Econometrics in Theory and Practice

Festschrift for Hans Schneeweiß
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Prof. Dr. Robert Galata, HS München, Fakultät Betriebswirtschaft hält seit mehreren Jahren Vorlesungen zum Thema Statistik
I: Errors-in-Variables.- Errors in Variables in Econometrics.- Estimation for the Nonlinear Errors-in-Variables Model.- Nonparameteric Regression Splines for Generalized Linear Measurement Error Models.- Different Nonlinear Regression Models with Incorrectly Observed Covariates.- ML Estimation from Binomial Data with Misclassifications.- The Indeterminacy of Latent Variable Models.- II: Theoretical Econometrics.- An Introduction to the Economic Study of Knowledge.- Potentials and Limitations of Econometric Forecast and Simulation Models.- Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model.- Locally Weighted Autoregression.- Locally Weighted Least Squares in Categorical Varying-Coefficient Models.- Using First Differences as a Device against Multicollinearity.- Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances.- The Analysis of Growth and Learning Curves with Mean- and Covariance Structure Models.- III: Applied Econometrics.- How Important are Real Shocks for the Real Exchange Rate?.- Trading Strategies of a Financially Strong Investor in Futures and Stocks.- Estimation of the Stochastic Volatility by Markov Chain Monte Carlo.- Money and Prices in Germany.- Quasi-Minimax Estimation, Prior Information and Money Demand in Germany.- Bayesian Forecasting of Turning Points in Economic Cycles.- Regression Approaches to Rental Guides.- An Econometric Model for the Transition Process of China's Economy.- IV: Decision Theory and Statistics.- Information Value as a Metacriterion for Decision Rules Under Strict Uncertainty.- Analysing Ellsberg's Paradox by Means of Interval-Probability.- Some Robust and Adaptive Tests Versus F-Test forSeveral Samples.- A Sequential Test for the Comparison of the Precision of Two Measurement Methods.- List of Publications of Hans Schneeweiß.- List of Contributors.
Hans SchneeweiB is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of the academic staff of the Faculty of Law and Economics of the Saar University between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the same university. As a visiting professor he worked at the Institute for Aca demic Studies in Vienna in 1967 and at the Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and Statistics at the Ludwig-Maximilians-University in Mu nich since 1973. His extensive research activities abroad included important projects in Waterloo, Vienna, Dundee (Scotland), Sidney, China, Kiev. During the more than 40 years of his academic work he has published outstanding, original articles on econometrics and statistics. To give an ex ample, it is his research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published in 1967, is an excellent starting for anyone looking for an introduction to the complex iSsues involved.

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