Peter Winker – författare

Many problems in statistics and econometrics offer themselves naturally to the use of optimization heuristics. Standard methods applied to highly complex problems often produce approximate results, of unknown quality, based on heavy assumptions. Optimization heuristic methods provide powerful results to many complex problems, combined with relatively simple implementation. The techniques used in optimization heurisitics can be applied to problems encountered in econometrics, statistics and operations research.* Offers a self-contained introduction to optimization heuristics in econometrics and statistics* Features many examples of optimization heuristic methods applied to real problems* Includes detailed coverage of the threshold accepting heuristic methods applied to real problems* Provides suggestions for further readingSplit into three parts, the book opens with a general introduction to optimization in statistics and econometrics, followed by detailed discussion of a relatively new and very powerful optimization heuristic, threshold accepting. The final part consists of many applications of the methods described earlier, encompassing experimental design, model selection, aggregation of time series, and censored quantile regression models.Those researching and working in econometrics, statistics and operations research are given the tools to apply optimization heuristic methods to real problems in their work. Postgraduate students of statistics and econometrics will find the book provides a good introduction to optimization heuristic methods.

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

Survey data are used in many disciplines including Social Sciences, Economics and Psychology. Interviewers’ behaviour might affect the quality of such data. This book presents the results of new research on interviewers’ motivation and behaviour. A substantial number of contributions address deviant behaviour, methods for assessing the impact of such behaviour on data quality and tools for detecting faked interviews. Further chapters discuss methods for preventing undesirable interviewer effects. Apart from specific methodological contributions, the chapters of the book also provide a unique collection of examples of deviant behaviour and its detection – a topic not overly present in literature despite its substantial prevalence in survey field work. The volume includes 13 peer reviewed papers presented at an international workshop in Rauischholzhausen in October 2011.

Computational models and methods are central to the analysis of economic and financial decisions. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

Praktische Anwendung und wissenschaftliche Analyse in den Wirtschaftswissenschaften basieren zunehmend auf dem Einsatz empirischer Methoden - dieses Buch führt Studierende der Wirtschaftswissenschaften und benachbarter Fächer in die wichtigsten Methoden der angewandten Wirtschaftsforschung einschließlich der Ökonometrie ein.

Dieses Übungsbuch ergänzt das Lehrbuch „Empirische Wirtschaftsforschung und Ökonometrie“ und richtet sich an Studierende und Lehrende der Wirtschaftswissenschaften sowie benachbarter Fächer.

This exercise book is aimed at students and teachers of economics and related subjects. It offers the opportunity to deepen skills in important methods of applied economic research and econometrics by solving different types of exercises. The book offers exercises in the areas of data, economic indicators, input-output analysis, econometric methods, trend and seasonal adjustment, simulation, and forecasting. The exercises cover both formal basics and the application of methods and interpretation of the results obtained. Other exercises draw on specific applications from the literature. The mix of rather elementary questions, illustrative applications, and examples on topics relevant to practice make the exercise book particularly clear and interesting.

This special issue of the Journal of Economics and Statistics is devoted to the use of agent-based models for economic policy advice. It presents a collection of research papers in different fields of applications. Special emphasis is laid on discussing the potential and possible limitations of agent-based models for economic policy advice. The editorial provides an overview on the role of agent-based modeling in economic policy referring also to the papers presented. Furthermore, it highlights the strength of the approach, i.e., the explicit microfoundation and the modeling of heterogenous agents. Finally, we also report on current limitations of the method with regard to economic policy advice and point at some areas deserving further research.

No detailed description available for "Labour Economics".

No detailed description available for "Economics of Risky Behavior and Sensation Seeking".

No detailed description available for "150 Years Journal of Economics and Statistics".