Peter Winker : Citation Profile


Are you Peter Winker?

Justus-Liebig-Universität Gießen

12

H index

16

i10 index

538

Citations

RESEARCH PRODUCTION:

58

Articles

88

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 20
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 65 (10.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi49
   Updated: 2017-09-16    RAS profile: 2017-09-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Staszewska-Bystrova, Anna (18)

Lütkepohl, Helmut (14)

Savin, Ivan (3)

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)

Richiardi, Matteo (19)

Roventini, Andrea (19)

Hommes, Cars (16)

Blueschke, Dmitri (15)

Fagiolo, Giorgio (11)

Lyra, Marianna (11)

Gilli, Manfred (11)

Schleer, Frauke (11)

Westerhoff, Frank (10)

Cites to:

Gilli, Manfred (26)

Staszewska-Bystrova, Anna (20)

Franz, Wolfgang (17)

Paterlini, Sandra (16)

Johansen, Soren (16)

Kilian, Lutz (14)

Kontoghiorghes, Erricos (11)

Tesfatsion, Leigh (10)

Bollerslev, Tim (9)

Kim, Jae (8)

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)14
Computational Statistics & Data Analysis9
Computational Economics5
Computational Management Science3
Statistical Papers2
Empirical Economics2
Journal of Economic Interaction and Coordination2
Central European Journal of Economic Modelling and Econometrics2
AStA Advances in Statistical Analysis2
International Journal of Forecasting2
Economic Modelling2

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
Working Papers / COMISEF8
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)8
ZEW Discussion Papers / ZEW - Zentrum fr Europische Wirtschaftsforschung / Center for European Economic Research7
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research4
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Computing in Economics and Finance 2001 / Society for Computational Economics2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Peter Winker (2017 and 2016)


YearTitle of citing document
2016Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs. (2016). Vega, Marco ; Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2016-063.

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2016A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria . In: Papers. RePEc:arx:papers:1604.08824.

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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 ; Sani, Amir ; Lamperti, Francesco . In: Papers. RePEc:arx:papers:1703.10639.

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2016Neural Nets for Indirect Inference. (2016). Creel, Michael. In: Working Papers. RePEc:bge:wpaper:942.

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2016A Spatial Knowledge Production Function Approach for the Regions of the Russian Federation. (2016). Perret, Jens K. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei217.

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2016An Alternative Approach towards the Knowledge Production Function on a Regional Level - Applications for the USA and Russia. (2016). Perret, Jens K. In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp16003.

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2016Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market. (2016). Aloud, Monira Essa . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-12.

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2016How will auctioning impact on the carbon emission abatement cost of electric power generation sector in China?. (2016). Liu, Liwei ; Chen, Chuxiang ; Sun, Xiaoru . In: Applied Energy. RePEc:eee:appene:v:168:y:2016:i:c:p:594-609.

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2016Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity. (2016). Savin, Ivan ; Egbetokun, Abiodun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:64:y:2016:i:c:p:82-103.

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2016Direct comparison of agent-based models of herding in financial markets. (2016). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:329-353.

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

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2016Constructing minimum-width confidence bands. (2016). Schussler, Rainer ; Trede, Mark . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:182-185.

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2016Joint confidence sets for structural impulse responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:421-432.

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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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2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

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2016Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

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2016Enhanced index tracking optimal portfolio selection. (2016). de Paulo, Wanderlei Lima ; Do, Oswaldo Luiz ; de Oliveira, Estela Mara . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:93-102.

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2016A differential evolution algorithm for yield curve estimation. (2016). Ballini, Rosangela ; GOMIDE, FERNANDO ; MacIel, Leandro . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:129:y:2016:i:c:p:10-30.

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2016Option pricing for stochastic volatility model with infinite activity Lévy jumps. (2016). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:455:y:2016:i:c:p:1-10.

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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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2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

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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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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value. (2016). Savin, Ivan ; Blueschke, Dmitri. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:2:d:10.1007_s10614-015-9526-3.

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2016On the Choice of a Genetic Algorithm for Estimating GARCH Models. (2016). Rizzo, Manuel ; Battaglia, Francesco . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9522-7.

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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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2016Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis. (2016). Lüdering, Jochen ; Ludering, Jochen ; Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201612.

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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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2016Stock Markets under the Changing Terms of Trade. (2016). Zyamalov, Vadim ; Turuntseva, Marina. In: Journal of the New Economic Association. RePEc:nea:journl:y:2016:i:31:p:93-109.

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

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2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

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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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2016Moving out of the bottom of the economy? Constraints to firm transition in the Indian informal manufacturing sector. (2016). Sen, Kunal ; Raj, Rajesh ; Sn, Rajesh . In: IZA Journal of Labor & Development. RePEc:spr:izaldv:v:5:y:2016:i:1:d:10.1186_s40175-016-0056-8.

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2016Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation. (2016). Westerhoff, Frank ; Franke, Reiner . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:11:y:2016:i:1:d:10.1007_s11403-014-0140-6.

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2016Long-term Uncertainty of Hydropower Revenue Due to Climate Change and Electricity Prices. (2016). Romerio, Franco ; Gabbi, Jeannette ; Bauder, Andreas ; Gaudard, Ludovic . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:30:y:2016:i:4:d:10.1007_s11269-015-1216-3.

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2016A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2016/16.

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2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

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2016Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application. (2016). Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2016/18.

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

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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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2016Interviewer Effects on a Network-Size Filter Question. (2016). Michael, Josten ; Mark, Trappmann . In: Journal of Official Statistics. RePEc:vrs:offsta:v:32:y:2016:i:2:p:349-373:n:8.

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2016Changing Patterns in M&E-Investment-Based Innovation Strategies in CESEE and FSU Countries. (2016). Stehrer, Robert ; Leitner, Sandra ; Landesmann, Michael. In: wiiw Working Papers. RePEc:wii:wpaper:123.

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2016The Role of Financial Constraints for Different Innovation Strategies: Evidence for CESEE and FSU Countries. (2016). Stehrer, Robert ; Leitner, Sandra. In: wiiw Working Papers. RePEc:wii:wpaper:125.

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2016Herding behavior and volatility clustering in financial markets. (2016). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:107.

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2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

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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
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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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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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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2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002.
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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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2001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics.
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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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