default author photo

Winfried Pohlmeier

University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Konstanz, D-78457

Germany

http://econometrics.wiwi.uni-konstanz.de

Zeppelin University - Institute of Corporate Management & Economics

Am Seemooser Horn 20

DE-88045 Friedrichshafen

Germany

  • University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

  • Zeppelin University - Institute of Corporate Management & Economics

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 27,471

SSRN RANKINGS

Top 27,471

in Total Papers Downloads

4,589

TOTAL CITATIONS
Rank 31,679

SSRN RANKINGS

Top 31,679

in Total Papers Citations

46

Scholarly Papers (20)

Actions:
Email selected abstracts
1.

Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities

Downloads 670 (96,983)
Citation 2

Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities

CoFE Working Paper No. 01/05
Number of pages: 25 Posted: 09 Nov 2001
Nikolaus Hautsch and Winfried Pohlmeier
University of Vienna - Department of Statistics and Operations Research and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 670 (95,521)
Citation 2

Abstract:

Loading...

transaction data, autoregressive conditional duration models, ordered response and count models, electronic and floor trading

Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities

Posted: 19 Nov 2001
Nikolaus Hautsch and Winfried Pohlmeier
University of Vienna - Department of Statistics and Operations Research and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Abstract:

Loading...

Keywords: transaction data, autoregressive conditional duration models, ordered response and count models, electronic and floor tradingKeywords: transaction data, autoregressive conditional duration models, ordered response and count models, electronic and floor trading

2.

Causal Returns to Education: A Survey on Empirical Evidence for Germany

Number of pages: 28 Posted: 19 Jul 2006
Anton Flossmann and Winfried Pohlmeier
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 486 (145,565)
Citation 8

Abstract:

Loading...

Returns to education, potential outcome approach, instrumental variables, unconfoundedness, control function approach

3.

Improving the Value at Risk Forecasts: Theory and Evidence from the Financial Crisis

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 34 Posted: 15 Apr 2010 Last Revised: 25 Oct 2011
Roxana Halbleib and Winfried Pohlmeier
University of Konstanz and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 464 (153,814)
Citation 8

Abstract:

Loading...

Value-at-Risk, Optimal Forecast Combination, Quantile Regression, Method of Moments, Financial Crisis

4.

Female Labor Force Participation and the Big Five

ZEW - Centre for European Economic Research Discussion Paper No. 10-003
Number of pages: 38 Posted: 12 Feb 2010
Laura Wichert and Winfried Pohlmeier
Deutsche Bundesbank - Economics Department and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 460 (155,435)
Citation 16

Abstract:

Loading...

personality traits, female labor supply, wages

5.

Using Forecasts of Forecasters to Forecast

Number of pages: 27 Posted: 17 Jul 2006
Ingmar Nolte and Winfried Pohlmeier
Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 364 (203,870)
Citation 2

Abstract:

Loading...

Forecasting Quality, Qualitative Survey Data, Quantification Methods, Linear Time Series Models, Turning Points

6.

What Determines Forecasters’ Forecasting Errors?

Number of pages: 34 Posted: 26 Jan 2010 Last Revised: 21 Jul 2018
Ingmar Nolte, Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University - Department of Accounting and Finance, Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 349 (213,671)
Citation 1

Abstract:

Loading...

Expectations, Tendency Survey, Forecasting Errors, Misclassification, GLARMA

7.

Estimating Liquidity Using Information on the Multivariate Trading Process

Number of pages: 73 Posted: 17 Jul 2006
Katarzyna Bień-Barkowska, Ingmar Nolte and Winfried Pohlmeier
Warsaw School of Economics (SGH) - Institute of Econometrics, Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 318 (236,739)
Citation 1

Abstract:

Loading...

Liquidity, Copula Functions, Trading Process, Decimalization, Metropolized-Independence Sampler

8.

An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics

Number of pages: 39 Posted: 01 Mar 2007 Last Revised: 25 Jun 2009
Katarzyna Bień-Barkowska, Ingmar Nolte and Winfried Pohlmeier
Warsaw School of Economics (SGH) - Institute of Econometrics, Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 316 (238,358)

Abstract:

Loading...

Multivariate Discrete Distributions, Conditional Inflation, Copula Functions, Truncations, Metropolized-Independence Sampler

9.

A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics

Number of pages: 26 Posted: 24 Jan 2007
Katarzyna Bień-Barkowska, Ingmar Nolte and Winfried Pohlmeier
Warsaw School of Economics (SGH) - Institute of Econometrics, Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 278 (273,212)

Abstract:

Loading...

Integer Count Hurdle, Copula Functions, Discrete Multivariate Distributions, Foreign Exchange Market

10.

Combining Survey Forecasts and Time Series Models: The Case of the Euribor

Number of pages: 26 Posted: 09 Aug 2010
Fabian Krueger, Frieder Mokinski and Winfried Pohlmeier
Heidelberg Institute for Theoretical Studies (HITS) gGmbH, Deutsche Bundesbank and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 249 (306,221)

Abstract:

Loading...

Tendency Survey, Forecast Combination

11.

Returns to Education and Individual Heterogeneity

ZEW - Centre for European Economic Research Discussion Paper No. 04-034
Number of pages: 19 Posted: 13 Jun 2004 Last Revised: 14 Aug 2008
Michael F. Maier, Friedhelm Pfeiffer and Winfried Pohlmeier
Center for European Economic Research (ZEW), Centre for European Economic Research (ZEW) and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 162 (461,984)
Citation 5

Abstract:

Loading...

potential outcome approach, marginal benefits and costs of schooling, unobserved heterogeneity, unemployment, average treatment effect

12.

Efficient Bargaining and the Skill-Structure of Wages and Employment

Center of Finance and Econometrics, CoFE Discussion Paper No. 00-24
Number of pages: 23 Posted: 12 Aug 2006
Winfried Pohlmeier and Ulrich Kaiser
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and University of Southern Denmark - Faculty of Social Sciences
Downloads 117 (608,822)

Abstract:

Loading...

efficient bargaining, skill-structure of employment, business-related services, GMM

13.

A Simple and Successful Method to Shrink the Weight

Number of pages: 40 Posted: 24 Mar 2013
Winfried Pohlmeier, Ruben Seiberlich and S. Derya Uysal
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), ZHAW School of Management and Law and Ludwig Maximilian University of Munich (LMU)
Downloads 105 (664,543)
Citation 2

Abstract:

Loading...

Econometric evaluation, propensity score, penalizing, shrinkage, average treatment effect

14.

Causal Returns to Schooling and Individual Heterogeneity

IZA Discussion Paper No. 6588
Number of pages: 24 Posted: 16 Jun 2012 Last Revised: 18 Nov 2021
Friedhelm Pfeiffer and Winfried Pohlmeier
Centre for European Economic Research (ZEW) and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 101 (684,672)
Citation 1

Abstract:

Loading...

returns to schooling, human capital, heterogeneity

15.

Portfolio Pretesting with Machine Learning

Number of pages: 36 Posted: 24 Jun 2020
Ekaterina Kazak and Winfried Pohlmeier
University of Birmingham - Department of Economics and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 89 (753,595)

Abstract:

Loading...

Pretest Estimation, Bagging, Portfolio Allocation, Adaptive Learning

16.

Young and Out in Germany: On the Youths' Chances of Labor Market Entrance in Germany

NBER Working Paper No. w6212
Number of pages: 50 Posted: 10 Jun 2000 Last Revised: 24 Dec 2022
Wolfgang Franz, Joachim Inkmann, Winfried Pohlmeier and Volker Zimmermann
Centre for European Economic Research (ZEW), University of Melbourne - Department of Finance, University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 61 (951,658)

Abstract:

Loading...

17.

Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains

British Journal of Political Science, Forthcoming
Posted: 19 Jul 2006
Winfried Pohlmeier, Sandra Nolte (Lechner), Thomas E. König and Björn Hörl
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), Lancaster University Management School, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

Loading...

18.

Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models

Journal of Economics and Statistics, Vol. 225, No. 5, pp. 517-528, 2005
Posted: 17 Jul 2006
Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Abstract:

Loading...

data masking, errors-in-variables, SIMEX, local polynomial regression

19.

To Blank or Not to Blank? A Comparison of the Effects of Disclosure Limitation Methods on Nonlinear Regression Estimates

Josep Domingo-Ferrer, Vicenç Torra: PRIVACY IN STATISTICAL DATABASES, Springer Verlag Lecture Notes in Computer Science, 2004
Posted: 17 Jul 2006
Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Abstract:

Loading...

disclosure limitation, blanking, semi-parametric selection models, errors in variables in nonlinear models

20.

Modelling Financial Transaction Price Movements: A Dynamic Integer Count Data Model

Empirical Economics, Vol. 30, No. 4, pp. 795-825, 2006
Posted: 15 Jun 2006
Roman Liesenfeld, Ingmar Nolte and Winfried Pohlmeier
University of Cologne, Department of Economics, Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Abstract:

Loading...

financial transaction prices, autoregressive conditional multinomial model, GLARMA, count data, market microstructure effects