Peter Winker

University of Giessen - Department of Economics

Professor of Statistics and Econometrics

Licher Str. 62

D-35394 Giessen, DE

Germany

http://wiwi.uni-giessen.de/home/oekonometrie/

  • University of Giessen - Department of Economics

SCHOLARLY PAPERS

20

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14

CROSSREF CITATIONS

61

Scholarly Papers (20)

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1.

A Review of Heuristic Optimization Methods in Econometrics

Swiss Finance Institute Research Paper No. 08-12
Number of pages: 47 Posted: 05 Jun 2008
Manfred Gilli and Peter Winker
University of Geneva - Research Center for Statistics and University of Giessen - Department of Economics
Downloads 1,413 (13,598)
Citation 1

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Optimization heuristics, Estimation, Modelling

2.

Bank Lending and the Transmission of Monetary Policy: A Vecm Analysis for Germany

International University in Germany Working Paper No. 08/2001
Number of pages: 29 Posted: 01 May 2002
Oliver Hülsewig, Peter Winker and Andreas Worms
University of Applied Sciences, Munich, University of Giessen - Department of Economics and Deutsche Bundesbank, Economics Department
Downloads 905 (26,503)
Citation 9

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Monetary Transmission, Bank Lending Channel, Vector Error Correction Model

3.

Constructing Optimal Sparse Portfolios Using Regularization Methods

Number of pages: 30 Posted: 02 Nov 2012 Last Revised: 22 Aug 2014
Bjoern Fastrich, Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics, University of Trento - Department of Economics and Management and University of Giessen - Department of Economics
Downloads 433 (69,856)
Citation 7

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Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties

4.

The Economics of Crime: Investigating the Drugs-Crime Channel

Wuerzburg Economic Working Paper No. 29
Number of pages: 43 Posted: 11 Aug 2001
Horst Entorf and Peter Winker
Leibniz Institute for Financial Research SAFE and University of Giessen - Department of Economics
Downloads 414 (73,787)
Citation 1

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economics of crime, drug abuse, panel econometrics

5.

Indirect Estimation of the Parameters of Agent Based Models of Financial Markets

FAME Working Paper No. 38
Number of pages: 24 Posted: 25 Feb 2002
Manfred Gilli and Peter Winker
University of Geneva - Research Center for Statistics and University of Giessen - Department of Economics
Downloads 326 (96,970)
Citation 21

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Agent Based Models, Indirect Estimation, Validation

6.

An Objective Function for Simulation Based Inference on Exchange Rate Data

Swiss Finance Institute Research Paper No. 07-01
Number of pages: 23 Posted: 21 Feb 2007
Manfred Gilli, Peter Winker and Vahidin Jeleskovic
University of Geneva - Research Center for Statistics, University of Giessen - Department of Economics and University of Giessen - Department of Economics
Downloads 274 (117,004)

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Indirect estimation, simulation based estimation, exchange rate returns

7.

Cardinality versus q-Norm Constraints for Index Tracking

Number of pages: 21 Posted: 21 Sep 2010
Bjoern Fastrich, Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics, University of Trento - Department of Economics and Management and University of Giessen - Department of Economics
Downloads 265 (121,148)
Citation 2

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Index tracking, Cardinality constraint, q-Norm, Regularization methods, Heuristic algorithms

8.

Investigating the Drugs - Crime Channel in Economics of Crime Models: Empirical Evidence from Panel Data of the German States

Number of pages: 39 Posted: 28 Jan 2003
Horst Entorf and Peter Winker
Leibniz Institute for Financial Research SAFE and University of Giessen - Department of Economics
Downloads 207 (154,579)
Citation 5

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Economics of crime, drug addiction, panel data

9.

Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession

Central European Journal of Economic Modelling and Econometrics, 2009
Number of pages: 31 Posted: 12 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 109 (262,047)

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comparative advantage, competitive advantage, economy in transition, Balassa index, Lafay index

10.

Heuristic Model Selection for Leading Indicators in Russia and Germany

MAGKS Papers on Economics 201101
Number of pages: 31 Posted: 12 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 62 (368,074)
Citation 1

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Leading indicators, business cycle forecasts, VAR, model selection, genetic algorithms

11.

Lasso-Type and Heuristic Strategies in Model Selection and Forecasting

Jena Economic Research Papers 2012-055
Number of pages: 14 Posted: 15 Oct 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 59 (377,198)

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Adaptive Lasso, Elastic net, Forecasting, Genetic algorithms, Heuristic methods, Lasso, Model selection

12.

Confidence Bands for Impulse Responses: Bonferroni versus Wald

Downloads 53 (396,687)
Citation 4

Confidence Bands for Impulse Responses: Bonferroni versus Wald

CESifo Working Paper Series No. 4634
Number of pages: 32 Posted: 06 Mar 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 32 (492,283)

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impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

Confidence Bands for Impulse Responses: Bonferroni versus Wald

DIW Berlin Discussion Paper No. 1354
Number of pages: 34 Posted: 31 Jan 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 21 (559,073)
Citation 5

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Impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

13.

International Spillovers and Feedback: Modelling in a Disequilibrium Framework

ZEW Discussion Paper No. 99-36
Number of pages: 27 Posted: 09 Nov 2003
Martin Beck and Peter Winker
ZEW – Leibniz Centre for European Economic Research and University of Giessen - Department of Economics
Downloads 49 (410,494)

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Macroeconometric modelling, international spillovers, trade feedback, VEC modelling

14.

Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance

COMISEF Working Paper No. WPS-027
Number of pages: 34 Posted: 13 Jul 2012
Ivan Savin and Peter Winker
Ural Federal University and University of Giessen - Department of Economics
Downloads 45 (425,276)
Citation 3

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Innovation, Dynamic panel data, GMM, Model selection, Threshold accepting, Genetic algorithms

15.

Estimation of Structural Impulse Responses: Short-Run Versus Long-Run Identifying Restrictions

DIW Berlin Discussion Paper No. 1642
Number of pages: 15 Posted: 20 Feb 2017
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 24 (522,902)
Citation 1

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Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers

16.

Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions

DIW Berlin Discussion Paper No. 1292
Number of pages: 31 Posted: 18 Apr 2013
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 24 (522,902)
Citation 2

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Vector autoregressive process, impulse responses, bootstrap, confidence band

17.

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

DIW Berlin Discussion Paper No. 1564
Number of pages: 41 Posted: 29 Mar 2016
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 21 (540,891)

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Impulse responses, joint confidence bands, highest density region, vector autoregressive process

18.

Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review

DIW Berlin Discussion Paper No. 1762
Number of pages: 31 Posted: 21 Oct 2018
Helmut Lütkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 9 (617,993)
Citation 2

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Impulse responses, vector autoregressive model, joint confidence bands

19.

Confidence Bands for Impulse Responses: Bonferroni vs. Wald

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 800-821, 2015
Number of pages: 22 Posted: 27 Oct 2015
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (699,367)
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20.

Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Policy Simulations Using a Disequilibrium Model of the West German Economy 1960-1994

Empirical Economics, Vol. 25, No. 2, 2000
Posted: 29 Jul 2000
Wolfgang Franz, Klaus Goeggelmann, Martin Schellhorn and Peter Winker
Centre for European Economic Research (ZEW), Credit Suisse Asset Management, GSF - National Research Center for Environment and Health - Institute of Health Economics and Health Care Management (IGM) and University of Giessen - Department of Economics

Abstract:

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Policy simulation, stochastic simulation, random number generation, Quasi-Monte Carlo methods