Information about:
Peter Winker

Other registered authors

Email:
Homepage: http://wiwi.uni-giessen.de/home/oekonometrie
Postal Address: Prof. Dr. Peter Winker Department of Economics University of Giessen Licher Straße 64 D-35394 Giessen Germany
Phone: +49-641-99-22641

Affiliation

• Fachbereich Wirtschaftswissenschaften (Division of Economics)
  Justus-Liebig-Universität

  Location: Gießen, Germany
  Homepage: http://www.uni-giessen.de/fb02/
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:fwgiede (registered authors at this institution)

Working papers

1. Georg Götz & Thomas Krauskopf & Peter Winker, 2009. "Die Bestimmung regionaler Preisindizes – Das Beispiel Österreich," Research Notes of the German Council for Social and Economic Data 35, German Council for Social and Economic Data (RatSWD). [Downloadable!]

2. Ivan Savin & Peter Winker, 2009. "Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession," MAGKS Papers on Economics 200914, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]

3. Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Center for Economic Research (RECent) 023, University of Modena and Reggio E., Dept. of Economics. [Downloadable!]
   Other versions:
   • Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2009. "Optimization Heuristics for Determining Internal Rating Grading Scales," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09031, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi". [Downloadable!]

4. Horst Entorf & Peter Winker, 2006. "Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States," Darmstadt Discussion Papers in Economics 165, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
   Published as:
   • Entorf, H. & Winker, P., 2008. "Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States," International Review of Law and Economics, Elsevier, vol. 28(1), pages 8-22, March. [Downloadable!] (restricted)

5. Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006 147, Society for Computational Economics.
   Other versions:
   • Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series 07-01, Swiss Finance Institute. [Downloadable!]
   
   Published as:
   • Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer, vol. 2(2), pages 125-145, December. [Downloadable!] (restricted)

6. Dietmar Maringer & Peter Winker, 2004. "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004 155, Society for Computational Economics. [Downloadable!]

7. Serban Scrieciu & Peter Winker, 2004. "The Romanian Economy in Transition: Developments and Future Prospects," Macroeconomics 0410005, EconWPA. [Downloadable!]

8. Winmker, P. & Gilli, M., 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers 38, Manitoba - Department of Economics.
   Other versions:
   • Peter Winker & Manfred Gilli, 2002. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002 314, Society for Computational Economics.
   • Peter Winker and Manfred Gilli, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2001 59, Society for Computational Economics.
   • Manfred GILLI, & Peter WINKER, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series rp38, International Center for Financial Asset Management and Engineering. [Downloadable!]

9. Entorf, Horst & Winkler, Peter, 2001. "The economics of crime: investigating the drugs-crime channel : empirical evidence from panel data of the German states," ZEW Discussion Papers 01-37, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

10. Horst Entorf & Peter Winker, 2001. "The Economics of Crime: Investigating the Drugs-Crime Channel," Law and Economics 0108001, EconWPA. [Downloadable!]
    Other versions:
    • Horst Entorf & Peter Winker, 2002. "The Economics of Crime: Investigating the Drugs-Crime Channel," Darmstadt Discussion Papers in Economics 118, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]

11. Jenny X. Li and Peter Winker, 2001. "Quasi Monte Carlo methods for macroeconometric simulation," Computing in Economics and Finance 2001 199, Society for Computational Economics.

12. Li, J.X. & Winker, P., 2000. "Time Series Simulation With Quasi Monte Carlo Methods," Papers 9-00-1, Pennsylvania State - Department of Economics.
    Other versions:
    • Peter Winker & Jenny Li, 2000. "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000 151, Society for Computational Economics. [Downloadable!]
    
    Published as:
    • Jenny X. Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer, vol. 21(1_2), pages 23-43, 02. [Downloadable!]
    • Jenny Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer, vol. 21(1), pages 23-43, February. [Downloadable!] (restricted)

13. John S. Chipman & Peter Winker, 2000. "Optimal Industrial Classification: An Application to the German Industrial Classification System," Econometric Society World Congress 2000 Contributed Papers 0522, Econometric Society. [Downloadable!]

14. Winker, Peter & Beck, Martin, 2000. "International spillovers and feedback : modelling in a disequilibrium framework," ZEW Discussion Papers 00-36, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

15. Radowski, Daniel & Smolny, Werner & Winker, Peter, 1999. "Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model," ZEW Discussion Papers 99-56, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

16. Winker, Peter & Smolny, Werner & Radowski, Daniel, 1999. "Modeling German unification in a disequilibrium framework," ZEW Discussion Papers 99-61, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

17. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi - Monte Carlo Methods in Stochastic Simulations," ZEW Discussion Papers 98-03, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

18. Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test : a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    Published as:
    • Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001. "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August. [Downloadable!] (restricted)

19. Göggelmann, Klaus & Franz, Wolfgang & Winker, Peter, 1997. "Einige Wirkungen von steuerlichen Umfinanzierungsmaßnahmen in einem makroökonometrischen Ungleichgewichtsmodell für die westdeutsche Volkswirtschaft," ZEW Discussion Papers 97-19, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

20. Fitzenberger, Bernd & Winker, Peter, . "Improving the Computation of Censored Quantile Regressions," IVS discussion paper series 568, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
    Published as:
    • Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September. [Downloadable!] (restricted)

21. Smolny, Werner & Winker, Peter, . "Employment adjustment and financing constraints - A theoretical and empirical analysis at the micro level," IVS discussion paper series 573, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]

22. John S.nChipman & Peter Winker, . "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics. [Downloadable!]

23. Manfred GILLI & Peter WINKER, . "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute. [Downloadable!]

1. Peter Winker & Dietmar Maringer, 2009. "The convergence of estimators based on heuristics: theory and application to a GARCH model," Computational Statistics, Springer, vol. 24(3), pages 533-550, August. [Downloadable!] (restricted)

2. Entorf, H. & Winker, P., 2008. "Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States," International Review of Law and Economics, Elsevier, vol. 28(1), pages 8-22, March. [Downloadable!] (restricted)
   Other versions:
   • Horst Entorf & Peter Winker, 2006. "Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States," Darmstadt Discussion Papers in Economics 165, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]

3. Gatu, Cristian & Kontoghiorghes, Erricos J. & Gilli, Manfred & Winker, Peter, 2008. "An efficient branch-and-bound strategy for subset vector autoregressive model selection," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1949-1963, June. [Downloadable!] (restricted)

4. Blake LeBaron & Peter Winker, 2008. "Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(2+3), pages 141-148, June. [Downloadable!] (restricted)

5. Winker, Peter, 2008. "E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3424-3425, March. [Downloadable!] (restricted)

6. Fitzenberger, Bernd & Winker, Peter, 2007. "Improving the computation of censored quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 88-108, September. [Downloadable!] (restricted)
   Other versions:
   • Fitzenberger, Bernd & Winker, Peter, . "Improving the Computation of Censored Quantile Regressions," IVS discussion paper series 568, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]

7. Gilli, Manfred & Winker, Peter, 2007. "2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 2-3, September. [Downloadable!] (restricted)

8. Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer, vol. 2(2), pages 125-145, December. [Downloadable!] (restricted)
   Other versions:
   • Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series 07-01, Swiss Finance Institute. [Downloadable!]
   • Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006 147, Society for Computational Economics.

9. Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April. [Downloadable!] (restricted)

10. Mark Meyer & Peter Winker*, 2005. "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer, vol. 89(3), pages 303-320, August. [Downloadable!] (restricted)

11. Beck, Martin & Winker, Peter, 2004. "Modeling spillovers and feedback of international trade in a disequilibrium framework," Economic Modelling, Elsevier, vol. 21(3), pages 445-470, May. [Downloadable!] (restricted)

12. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September. [Downloadable!] (restricted)

13. Jenny X. Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer, vol. 21(1_2), pages 23-43, 02. [Downloadable!]
    Other versions:
    • Li, J.X. & Winker, P., 2000. "Time Series Simulation With Quasi Monte Carlo Methods," Papers 9-00-1, Pennsylvania State - Department of Economics.
    • Peter Winker & Jenny Li, 2000. "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000 151, Society for Computational Economics. [Downloadable!]
    
    Published as:
    • Jenny Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer, vol. 21(1), pages 23-43, February. [Downloadable!] (restricted)

14. Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 299-312, March. [Downloadable!] (restricted)

15. Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001. "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August. [Downloadable!] (restricted)
    Other versions:
    • Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test : a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

16. Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Springer, vol. 16(1/2), pages 87-103, October. [Downloadable!]

17. Peter Winker, 2000. "Efficient Labour Contracts: Impediments and How to Circumvent Them," LABOUR, CEIS, Fondazione Giacomo Brodolini and Blackwell Publishing Ltd, vol. 14(3), pages 373-392, 09. [Downloadable!] (restricted)

18. Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz, 2000. "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, Springer, vol. 25(2), pages 247-259. [Downloadable!] (restricted)

19. Peter Winker & Kai-Tai Fang, 1999. "Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 218(1+2), pages 215-230, January. [Downloadable!] (restricted)

20. Winker, Peter, 1999. " Causes and Effects of Financing Constraints at the Firm Level," Small Business Economics, Springer, vol. 12(2), pages 169-81, March. [Downloadable!] (restricted)

21. Winker, Peter, 1999. "Sluggish Adjustment of Interest Rates and Credit Rationing: An Application of Unit Root Testing and Error Correction Modelling," Applied Economics, Taylor and Francis Journals, vol. 31(3), pages 267-77, March. [Downloadable!] (restricted)

22. Winker, Peter, 1995. "Identification of multivariate AR-models by threshold accepting," Computational Statistics & Data Analysis, Elsevier, vol. 20(3), pages 295-307, September. [Downloadable!] (restricted)

23. Franz, Wolfgang & Oser, Ursula & Winker, Peter, 1994. "A Macroeconometric Disequilibrium Analysis of Current and Future Migration from Eastern Europe into West Germany," Journal of Population Economics, Springer, vol. 7(2), pages 217-34.

1. NEP-BAN: Banking (2) 2008-10-21 2009-04-13 Author is listed
2. NEP-CIS: Confederation of Independent States (1) 2009-03-22
3. NEP-CMP: Computational Economics (2) 2008-10-21 2009-04-13 Author is listed
4. NEP-CSE: Economics of Strategic Management (1) 2009-03-22
5. NEP-ECM: Econometrics (1) 2007-10-20
6. NEP-ETS: Econometric Time Series (1) 2004-08-16
7. NEP-IFN: International Finance (1) 2007-10-20
8. NEP-LAW: Law & Economics (1) 2001-10-16
9. NEP-MST: Market Microstructure (1) 2007-10-20
10. NEP-RMG: Risk Management (2) 2008-10-21 2009-04-13 Author is listed
11. NEP-TRA: Transition Economics (1) 2009-03-22

This page was last updated on 2009-11-14.