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Peter Winker · Study
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Author
Peter Winker
22 works
· latest 2025
· 7 institutions
cluster: provisional
ORCID 0000-0003-3412-4207
Works
22 shown
Analysing the Impact of Removing Infrequent Terms on Topic Quality in Latent Dirichlet Allocation Models
Central European Journal of Economic Modelling and Econometrics
·
2025
·
4 authors
·
Open access
1
citations
Identification of innovation drivers based on technology-related news articles
Journal of Open Innovation Technology Market and Complexity
·
2025
·
3 authors
·
Open access
2
citations
Cross-Corpora Comparisons of Topics and Topic Trends
Jahrbücher für Nationalökonomie und Statistik
·
2022
·
4 authors
·
Open access
4
citations
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review
Econometrics and Statistics
·
2018
·
3 authors
·
Open access
16
citations
Forward or Backward Looking? The Economic Discourse and the Observed Reality
Jahrbücher für Nationalökonomie und Statistik
·
2016
·
2 authors
19
citations
Confidence Bands for Impulse Responses: Bonferroni vs. Wald
Oxford Bulletin of Economics and Statistics
·
2015
·
3 authors
40
citations
Constructing optimal sparse portfolios using regularization methods
Computational Management Science
·
2014
·
3 authors
·
Open access
105
citations
Comparison of methods for constructing joint confidence bands for impulse response functions
International Journal of Forecasting
·
2013
·
3 authors
·
Open access
60
citations
Cardinality versusq-norm constraints for index tracking
Quantitative Finance
·
2012
·
3 authors
·
Open access
67
citations
Modelling Stock Market Volatility Using Univariate GARCH Models: Evidence from Sudan and Egypt
International Journal of Economics and Finance
·
2012
·
2 authors
·
Open access
72
citations
The convergence of estimators based on heuristics: theory and application to a GARCH model
Computational Statistics
·
2009
·
2 authors
31
citations
An objective function for simulation based inference on exchange rate data
Journal of Economic Interaction and Coordination
·
2007
·
3 authors
91
citations
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels
Mathematics of Computation
·
2005
·
4 authors
·
Open access
48
citations
Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
Allgemeines Statistisches Archiv
·
2005
·
2 authors
26
citations
Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting
Journal of Complexity
·
2003
·
3 authors
·
Open access
109
citations
A global optimization heuristic for estimating agent based models
Computational Statistics & Data Analysis
·
2003
·
2 authors
218
citations
Bank Lending and the Transmission of Monetary Policy: A Vecm Analysis for Germany
SSRN Electronic Journal
·
2002
·
3 authors
·
preprint
·
Open access
44
citations
Uniform Design: Theory and Application
Technometrics
·
2000
·
4 authors
954
citations
Causes and Effects of Financing Constraints at the Firm Level
Small Business Economics
·
1999
·
1 author
132
citations
Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling
Applied Economics
·
1999
·
1 author
46
citations
Optimal U—Type Designs
Lecture notes in statistics
·
1998
·
2 authors
·
chapter
55
citations
New concepts and algorithms for portfolio choice
Applied Stochastic Models and Data Analysis
·
1992
·
2 authors
86
citations