Licher Str. 62
D-35394 Giessen, DE
University of Giessen - Department of Economics
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Optimization heuristics, Estimation, Modelling
Monetary Transmission, Bank Lending Channel, Vector Error Correction Model
economics of crime, drug abuse, panel econometrics
Agent Based Models, Indirect Estimation, Validation
Indirect estimation, simulation based estimation, exchange rate returns
Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties
Economics of crime, drug addiction, panel data
Index tracking, Cardinality constraint, q-Norm, Regularization methods, Heuristic algorithms
comparative advantage, competitive advantage, economy in transition, Balassa index, Lafay index
Leading indicators, business cycle forecasts, VAR, model selection, genetic algorithms
impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process
Impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process
Macroeconometric modelling, international spillovers, trade feedback, VEC modelling
Adaptive Lasso, Elastic net, Forecasting, Genetic algorithms, Heuristic methods, Lasso, Model selection
Innovation, Dynamic panel data, GMM, Model selection, Threshold accepting, Genetic algorithms
Vector autoregressive process, impulse responses, bootstrap, confidence band
Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers
Impulse responses, joint confidence bands, highest density region, vector autoregressive process
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Policy simulation, stochastic simulation, random number generation, Quasi-Monte Carlo methods
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