@book{Strohe1996,
  author    = {Strohe, Hans Gerhard},
  title     = {Statistik im DDR-Wirtschaftsstudium zwischen Ideologie und Wissenschaft},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49125},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {1996},
  abstract  = {This paper is concerned with the education policy of the GDR state party SED in the field of statistics particularly for students of economics. Statistics was expected to be an instrument of party propaganda. What they called socialist statistics was created on the base of the ideas of Marx, Lenin and Stalin. The personnel policy of the Ministry of Higher Education had to serve these purposes, i.e. only active party members had a chance of getting a professor's job. However, a certain proportion of the academic staff did a good teaching and research work ignoring the official party programmes.},
  language  = {de}
}
@book{KunzeStrohe2010,
  author    = {Kunze, Karl-Kuno and Strohe, Hans Gerhard},
  title     = {Antipersistence in German stock returns},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-45582},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {2010},
  abstract  = {Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher appearance than Gaussian noise. Heuristically spoken, price movements are more likely followed by movements in the opposite direction than in the same direction. The pertaining integrated process exhibits a smaller range - prices seem to stay in the vicinity of the initial value. We apply a widely used test based upon the modified R/S-Method by Lo [1991] to daily returns of 21 German stocks from 1960 to 2008. Combining this test with the concept of moving windows by Carbone et al. [2004], we are able to determine periods of antipersistence for some of the series under examination. Our results suggest that antipersistence can be found for stocks and periods where extraordinary corporate actions such as mergers \& acquisitions or financial distress are present. These effects should be properly accounted for when choosing and designing models for inference.},
  language  = {en}
}
@book{Strohe1995,
  author    = {Strohe, Hans Gerhard},
  title     = {Dynamic latent variables path models : an alternative PLS estimation},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-29498},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {1995},
  abstract  = {In this paper a partial least squares (PLS) approach to dynamic modelling with latent variables is proposed. Let Y be a matrix of manifest variables and H the matrix of the corresponding latent variables. And let H = BH+ε be a structural PLS model with a coefficient matrix B. Then this model can be made a dynamic one by substituting for B a matrix F = B + CL containing the lag operator L. Then the structural dynamic model H = FH+ε is formally estimated like an ordinary PLS model. In an exploratory way the model can be used for forecasting purposes. The procedure is being programmed in ISP.},
  language  = {en}
}
@book{RugeStrohe2008,
  author    = {Ruge, Marcus and Strohe, Hans Gerhard},
  title     = {Analyse von Erwartungen in der Volkswirtschaft mit Partial-Least-Squares-Modellen},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-27010},
  publisher      = {Universit{\"a}t Potsdam},
  year      = {2008},
  abstract  = {Der statistische Diskussionbeitrag untersucht, ob und wie sich Erwartungen und Stimmungen in der Wirtschaft bilden bzw. von welchen volkswirtschaftlichen Gr{\"o}ßen sie abh{\"a}ngen. Als Methodik werden Partial Least Squares (PLS) Modelle genutzt, eine Modellklasse der Pfadanalyse mit latenten Variablen. Die verwendeten Daten wurden vom Ifo-Institut und aus der amtlichen Statistik entnommen.},
  language  = {de}
}