Peter Winker : Citation Profile


Are you Peter Winker?

Justus-Liebig-Universität Gießen

18

H index

29

i10 index

1076

Citations

RESEARCH PRODUCTION:

80

Articles

104

Papers

1

Books

3

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 33
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 86 (7.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi49
   Updated: 2024-01-16    RAS profile: 2023-08-05    
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Relations with other researchers


Works with:

Staszewska-Bystrova, Anna (3)

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

Is cited by:

Roventini, Andrea (48)

Kilian, Lutz (38)

Inoue, Atsushi (38)

Savin, Ivan (33)

Grazzini, Jakob (27)

Barde, Sylvain (25)

Paterlini, Sandra (24)

Gilli, Manfred (21)

Fagiolo, Giorgio (19)

Richiardi, Matteo (19)

Schumann, Enrico (18)

Cites to:

Staszewska-Bystrova, Anna (42)

Kilian, Lutz (28)

Gilli, Manfred (25)

Franz, Wolfgang (24)

Lütkepohl, Helmut (20)

Stiglitz, Joseph (19)

Paterlini, Sandra (17)

Gertler, Mark (15)

Johansen, Soren (13)

Kontoghiorghes, Erricos (12)

Tesfatsion, Leigh (11)

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)26
Computational Statistics & Data Analysis10
Computational Economics5
AStA Advances in Statistical Analysis4
Computational Management Science3
Empirical Economics3
PLOS ONE2
Central European Journal of Economic Modelling and Econometrics2
Journal of Economic Interaction and Coordination2
Economic Modelling2
International Journal of Forecasting2

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)12
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research8
Working Papers / COMISEF8
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)5
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
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
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
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
Computing in Economics and Finance 2001 / Society for Computational Economics2
ZEW Expert Briefs / ZEW - Leibniz Centre for European Economic Research2
Lodz Economics Working Papers / University of Lodz, Faculty of Economics and Sociology2

Recent works citing Peter Winker (2024 and 2023)


YearTitle of citing document
2023Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004.

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2023Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2023Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Censored Quantile Regression with Many Controls. (2023). Hong, Seoyun. In: Papers. RePEc:arx:papers:2303.02784.

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2023Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393.

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2023A systematic literature review on solution approaches for the index tracking problem in the last decade. (2023). de Almeida, Adiel Teixeira ; Soares, Julio Cezar. In: Papers. RePEc:arx:papers:2306.01660.

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2023The transmission of euro area monetary policy to financially euroized countries. (2023). Moder, Isabella. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:718-751.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023ETF Basket-Adjusted Covariance estimation. (2023). Vanduffel, Steven ; Boudt, Kris ; Sauri, Orimar ; Dragun, Kirill. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1144-1171.

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2023Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics. (2023). Ramos-Guajardo, Ana Belen ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:84-98.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023Exploring new digital therapeutics technologies for psychiatric disorders using BERTopic and PatentSBERTa. (2023). Sohn, So Young ; Yoon, Naeun ; Jeon, Eunji. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006515.

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2023Vector Autoregression Model-Based Forecasting of Reference Evapotranspiration in Malaysia. (2023). Al-Shareeda, Mahmood A ; Manickam, Selvakumar ; Fadzil, Lokman Mohd ; Hou, Phon Sheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3675-:d:1071098.

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2023The ZEW Financial Market Survey Panel. (2023). Schröder, Michael ; Frank, Bruckbauer. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:3-4:p:451-469:n:8.

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2023An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w.

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2023Topic-based classification and identification of global trends for startup companies. (2023). Savin, Ivan ; Pushkarev, Andrey ; Chukavina, Kristina. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:2:d:10.1007_s11187-022-00609-6.

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2023Construction and Analysis of Uncertainty Indices based on Multilingual Text Representations. (2023). Naboka-Krell, Viktoriia. In: MAGKS Papers on Economics. RePEc:mar:magkse:202310.

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2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2023A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization. (2023). E. H. M. Krulikovski, ; Kreji, N ; Raydan, M. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:4:d:10.1007_s43069-023-00257-w.

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2023.

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Peter Winker is editor of


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

Peter Winker has edited the books:


YearTitleTypeCited

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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article5
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers.
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paper0
2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics.
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paper
2020Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions.(2020) In: AStA Advances in Statistical Analysis.
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article
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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paper6
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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paper
2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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article
2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
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article2
2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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article32
2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
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paper8
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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paper
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: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2006Calculation of GDP elasticities of public expenditure and revenue for forecasting purposes and a discussion of their volatility: Study commissioned by the Bundesministerium der Finanzen (06/05) In: ifo Forschungsberichte.
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book7
2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
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paper87
2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
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paper
2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
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article
2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
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paper18
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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article
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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paper11
2011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.(2011) In: Computational Management Science.
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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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paper16
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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2003Illegale Drogen und Kriminalität : Wie ausgeprägt ist der Zusammenhang? In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper3
2002The Economics of Crime: Investigating the Drugs-Crime Channel In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2008The Economics of Crime: Investigating the Drugs-Crime Channel.(2008) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001The Economics of Crime: Investigating the Drugs-Crime Channel.(2001) In: Law and Economics.
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2002The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics.
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2006Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2008Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States.(2008) 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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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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2018Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical 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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2018Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: VfS 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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2022TA algorithms for D-optimal OofA Mixture designs In: Computational Statistics & Data Analysis.
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1995Identification of multivariate AR-models by threshold accepting In: Computational Statistics & Data Analysis.
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article9
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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article2
2007Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis.
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article27
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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In: .
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2004Optimal Lag Structure Selection in VEC-Models.(2004) In: Computing in Economics and Finance 2004.
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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 App 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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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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2012Editorial Announcement 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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2013Editorial Announcement 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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2014Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2016Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics.
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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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