Peter Winker : Citation Profile


Are you Peter Winker?

Justus-Liebig-Universität Gießen

13

H index

16

i10 index

575

Citations

RESEARCH PRODUCTION:

62

Articles

90

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 21
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 67 (10.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi49
   Updated: 2018-04-21    RAS profile: 2018-03-28    
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Relations with other researchers


Works with:

Staszewska-Bystrova, Anna (21)

Lütkepohl, Helmut (15)

Lüdering, Jochen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker.

Is cited by:

Grazzini, Jakob (25)

Savin, Ivan (22)

Roventini, Andrea (21)

Richiardi, Matteo (19)

Hommes, Cars (17)

Blueschke, Dmitri (15)

Lamperti, Francesco (13)

Schleer, Frauke (11)

Westerhoff, Frank (11)

Fagiolo, Giorgio (11)

Gilli, Manfred (11)

Cites to:

Staszewska-Bystrova, Anna (25)

Gilli, Manfred (23)

Kilian, Lutz (21)

Franz, Wolfgang (17)

Johansen, Soren (16)

Paterlini, Sandra (16)

Kontoghiorghes, Erricos (11)

Lütkepohl, Helmut (10)

Bollerslev, Tim (9)

Gertler, Mark (9)

Stiglitz, Joseph (8)

Main data


Where Peter Winker has published?


Journals with more than one article published# docs
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)16
Computational Statistics & Data Analysis9
Computational Economics5
Computational Management Science3
International Journal of Forecasting2
Central European Journal of Economic Modelling and Econometrics2
Economic Modelling2
AStA Advances in Statistical Analysis2
Journal of Economic Interaction and Coordination2
Empirical Economics2
Statistical Papers2

Working Papers Series with more than one paper published# docs
Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"18
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)9
Working Papers / COMISEF8
ZEW Discussion Papers / ZEW - Zentrum fr Europische Wirtschaftsforschung / Center for European Economic Research7
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research4
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2

Recent works citing Peter Winker (2018 and 2017)


YearTitle of citing document
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Grabowski, Daniel ; Winker, Peter ; Staszewska-Bystrova, Anna . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018.

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2017The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan . In: Papers. RePEc:arx:papers:1606.01495.

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2017Can Agent-Based Models Probe Market Microstructure?. (2017). Platt, Donovan ; Gebbie, Tim . In: Papers. RePEc:arx:papers:1611.08510.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Papers. RePEc:arx:papers:1703.10639.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2017Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun. In: Papers. RePEc:arx:papers:1710.02435.

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2017Economic History Goes Digital: Topic Modeling the Journal of Economic History. (2017). Wehrheim, Lino. In: Working Papers. RePEc:bav:wpaper:177_wehrheim.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017Shifting Taxes from Labor to Consumption: More Employment and more Inequality?. (2017). Sommer, Eric ; Pestel, Nico. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:3:p:542-563.

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2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2017Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2017American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68.

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2017The Impact on Unemployment of Social Security Contributions: the Empiricial Analysis in Turkey. (2017). Giray, Filiz ; Anar, Mehmet. In: EJMS European Journal of Multidisciplinary Studies Articles. RePEc:eur:ejmsjr:345.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292.

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2017Spatial Nexus in Crime and Unemployement in Times of Crisis. (2017). Lastauskas, Povilas ; Tatsi, Eirini . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:39.

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2017The effect of Western TV on crime: Evidence from East Germany. (2017). Neumeier, Florian ; Friehe, Tim ; Muller, Helge . In: MAGKS Papers on Economics. RePEc:mar:magkse:201710.

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2017Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:17121.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Cosma, Stefano ; Vezzani, Paola ; Pancotto, Francesca . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:18031.

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2018Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. (2018). Härdle, Wolfgang ; Petukhina, Alla ; Nasekin, Sergey ; Chuen, David Kuo ; Hardle, Wolfgang Karl. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0060-9.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2017Modeling of innovative investment in Russian regions. (2017). Teplykh, Grigorii ; Galimardanov, Amal . In: Applied Econometrics. RePEc:ris:apltrx:0320.

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2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Balint, Tomas ; Sapio, Sandro ; Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2017No such thing as a perfect hammer: comparing different objective function specifications for optimal control. (2017). Savin, Ivan ; Blueschke, Dmitri. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0446-7.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Paterlini, Sandra. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2017Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019.

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2017An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2017Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246.

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Peter Winker is editor of


Journal
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)

Works by Peter Winker:


YearTitleTypeCited
2017A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development.
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2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
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2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2006Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen In: ifo Forschungsberichte.
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2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
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2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
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2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
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2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
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2008Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers.
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2008Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers.
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2010Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis.
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2008Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent).
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2009Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers.
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2009Optimized U-type Designs on Flexible Regions In: Working Papers.
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2010Optimized U-type designs on flexible regions.(2010) In: Computational Statistics & Data Analysis.
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2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers.
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2012Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance.(2012) In: Computational Economics.
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2010Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers.
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2015Threshold accepting for credit risk assessment and validation.(2015) In: Journal of Banking Regulation.
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2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers.
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2012Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science.
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2011Heuristic model selection for leading indicators in Russia and Germany In: Working Papers.
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2011Heuristic model selection for leading indicators in Russia and Germany.(2011) In: MAGKS Papers on Economics.
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2013Heuristic model selection for leading indicators in Russia and Germany.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin.
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2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics.
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2016Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin.
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers.
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2000Optimal Industrial Classification: An Application to the German Industrial Classification System In: Econometric Society World Congress 2000 Contributed Papers.
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1994Optimal industrial classification: [an application to the German industrial classification system].(1994) In: Discussion Papers, Series II.
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1995Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis.
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1994Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II.
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2003A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis.
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2004Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis.
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2005Optimal aggregation of linear time series models In: Computational Statistics & Data Analysis.
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20072nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems In: Computational Statistics & Data Analysis.
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2007Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis.
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1999Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers.
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2008E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). In: Computational Statistics & Data Analysis.
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2008An efficient branch-and-bound strategy for subset vector autoregressive model selection In: Journal of Economic Dynamics and Control.
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2001Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions In: Economic Modelling.
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1998Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions.(1998) In: ZEW Discussion Papers.
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2004Modeling spillovers and feedback of international trade in a disequilibrium framework In: Economic Modelling.
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2013Constructing narrowest pathwise bootstrap prediction bands using threshold accepting In: International Journal of Forecasting.
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2008Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States In: International Review of Law and Economics.
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2005Investigating the drugs-crime channel in economics of crime models empirical evidence from panel data of the German states.(2005) In: Darmstadt Discussion Papers in Economics.
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series.
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics.
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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001.
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2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002.
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2000Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics.
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2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
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2003Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics.
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2000TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000.
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1995Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland / The Sluggishness of Interest Rates and Credit Rationing in the Federal Republic of Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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1999Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches: Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie / Some Remarks on Fundamentals and A In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2004Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2008Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2012Editorial Announcement.(2012) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2013Editorial Announcement.(2013) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2014Editorial Announcement.(2014) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Editorial Announcement.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2008Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2009Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2012Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2013Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Annual Reviewer Acknowledgement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2017Annual Reviewer Acknowledgement.(2017) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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