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/

SCHOLARLY PAPERS

19

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CITATIONS
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41

Scholarly Papers (19)

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
Geneva School of Economics and Management (GSEM) and University of Giessen - Department of Economics
Downloads 1,126 (11,649)
Citation 15

Abstract:

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 701 (22,492)
Citation 4

Abstract:

Monetary Transmission, Bank Lending Channel, Vector Error Correction Model

3.

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
Goethe University Frankfurt - Research Center SAFE and University of Giessen - Department of Economics
Downloads 352 (64,219)
Citation 1

Abstract:

economics of crime, drug abuse, panel econometrics

4.

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
Geneva School of Economics and Management (GSEM) and University of Giessen - Department of Economics
Downloads 292 (81,518)
Citation 7

Abstract:

Agent Based Models, Indirect Estimation, Validation

5.

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
Geneva School of Economics and Management (GSEM), University of Giessen - Department of Economics and University of Giessen - Department of Economics
Downloads 237 (99,982)
Citation 3

Abstract:

Indirect estimation, simulation based estimation, exchange rate returns

6.

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, EBS Universität für Wirtschaft und Recht and University of Giessen - Department of Economics
Downloads 234 (76,540)

Abstract:

Minimum Variance Portfolio, Statistical Regularization, Non-Convex Penalties

7.

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
Goethe University Frankfurt - Research Center SAFE and University of Giessen - Department of Economics
Downloads 188 (131,060)
Citation 5

Abstract:

Economics of crime, drug addiction, panel data

8.

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, EBS Universität für Wirtschaft und Recht and University of Giessen - Department of Economics
Downloads 175 (118,349)

Abstract:

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

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
University of Jena and University of Giessen - Department of Economics
Downloads 83 (232,612)
Citation 2

Abstract:

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
University of Jena and University of Giessen - Department of Economics
Downloads 46 (325,371)

Abstract:

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

Confidence Bands for Impulse Responses: Bonferroni versus Wald

CESifo Working Paper Series No. 4634
Number of pages: 32 Posted: 06 Mar 2014
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 27 (425,450)

Abstract:

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
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 16 (488,075)

Abstract:

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

12.

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
Centre for European Economic Research (ZEW) and University of Giessen - Department of Economics
Downloads 40 (343,169)

Abstract:

Macroeconometric modelling, international spillovers, trade feedback, VEC modelling

13.

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
University of Jena and University of Giessen - Department of Economics
Downloads 38 (322,467)

Abstract:

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

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
University of Jena and University of Giessen - Department of Economics
Downloads 33 (362,737)
Citation 4

Abstract:

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

15.

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
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 11 (470,298)

Abstract:

Vector autoregressive process, impulse responses, bootstrap, confidence band

16.

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
Freie Universität Berlin, University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (506,230)

Abstract:

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

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
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (475,501)

Abstract:

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

18.

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
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (565,950)
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Abstract:

19.

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
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:

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