Ökonometrie und Statistik (Kleiber)

Huynh, Kevin (2024) Three Essays on Computational Econometrics. . Translated by Christian Kleiber, Achim Zeileis. University of Basel.

Acemoglu, Sinan (2023) Topics in Microeconometrics and Actuarial Sciences: Gradient Boosting, Variable Importance and Grouped Data. Three Essays in Econometrics. . Translated by Christian Kleiber, Heinz Zimmermann. Universität Basel.

Bauer, Jan O. and Drabant, Bernhard (2023) ‘Regression based thresholds in principal loading analysis’, Journal of Multivariate Analysis, 193, p. 105103. Available at: https://doi.org/10.1016/j.jmva.2022.105103.

Urban, Joerg (2023) ‘Credit cycles revisited’, KIT WORKING PAPER SERIES IN ECONOMICS [Preprint], (No. 162). Available at: https://econpapers.wiwi.kit.edu/downloads/KITe_WP_162.pdf.

Buse, Rebekka, Schienle Melanie and Urban, Joerg (2022) ‘Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?’, Journal of International Economics, 139, p. 103673.

Gallusser, David and Krapf, Matthias (2022) ‘Joint Income-Wealth Inequality: Evidence from Lucerne Tax Data’, Social Indicators Research, 163(1), pp. 251–295. Available at: https://doi.org/10.1007/s11205-022-02887-9.

Hertrich, Markus (2022) ‘Foreign Exchange Interventions under a Minimum Exchange Rare Regime and the Swiss Franc’, Review of International Economics, 30(2), pp. 450–489. Available at: https://doi.org/10.1111/roie.12571.

Huynh, Kevin and Lenhard, Gregor (2022) ‘Asymmetric Autoencoders for Factor-Based Covariance Matrix Estimation’, in Third ACM International Conference on AI in Finance (ICAIF ’22). New York: Association for Computing Machinery (ACM) (Third ACM International Conference on AI in Finance (ICAIF ’22)), pp. 403–410. Available at: https://doi.org/10.1145/3533271.3561715.

Hertrich, Markus (2020) ‘Foreign Exchange Interventions under a One-Sided Target Zone Regime and the Swiss Franc’, Deutsche Bundesbank Discussion Paper, 2020(21), pp. 1–59. Available at: https://doi.org/10.2139/ssrn.3549807.

Ters, Kristyna and Urban, Jörg (2020) ‘Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model’, Journal of Financial Markets, 47(100503). Available at: https://doi.org/10.1016/j.finmar.2019.07.002.

Hertrich, Markus (2019) ‘A Novel Housing Price Misalignment Indicator for Germany’, German Economic Review, 20(4), pp. E759–E794. Available at: https://doi.org/10.1111/geer.12185.

Hertrich, Markus (2019) ‘A Novel Housing Price Misalignment Indicator for Germany’, Deutsche Bundesbank Discussion Paper, 20(4), pp. E759–E794. Available at: https://doi.org/10.1111/geer.12185.

Spasova, Tsvetana (2019) ‘Regional Income Distribution in the European Union: A Parametric Approach’, WWZ Working Papers. WWZ (WWZ Working Papers, 18). Available at: https://doi.org/10.1108/s1049-258520190000027002.

Spasova, Tsvetana (2019) ‘Regional Income Distribution in the European Union: A Parametric Approach’, Research on Economic Inequality, 27, pp. 1–18. Available at: https://doi.org/10.1108/s1049-258520190000027002.

Kleiber, Christian (2018) ‘Structural change in (economic) time series’, in Müller, Stefan C.; Plath, Peter J.; Radons, Günter; Fuchs, Armin (ed.) Complexity and Synergetics. Cham: Springer (Complexity and Synergetics), pp. 275–288. Available at: https://doi.org/10.1007/978-3-319-64334-2_21.

Hertrich, Markus and Zimmermann, Heinz (2017) ‘On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective’, Journal of Money, Credit, and Banking, 49(2-3), pp. 567–578. Available at: https://doi.org/10.1111/jmcb.12390.

Hertrich, Markus (2016) ‘A Note on Credit Spread Forwards’, Journal of Advanced Studies in Finance, 7(1(13)), pp. 77–81. Available at: https://doi.org/10.2139/ssrn.2596878.

Hertrich, Markus (2016) ‘The distribution of exchange rates under a minimum exchange rate regime’, Journal of Applied Economics, 19(2), pp. 351–361. Available at: https://doi.org/10.1016/s1514-0326(16)30014-9.

Hertrich, Markus (2016) ‘The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone’, Review of Economics, 67(1), pp. 91–120. Available at: https://doi.org/10.1515/roe-2015-1006.

Kleiber, Christian (2016) ‘Structural Change in (Economic) Time Series’, WWZ Working Papers. WWZ (WWZ Working Papers, 06). Available at: https://doi.org/10.1007/978-3-319-64334-2.

Kleiber, Christian and Zeileis, Achim (2016) ‘Visualizing count data regressions using rootograms’, The American Statistician, 70(3), pp. 296–303. Available at: https://doi.org/10.1080/00031305.2016.1173590.

Spasova, Tsvetana (2016) Three Essays on Income Distribution and Inequality Measurement. . Translated by Kleiber Christian; Schmidheiny Kurt. Dissertation.

Walter, Linda (2016) Three Essays on Nonlinear Regression Models in Econometrics and Actuarial Science. . Translated by Zimmermann Heinz; Kleiber Christian. Dissertation.

Hertrich, Markus (2015) ‘A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier’, Swiss Journal of Economics and Statistics, 151(3), pp. 227–260. Available at: http://sjes.ch/papers/2015-III-2.pdf.

Hertrich, Markus (2015) ‘Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets’, International Journal of Applied Economics, 12(2), pp. 1–46. Available at: http://www2.southeastern.edu/orgs/ijae/index_files/IJAE%20SEPT%202015%20HERTRICH%2010-28-2015%20%20text%20CDS_submit.pdf.

Hertrich, Markus (2014) Essays in International Finance. . Translated by Zimmermann Heinz; Kleiber Christian. Dissertation.

Kleiber, Christian (2014) ‘The generalized lognormal distribution and the Stieltjes moment problem’, Journal of Theoretical Probability, 27(4), pp. 1167–1177. Available at: https://doi.org/10.1007/s10959-013-0477-0.

Kleiber, Christian and Zeileis, Achim (2014) ‘Visualizing Count Data Regressions Using Rootograms’, WWZ Discussion Papers. WWZ (WWZ Discussion Papers, 13). Available at: http://wwz.unibas.ch/uploads/tx_x4epublication/Rootograms_Kleiber_2014.13_final.pdf.

Hertrich, Markus and Veestraeten, Dirk (2013) ‘Valuing Stock Options when Prices are Subject to a Lower Boundary: A Correction’, Journal of Futures Markets, 33(9), pp. 889–890. Available at: https://doi.org/10.1002/fut.21612.

Kleiber, Christian (2013) ‘On moment indeterminacy of the Benini income distribution’, Statistical Papers, 54(4), pp. 1121–1130. Available at: https://doi.org/10.1007/s00362-013-0535-9.

Kleiber, Christian (2013) ‘On moment indeterminacy of the Benini income distribution’, WWZ Discussion Papers. WWZ (WWZ Discussion Papers, 08). Available at: http://wwz.unibas.ch/uploads/tx_x4epublication/2013-08_Kleiber_inkl._Titelblatt_03.pdf.

Kleiber, Christian and Stoyanov, Jordan (2013) ‘Multivariate distributions and the moment problem’, Journal of multivariate analysis, 113, pp. 7–18. Available at: https://doi.org/10.1016/j.jmva.2011.06.001.

Kleiber, Christian and Zeileis, Achim (2013) ‘Reproducible Econometric Simulations’, Journal of econometric methods, 2(1), pp. 89–99. Available at: https://doi.org/10.1515/jem-2012-0004.

Walter, Linda E. (2013) ‘Claim incidence models with varying exposure in automobile insurance’. International Statistical Institute: International Statistical Institute. Available at: http://2013.isiproceedings.org/Files/CPS011-P3-S.pdf.

Kleiber, Christian (2012) ‘The Generalized Lognormal Distribution and the Stieltjes Moment Problem’, WWZ Discussion Papers. WWZ, University of Basel (WWZ Discussion Papers, 15).

Glocker, Christian (2010) Three Essays in Quantitative Macroeconomics. . Translated by Kleiber Christian. Dissertation.

Kleiber, Christian (2010) ‘Kommen alle Ziffern gleich häufig vor?’, Uni nova. Universität, 115(2). Available at: https://www.unibas.ch/de/Forschung/Uni-Nova/Uni-Nova-115/Uni-Nova-115-Ziffern.html.

Kleiber, Christian and Zeileis, Achim (2010) ‘The Grunfeld data at 50’, German Economic Review, 11(4), pp. 404–417. Available at: https://doi.org/10.1111/j.1468-0475.2010.00513.x.

Kleiber, Christian and Zeileis, Achim (2010) ‘Reproducible econometric simulations’, WWZ Discussion Papers. WWZ (WWZ Discussion Papers, 11). Available at: http://wwz.unibas.ch/uploads/tx_x4epublication/Reprod_Econometric_SimulationsmTitelb.pdf.

Kleiber, Christian and Zeileis, Achim (2010) ‘Reproducible Econometric Simulations’, WWZ Discussion Papers. Basel: WWZ, University of Basel (WWZ Discussion Papers, 12). Available at: https://ideas.repec.org/p/bsl/wpaper/2010-12.html.

Hertrich, Markus (2009) Inflationsindexierte Anleihen, Recht - Wirtschaft - Steuern. Hamburg: Igel Verlag (Recht - Wirtschaft - Steuern). Available at: https://www.amazon.de/gp/aw/d/3868150978/ref=mp_s_a_1_2?__mk_de_DE=%C3%85M%C3%85Z%C3%95%C3%91&qid=1473886394&sr=8-2&pi=SY200_QL40&keywords=inflationsindexierte+anleihen&dpPl=1&dpID=316oLJuEcFL&ref=plSrch#featureBulletsAndDetailBullets_secondary_view_div_1.

Toutenburg, Helga et al. (2009) Arbeitsbuch zur deskriptiven und induktiven Statistik. 2 edn., Springer-Lehrbuch. 2 edn. Berlin: Springer (Springer-Lehrbuch). Available at: https://doi.org/10.1007/978-3-540-89036-2.

Wissmann, Malte (2009) Kollinearitätsdiagnostik: Theorie, Anwendungen und Erweiterungen. . Translated by Toutenburg Helge; Kleiber Christian. Dissertation.

Zeileis, Achim and Kleiber, Christian (2009) ‘Approximate replication of high-breakdown robust regression techniques’, Journal of Economic and Social Measurement, 34(2-3), pp. 191–203. Available at: https://doi.org/10.3233/jem-2009-0314.

Kleiber, Christian and Zeileis, Achim (2008) Applied Econometrics with R, Use R! New York: Springer (Use R!). Available at: https://doi.org/10.1007/978-0-387-77318-6.

Zeileis, Achim, Kleiber, Christian and Jackman, Simon (2008) ‘Regression models for count data in R’, Journal of Statistical Software, 27(8), pp. 1–25. Available at: https://doi.org/10.18637/jss.v027.i08.

Kleiber, Christian (2008) ‘A guide to the Dagum distributions’, in Chotikapanich, D (ed.) Modelling income distributions and Lorenz Curves: Essays in Memory of Camilo Dagum. Berlin - New York: Springer (Modelling income distributions and Lorenz Curves: Essays in Memory of Camilo Dagum), p. S. 97–119. Available at: https://doi.org/10.1007/978-0-387-72796-7_6.

Kleiber, Christian (2008) ‘The Lorenz curve in economics and econometrics’, in Betti, Gianni; Lemmi, Achille (ed.) Advances on income inequality and concentration measures. London: Routledge (Routledge frontiers of political economy), p. S. 225–242.

Bossmann, Martin, Kleiber, Christian and Waelde, Klaus (2007) ‘Bequests, taxation and the distribution of wealth in a general equilibrium model’, Journal of public economics, 91(7-8), pp. 1247–1271. Available at: https://doi.org/10.1016/j.jpubeco.2007.01.002.

Jackman, Simon, Kleiber, Christian and Zeileis, Achim (2007) ‘Regression Models for Count Data in R’, WWZ Discussion Papers. Basel: WWZ, University of Basel (WWZ Discussion Papers, 24). Available at: https://ideas.repec.org/p/bsl/wpaper/2007-24.html.

Kleiber, Christian (2007) ‘A Guide to the Dagum Distributions’, WWZ Discussion Papers. WWZ, University of Basel (WWZ Discussion Papers, 23). Available at: https://doi.org/10.1007/978-0-387-72796-7.

Kleiber, Christian (2007) ‘The Lorenz curve in economics and econometrics’, WWZ Discussion Papers. WWZ, University of Basel (WWZ Discussion Papers, 09).

Kleiber, C and Krämer, W (2005) ‘Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances’, The econometrics journal, 8(3), pp. 406–417. Available at: https://doi.org/10.1111/j.1368-423x.2005.00171.x.

Zeileis, A and Kleiber, C (2005) ‘Validating multiple structural change models - a case study’, Journal of applied econometrics, 20(5), pp. 685–690. Available at: https://doi.org/10.1002/jae.856.

Zeileis, A et al. (2005) ‘Monitoring structural change in dynamic econometric models’, Journal of Applied Econometrics, 20(1), pp. 99–121. Available at: https://doi.org/10.1002/jae.776.

Kleiber, Christian (2004) ‘Lorenz ordering of order statistics from log-logistic and related distributions’, Journal of Statistical Planning and Inference, 120(1-2), pp. 13–19. Available at: https://doi.org/10.1016/s0378-3758(02)00495-0.

Kleiber, Christian and Kotz, Samuel (2003) Statistical size distributions in economics and actuarial sciences, Wiley series in probability and mathematical statistics. New York: John Wiley (Wiley series in probability and mathematical statistics). Available at: https://doi.org/10.1002/0471457175.

Kleiber, Christian and Krämer, Walter (2003) ‘Efficiency, equity, and generalized Lorenz dominance’, Estadística, 55, pp. 173–186.

Kleiber, Christian and Scheid, Stefanie (2003) ‘The generalized lognormal distribution as an income distribution’, in International Statistical Institute (ed.). ISI: ISI.

Zeileis, A et al. (2003) ‘Testing and dating of structural changes in practice’, Computational statistics & data analysis, 44(1-2), pp. 109–123. Available at: https://doi.org/10.1016/s0167-9473(03)00030-6.

Kleiber, C (2002) ‘Variability ordering of heavy-tailed distributions with applications to order statistics’, Statistics and probability letters, 58(4), pp. 381–388. Available at: https://doi.org/10.1016/s0167-7152(02)00151-7.

Kleiber, C and Kotz, S (2002) ‘A characterization of income distributions in terms of generalized Gini coefficients’, Social choice and welfare, 19(4), pp. 789–794. Available at: https://doi.org/10.1007/s003550200154.

Krämer, Walter, Sibbertsen, Philipp and Kleiber, Christian (2002) ‘Long memory vs. structural change in financial time series’, Allgemeines Statistisches Archiv, 86, pp. 83–96. Available at: https://doi.org/10.1007/s10182-002-8254-x.

Wasbeck, T et al. (2002) ‘A determinantal inequality’, Econometric theory, 18(2), pp. 542–543.

Zeileis, Achim et al. (2002) ‘strucchange : an R package for testing for structural change in linear regression models’, Journal of statistical software, 7(2), pp. 1–38. Available at: http://www.jstatsoft.org/v07/i02.

Kleiber, C (2001) ‘Finite sample efficiency of OLS in linear regression models with long-memory disturbances’, Economics letters, 72(2), pp. 131–136. Available at: https://doi.org/10.1016/s0165-1765(01)00423-2.

Kleiber, Christian (2000) ‘Central limit theorem for squared MA(infty) processes’, Econometric Theory, 16, p. 1044.

Kleiber, Christian (2000) ‘A simple distribution without any moments’, The Mathematical Scientist, 25, pp. 59–60.

Kleiber, Christian (2000) Halbordnungen von Einkommensverteilungen, Angewandte Statistik und Oekonometrie. Göttingen: Vandenhoeck und Ruprecht (Angewandte Statistik und Oekonometrie).

Kleiber, Christian (1999) ‘On the Lorenz order within parametric families of income distributions’, Sankhyā : the Indian journal of statistics. Series B, 61, pp. 514–517. Available at: http://sankhya.isical.ac.in/search/61b3/61b38078.pdf.

Kleiber, C (1997) ‘Heteroskedastic fixed effects models’, Econometric theory, 13(6), pp. 891–893. Available at: https://doi.org/10.1017/s0266466600006356.

Kleiber, C (1997) ‘The existence of population inequality measures’, Economics letters, 57(1), pp. 39–44. Available at: https://doi.org/10.1016/s0165-1765(97)81877-0.

Kleiber, C (1996) ‘Dagum vs. Singh-Maddala income distributions’, Economics letters, 53(3), pp. 265–268. Available at: https://doi.org/10.1016/s0165-1765(96)00937-8.