Peter Winker | Justus-Liebig-University Giessen (original) (raw)
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Papers by Peter Winker
Computational Statistics & Data Analysis, 2012
ABSTRACT The unit-level small area estimation approach has no standard procedure and each case ne... more ABSTRACT The unit-level small area estimation approach has no standard procedure and each case needs separate modeling when the domain parameters are not linear or the target variable is not normally distributed. Area-level linear mixed models can be generally ...
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Compstat 2006 - Proceedings in Computational Statistics, 2006
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Advances in Computational Management Science, 2007
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Proceedings of the 16th IFAC World Congress, 2005, 2005
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International Handbooks Information System, 2008
Having the optimal solution for a given problem is crucial in the competitive world of finance; f... more Having the optimal solution for a given problem is crucial in the competitive world of finance; finding this optimal solution, however, is often an utter challenge. Even if the problem is well defined and all necessary data are available, it is not always well behaved: rather simple constraints are often enough to prohibit closed form solutions or evade the reliable application of standard numerical solutions. A common way to avoid this difficulty is to restate the problem: restricting and cumbersome constraints are relaxed and simplifying assumptions are introduced until the revised problem is approachable with the available methods, and are afterwards superimposed onto the solution for the simplified problem. Unfortunately, subtleties as well as central properties of the initial problem can be lost in this process, and results assumed to be ideal can actually be far away from the true optimum.
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Proceedings of the 16th IFAC World Congress, 2005, 2005
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Computational Statistics, 2009
Econometric theory describes estimators and their properties, e.g., the convergence of maximum li... more Econometric theory describes estimators and their properties, e.g., the convergence of maximum likelihood estimators. However, it is ignored that often the estimators cannot be computed using standard tools, e.g., due to multiple local optima. Then, optimization heuristics might be helpful. The additional random component of heuristics might be analyzed together with the econometric model. A formal framework is proposed for
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Statistical Journal of the IAOS, 2015
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In the paper we simulate a revenue-neutral cut in the social security contribution rate using fiv... more In the paper we simulate a revenue-neutral cut in the social security contribution rate using five different types of macro- / microeconomic models, namely two models based on time-series data where the labour market is modelled basically demand oriented, two models of the class of computable equilibrium models which are supply oriented and finally a firm specific model for international
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Modeling and Control of Economic Systems 2001, 2003
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SSRN Electronic Journal, 2000
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SSRN Electronic Journal, 2000
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COMPSTAT, 1998
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Computational Statistics & Data Analysis, 2012
ABSTRACT The unit-level small area estimation approach has no standard procedure and each case ne... more ABSTRACT The unit-level small area estimation approach has no standard procedure and each case needs separate modeling when the domain parameters are not linear or the target variable is not normally distributed. Area-level linear mixed models can be generally ...
Bookmarks Related papers MentionsView impact
Compstat 2006 - Proceedings in Computational Statistics, 2006
Bookmarks Related papers MentionsView impact
Advances in Computational Management Science, 2007
Bookmarks Related papers MentionsView impact
Proceedings of the 16th IFAC World Congress, 2005, 2005
Bookmarks Related papers MentionsView impact
International Handbooks Information System, 2008
Having the optimal solution for a given problem is crucial in the competitive world of finance; f... more Having the optimal solution for a given problem is crucial in the competitive world of finance; finding this optimal solution, however, is often an utter challenge. Even if the problem is well defined and all necessary data are available, it is not always well behaved: rather simple constraints are often enough to prohibit closed form solutions or evade the reliable application of standard numerical solutions. A common way to avoid this difficulty is to restate the problem: restricting and cumbersome constraints are relaxed and simplifying assumptions are introduced until the revised problem is approachable with the available methods, and are afterwards superimposed onto the solution for the simplified problem. Unfortunately, subtleties as well as central properties of the initial problem can be lost in this process, and results assumed to be ideal can actually be far away from the true optimum.
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Proceedings of the 16th IFAC World Congress, 2005, 2005
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Computational Statistics, 2009
Econometric theory describes estimators and their properties, e.g., the convergence of maximum li... more Econometric theory describes estimators and their properties, e.g., the convergence of maximum likelihood estimators. However, it is ignored that often the estimators cannot be computed using standard tools, e.g., due to multiple local optima. Then, optimization heuristics might be helpful. The additional random component of heuristics might be analyzed together with the econometric model. A formal framework is proposed for
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Statistical Journal of the IAOS, 2015
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In the paper we simulate a revenue-neutral cut in the social security contribution rate using fiv... more In the paper we simulate a revenue-neutral cut in the social security contribution rate using five different types of macro- / microeconomic models, namely two models based on time-series data where the labour market is modelled basically demand oriented, two models of the class of computable equilibrium models which are supply oriented and finally a firm specific model for international
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Modeling and Control of Economic Systems 2001, 2003
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SSRN Electronic Journal, 2000
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SSRN Electronic Journal, 2000
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COMPSTAT, 1998
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