research |
Some highlights of current and former research projects in which I am or I was involved.
June 2007 – Math and Music
mathematics and music |
Mathematics and music play very different roles in society. However, they are more closely related to each other than they are commonly perceived to be. This paper identifies such links in three different areas and concludes with the insight that music often has some mathematical characteristics and, more importantly, that artistic aspects can be found in mathematics as well.
December 2006 – Price Indices
hedonic elementary price indices |
My PhD thesis sheds some light on the theoretical foundations of hedonic elementary price indices. While being seen as the most promising method for quality-adjusting price indices, the hedonic approach bases upon econometric concepts that used to lack a solid formal description. The thesis tries to fill these gaps and examines hedonic elementary price indices from an axiomatic viewpoint. An application to the market of used cars in Switzerland shows and compares the empirical nature of alternative index estimators.
August 2006 – Price Indices
Bootstrapping a Hedonic Price Index |
Bootstrap resampling methods provide a tool for quantifying sampling errors. Following some general reflections on hedonic elementary price indices, this paper proposes a case-based, a model-based, and a wild bootstrap approach for estimating confidence intervals for hedonic price indices.
December 2001 – Research
Asymptotic Properties of the Maximum Likelihood Estimator in Dichotomous Logistic Regression Models |
This thesis presents novel proofs for the convergence in probability and the asymptotic normality of the maximum likelihood estimator in logistic regression models. As a peculiarity of the procedure presented, the number of explanatory variables is allowed to grow simultaneously with the number of observations.
February 2001 – Research
Die Schwingende Membran |
Seminarvortrag über die Lösungen der partiellen Differentialgleichung einer eingespannten homogenen schwingenden Membran
May 2000 – Financial mathematics
Option pricing |
Seminarvortrag über die Preisbestimmung von Finanzmarktoptionen nach dem Modell nach Cox-Ross-Rubinstein
March 2000 – Input Output Analysis
input-output-analyse |
Seminararbeit zur qualitativen Auswertung von Input-Output-Tabellen mittels Instrumenten der mathematischen Graphentheorie.
Publications |
| [1] | Hans Wolfgang Brachinger and Michael Beer. The econometric foundations of hedonic elementary price indices. DQE Working Paper 12, Department of Quantitative Economics, University of Fribourg Switzerland, April 2009. [ http ] |
| [2] | Michael Beer. Mathematics and music: Relating science to arts? Mathematical Spectrum, 41(1):36-42, 2008. [ preprint | publisher ] |
| [3] | Michael Beer. Modellierung und Schätzung hedonischer Elementarpreisindizes. Wirtschaft und Statistik, (4):356-362, 2008. [ .pdf ] |
| [4] | Michael Beer. Hedonic Elementary Price Indices: Axiomatic Foundation and Estimation Techniques. PhD thesis, University of Fribourg Switzerland, 2007. [ .pdf ] |
| [5] | Michael Beer. Bootstrapping a hedonic price index: Experience from used cars data. AStA Advances in Statistical Analysis, 91(1):77-92, 2007. [ DOI | preprint | publisher ] |
| [6] | Michael Beer. Asymptotic properties of the maximum likelihood estimator in dichotomous logistic regression models. Diploma thesis, University of Fribourg Switzerland, 2001. [ .pdf ] |
Further listings of publications are available on my RePEc author page and on the web page of the University of Fribourg Switzerland.
research news |
11 July 2009 – Price Indices
11th Ottawa Group meeting 2009 |
A paper reviewing the main conceptual advances of my PhD thesis has been accepted as room document at the 11th Ottawa Group meeting (co-authored with H. W. Brachinger). It is also available from the DQE Working Paper Series.
19 November 2008 – Math and Music
the correlation between math and music |
“Is there really a connection between mathematics and music?” asks Kate Schweitzer in Popular Mechanics: Read more
20 July 2008 – Price Indices
Deutsche Kurzfassung der Dissertation |
Eine deutsche Kurzfassung meiner Dissertation ist unter dem Titel «Modellierung und Schätzung hedonischer Elementarpreisindizes» erschienen in Wirtschaft und Statistik 4/2008, herausgegeben vom deutschen Statistischen Bundesamt.
22 November 2007 – Price Indices
Gerhard Fürst Award |
On 22 November 2007, the German Federal Statistical Office awarded me the Gerhard Fürst Award 2007 for my PhD thesis.
15 November 2007 – Price Indices
Joseph Vigener prize |
On 15 November 2007, the University of Fribourg awarded me the Joseph Vigener prize 2007 of the Faculty of Economics and Social Sciences for my PhD thesis.