurs de maximum de vraisemblance pour modeles non-parametriques de regression multidimensionelle", C. R. Acad. Sci. Paris, 1, 61-64. [in Frensh]
A. I. Fernandez, J. Rodriguez-Poo and S. Sperlich (2001):
"A note on the parametric three step estimator in structural labor supply Model", economics letters, 74, 31-41
W. Härdle, S. Sperlich and V. Spokoiny (2001):
"Structural tests in additive regression", J. Am. Statist. Assoc., 96, 1333-1347
Rodriguez-Poo, S. Sperlich, P. Vieu (2001):
"Normalite asymptotique d estimateurs de maximum de vraisemblance pour mod?les non-parametriques de regression multidimensionelle", C. R. Acad. Sci. Paris, 1, 61-64. [in Frensh]
W. Härdle, S. Sperlich, and V. Spokoiny (2001):
"Adaptive Tests in Additive Regression", Revista de Estatistica, 1, 185-186
Lankisch, P.G. Assmus, C. Lehnick, D. Maisonneuve, P. Lowenfels, A.B. (2001): "Acute Pancreatitis: Does Gender Matter?", Digestive Deseases and Sciences Vol. 46(11) 2470-2474 Plenum Publishing Corporation New York
Lankisch, P.G. Struckmann, K. Assmus, C. Lehnick, D. Maisonneuve, P. Lowenfels, A.B. (2001):
"Do We Need a Computed Tomography Examination in All Patients with Acute Pancreatitis within 72 h after Admision to Hospital for the Detection of Pancreatic Necrosis?",
Scandinavian Journal of Gastroenterology Vol. 36 432-436 Nutzungshinweise: Jede natürliche Person darf sich nur mit einer E-Mail Adresse bei WiWi-Online registrieren lassen. Die Nutzung der Daten die WiWi-Online bereitstellt ist nur für den privaten Gebrauch bestimmt - eine gewerbliche Nutzung ist verboten. Eine automatisierte Nutzung von WiWi-Online und dessen Inhalte, z.B. durch Offline-Browser, Download-Manager oder Webseiten etc. ist ausdrücklich strengstens untersagt. Zuwiderhandlungen werden straf- und zivilrechtlich verfolgt.