Winfried Pohlmeier

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

Konstanz, D-78457

Germany

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

SCHOLARLY PAPERS

21

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9

CROSSREF CITATIONS

26

Scholarly Papers (21)

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 573 (48,090)

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

Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities

Allgemeines Statistisches Archiv, Vol. 86, pp. 5-30, 2002
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)

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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 395 (76,980)
Citation 5

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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 379 (80,704)
Citation 5

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

4.

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 303 (103,856)
Citation 2

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

5.

Bayesian Shrinkage of Portfolio Weights

Number of pages: 40 Posted: 10 Feb 2016 Last Revised: 27 Jun 2016
Christoph Frey and Winfried Pohlmeier
University of Konstanz and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 267 (118,876)

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Bayesian regression, estimation risk, global minimum variance portfolio, shrinkage

6.

Estimating Liquidity Using Information on the Multivariate Trading Process

Number of pages: 73 Posted: 17 Jul 2006
Katarzyna Bien, Ingmar Nolte and Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 261 (121,737)
Citation 1

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

7.

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 Bien, Ingmar Nolte and Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 248 (128,366)
Citation 1

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

8.

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 245 (129,971)
Citation 7

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personality traits, female labor supply, wages

9.

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

Number of pages: 26 Posted: 24 Jan 2007
Katarzyna Bien, Ingmar Nolte and Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), Lancaster University - Department of Accounting and Finance and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 206 (153,614)

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

10.

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 192 (163,965)
Citation 4

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Expectations, Tendency Survey, Forecasting Errors, Misclassification, GLARMA

11.

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 131 (226,687)

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Tendency Survey, Forecast Combination

12.

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 110 (257,829)
Citation 4

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

13.

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 65 (355,656)

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

14.

A Simple and Successful Method to Shrink the Weight

Number of pages: 40 Posted: 24 Mar 2013
Winfried Pohlmeier, Ruben R. Seiberlich and Derya Uysal
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), University of Konstanz - Department of Economics and Ludwig Maximilian University of Munich - Faculty of Economics
Downloads 38 (449,147)
Citation 2

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

15.

Causal Returns to Schooling and Individual Heterogeneity

IZA Discussion Paper No. 6588
Number of pages: 24 Posted: 16 Jun 2012
Friedhelm Pfeiffer and Winfried Pohlmeier
Centre for European Economic Research (ZEW) and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 35 (461,878)

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returns to schooling, human capital, heterogeneity

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 Jun 2010
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 29 (490,342)

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17.

A Note on the Regularized Approach to Biased 2SLS Estimation with Weak Instruments

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 6, pp. 915-924, 2016
Number of pages: 10 Posted: 08 Nov 2016
Namhyun Kim and Winfried Pohlmeier
University of Exeter Business School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 1 (675,527)
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18.

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

British Journal of Political Science, Forthcoming
Posted: 19 Jul 2006
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

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19.

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)

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

20.

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)

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

21.

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)

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