Some highlights of current and former research projects in which I am or I was involved.
June 2007 – Math 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
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
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
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
Seminarvortrag über die Lösungen der partiellen Differentialgleichung einer eingespannten homogenen schwingenden Membran
May 2000 – Financial mathematics
Seminarvortrag über die Preisbestimmung von Finanzmarktoptionen nach dem Modell nach Cox-Ross-Rubinstein
March 2000 – Input Output Analysis
Seminararbeit zur qualitativen Auswertung von Input-Output-Tabellen mittels Instrumenten der mathematischen Graphentheorie.
|||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 ]|
|||Michael Beer. Mathematics and music: Relating science to arts? Mathematical Spectrum, 41(1):36-42, 2008. [ preprint | publisher ]|
|||Michael Beer. Modellierung und Schätzung hedonischer Elementarpreisindizes. Wirtschaft und Statistik, (4):356-362, 2008. [ .pdf ]|
|||Michael Beer. Hedonic Elementary Price Indices: Axiomatic Foundation and Estimation Techniques. PhD thesis, University of Fribourg Switzerland, 2007. [ .pdf ]|
|||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 ]|
|||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.