14
H index
17
i10 index
829
Citations
Universität Konstanz | 14 H index 17 i10 index 829 Citations RESEARCH PRODUCTION: 23 Articles 28 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Winfried Pohlmeier. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) | 6 |
| International Journal of Forecasting | 3 |
| Empirical Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | First-order integer-valued autoregressive processes with Generalized Katz innovations. (2024). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029. Full description at Econpapers || Download paper |
| 2025 | Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2023). Polivka, Jeannine ; Dimitriadis, Timo ; Streicher, Sina ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2212.11833. Full description at Econpapers || Download paper |
| 2024 | Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2403.00009. Full description at Econpapers || Download paper |
| 2024 | Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235. Full description at Econpapers || Download paper |
| 2024 | The relationship between the Big Five personality traits and earnings: Evidence from a meta‐analysis. (2024). Vella, Melchior. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:685-712. Full description at Econpapers || Download paper |
| 2024 | Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification. (2024). Lu, Zudi ; Peng, Rong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:19-37. Full description at Econpapers || Download paper |
| 2024 | Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004. Full description at Econpapers || Download paper |
| 2024 | Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390. Full description at Econpapers || Download paper |
| 2024 | The intergenerational effects of language proficiency on child health outcomes: Evidence from survey- and Census-matched health care records. (2024). Black, Nicole ; Kunz, Johannes S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:136-152. Full description at Econpapers || Download paper |
| 2025 | Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135. Full description at Econpapers || Download paper |
| 2025 | Occupation and demand for health services in Italy: Ways and means to reduce the opportunity costs imposed on patients. (2025). de Luca, Giuliana ; Ponzo, Michela. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:645-661. Full description at Econpapers || Download paper |
| 2024 | How Far Are NEET Youth Falling Behind in Their Non-Cognitive Skills? An Econometric Analysis of Disparities. (2024). Avanesian, Garen ; Ryzhova, Victoria ; Egorova, Valeria ; Masych, Marina ; Borovskaya, Marina ; Dikaya, Ludmila. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:1:p:25-:d:1322767. Full description at Econpapers || Download paper |
| 2025 | Modelling Value-at-Risk and Expected Shortfall for a Small Capital Market: Do Fractionally Integrated Models and Regime Shifts Matter?. (2025). Souffargi, Wafa ; Boubaker, Adel. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:203-:d:1630710. Full description at Econpapers || Download paper |
| 2025 | The Integration of Value-at-Risk in Assessing ESG-Based Collaborative Synergies in Cross-Border Acquisitions: Real Options Approach. (2025). Irjevskis, Andrejs. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:8:p:459-:d:1727263. Full description at Econpapers || Download paper |
| 2024 | Income-related inequality in obesity and its determinants in Spain: What happens beyond the obesity threshold?. (2024). Raftopoulou, Athina ; Trasfi, Joan Gil. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:24:y:2024:i:1:d:10.1007_s10754-023-09360-1. Full description at Econpapers || Download paper |
| 2024 | The independent woman—locus of control and female labor force participation. (2024). Hennecke, Juliane. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:1:d:10.1007_s11150-023-09650-0. Full description at Econpapers || Download paper |
| 2024 | The Intergenerational Effects of Language Proficiency on Child Health Outcomes: Evidence from Survey- and Census-matched Health Care Records. (2024). Black, Nicole ; Kunz, Johannes S. In: Centre for Health Economics, Monash University. RePEc:mhe:chemon:2024-11. Full description at Econpapers || Download paper |
| 2024 | Predictive performance of count regression models versus machine learning techniques: A comparative analysis using an automobile insurance claims frequency dataset. (2024). Alomair, Gadir. In: PLOS ONE. RePEc:plo:pone00:0314975. Full description at Econpapers || Download paper |
| 2025 | Expenditure response to patient cost-sharing: evidence from China’s New Cooperative Medical Scheme. (2025). Xiang, Hui ; Peng, Xiaobo ; Liu, Hong. In: Journal of Population Economics. RePEc:spr:jopoec:v:38:y:2025:i:2:d:10.1007_s00148-025-01088-1. Full description at Econpapers || Download paper |
| 2024 | A Modified Network DEA Model for Bank Efficiency Analysis Considering Risk Factors. (2024). Fattahi, Fatemeh ; Afzalinejad, Mohammad ; Hadi, Ali ; Lotfi, Farhad Hosseinzadeh. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:4:d:10.1007_s43069-024-00379-9. Full description at Econpapers || Download paper |
| 2025 | Variable selection in sparse multivariate GLARMA models: application to germination control by environment. (2025). Sansonnet, Laure ; Ouadah, Sarah ; Lvy-Leduc, Cline ; Gomtsyan, Marina ; Rajjou, Loc ; Bailly, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00786-0. Full description at Econpapers || Download paper |
| 2024 | Labor Market Participation and Employment Choice in Ghana : Do Individual Personality Traits and Gender Role Attitudes Matter ?. (2024). Palacios-Lopez, Amparo ; Owoo, Nkechi ; Castaing, Pauline ; Amankwah, Akuffo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10664. Full description at Econpapers || Download paper |
| 2024 | Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures. (2024). Wu, Zhimin ; Cai, Guanghui. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1956-1974. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning. (2024). Koubova, Jana ; Berger, Theo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2904-2916. Full description at Econpapers || Download paper |
| 2024 | Certifiably employable? Occupational regulation and unemployment duration. (2024). Timmons, Edward ; Kukaev, Ilya. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2024:i:4:p:1035-1059. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
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| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Causal Returns to Schooling and Individual Heterogeneity In: Review of Economic and Business Studies. [Full Text][Citation analysis] | article | 14 |
| 2012 | Causal Returns to Schooling and Individual Heterogeneity.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices.(2020) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1995 | Tax Illusion and Labour Supply of Married Women: Evidence from German Data In: Kyklos. [Full Text][Citation analysis] | article | 26 |
| 2016 | A Note on the Regularized Approach to Biased 2SLS Estimation with Weak Instruments In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Income, Uncertainty and the Probability of Self-Employment In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 20 |
| 1992 | Semi-Nonparametric Estimation of Binary Choice Models Using Panel Data : an Application to the Innovative Activity of German Firms In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 7 |
| 2007 | Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains In: British Journal of Political Science. [Full Text][Citation analysis] | article | 24 |
| 2016 | A simple and successful shrinkage method for weighting estimators of treatment effects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects.(2014) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Improving the value at risk forecasts: Theory and evidence from the financial crisis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 32 |
| 2007 | Using forecasts of forecasters to forecast In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
| 2019 | What determines forecasters’ forecasting errors? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2019 | Testing out-of-sample portfolio performance In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2011 | Unemployment duration and personality In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 89 |
| 1992 | Innovation activity and firm heterogeneity: Empirical evidence from West Germany In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 12 |
| 1999 | Zur Wirkung des technischen Fortschritts auf die Qualifikationsstruktur der Beschäftigung und die Entlohnung / The Impact of Technical Progress on the Structure of Employment and Wages with Respect to Qualifications In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 2005 | Guest Editorial “Econometrics of Anonymized Micro Data” In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 2005 | Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 2 |
| 2006 | Causal Returns to Education: A Survey on Empirical Evidence for Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 22 |
| 2011 | Special Issue on Economic Forecasts: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2011 | Combining Survey Forecasts and Time Series Models: The Case of the Euribor In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 3 |
| 2013 | A Simple and Successul Method to Shrink the Weight In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Young and Out in Germany (On Youths? Chances of Labor Market Entrance in Germany) In: NBER Chapters. [Full Text][Citation analysis] | chapter | 53 |
| 1997 | Young and Out in Germany: On the Youths Chances of Labor Market Entrance in Germany.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 1997 | Young and out in Germany: On the youths chances of labor market entrance in Germany.(1997) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2010 | How Risky Is the Value at Risk? In: Working Paper series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | A Regularization Approach to Biased Two-Stage Least Squares Estimation In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Risk Preferences and Estimation Risk in Portfolio Choice In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Panelökonometrische Modelle für Zähldaten: Einige neuere Schätzverfahren In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
| 1992 | On the Simultaneity of Innovations and Market Structure. In: Empirical Economics. [Citation analysis] | article | 14 |
| 2006 | Editor’s introduction In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Modelling financial transaction price movements: a dynamic integer count data model In: Empirical Economics. [Full Text][Citation analysis] | article | 31 |
| 2008 | Modelling financial transaction price movements: a dynamic integer count data model.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 31 | chapter | |
| 2005 | High frequency finance In: ULB Institutional Repository. [Citation analysis] | paper | 7 |
| 2007 | High frequency financial econometrics. Recent developments In: ULB Institutional Repository. [Citation analysis] | paper | 43 |
| 1995 | An Econometric Model of the Two-Part Decisionmaking Process in the Demand for Health Care In: Journal of Human Resources. [Full Text][Citation analysis] | article | 247 |
| 2011 | An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics In: Journal of Applied Econometrics. [Citation analysis] | article | 14 |
| 1999 | What a Difference a Day Makes: On the Common Market Microstructure of Trading Days In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Estimating liquidity using information on the multivariate trading process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A Dynamic Integer Count Data Model for Financial Transaction Prices In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Noncognitive Skills and Labor Market Outcomes: A Machine Learning Approach In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Female labor force participation and the big five In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2004 | Returns to Education and Individual Heterogeneity In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 1991 | Estimation of labour supply functions using panel data: a survey In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 1992 | Contact decision and frequency decision: an econometric model of the demand for ambulatory services In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | On the dynamics of process innovative activity: an empirical investigation using panel data In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 1993 | Do Married Women Base Their Labour Supply Decisions on Gross or Marginal Wages? In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Growing into Work - Pseudo Panel Data Evidence on Labor Market Entrance in Germany In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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