Identification of multivariate AR-models by threshold accepting
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- Winker, Peter, 1994. "Identification of multivariate AR-models by threshold accepting," Discussion Papers, Series II 224, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chipman, John Somerset & Winker, Peter, 1994. "Optimal industrial classification with heteroskedasticity correction: An application to the Swedish industrial classification system," Discussion Papers, Series II 237, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Winker, Peter & Fang, Kai-Tai, 1995. "Application of threshold accepting to the evaluation of the discrepancy of a set of points," Discussion Papers, Series II 248, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
- 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.
- Chipman, John Somerset & Winker, Peter, 1994.
"Optimal industrial classification: [an application to the German industrial classification system],"
Discussion Papers, Series II
236, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- 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.
- Andreas Sachs & Frauke Schleer, 2013.
"Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies,"
WWWforEurope Working Papers series
- Sachs, Andreas & Schleer, Frauke, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," ZEW Discussion Papers 13-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economic Research Papers 2012-055, Friedrich-Schiller-University Jena.
- Dietmar Maringer & Peter Winker, 2004. "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004 155, Society for Computational Economics.
- 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.
- Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013.
"SAFE: An early warning system for systemic banking risk,"
Journal of Banking & Finance,
Elsevier, vol. 37(11), pages 4510-4533.
- Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Paper 1129, Federal Reserve Bank of Cleveland.
- Manfred GILLI & Peter WINKER, "undated".
"A review of heuristic optimization methods in econometrics,"
Swiss Finance Institute Research Paper Series
08-12, Swiss Finance Institute.
- Manfred Gilli & Peter Winker, 2008. "Review of Heuristic Optimization Methods in Econometrics," Working Papers 001, COMISEF.
- John S.nChipman & Peter Winker, "undated". "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics.
- 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.
- H. Glendinning, Richard, 2001. "Selecting sub-set autoregressions from outlier contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 36(2), pages 179-207, April.
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