Publikationen

Monographien

• Empirische Wirtschaftsforschung und Ökonometrie
  P. Winker (2010), Springer, Heidelberg (3. Aufl.).
  ISBN: 978-3-540-36778-9
  
  
• Computational Methods in Financial Engineering
  P. Winker/ E.J. Kontoghiorghes/ B. Rustem,(Hrsg.) Springer, Heidelberg
  ISBN: 3-540-779574
  
  
• Herausforderungen an den Wirtschaftsstandort
  Winker, P., Fitzenberger, B., Smolny, W. (2004); Bd. 72 von ZEW Wirtschaftsanalysen/Schriftenreihe des ZEW, Nomos, Baden-Baden
  ISBN: 3832906932
  
  
• Optimization Heuristics in Econometrics: Applications of Threshold Accepting
  Winker, P. (2001); Wiley, Chichester
  ISBN: 0471856312
  
  
• Empirische Wirtschaftsforschung
  Winker, P. (1997)
  Springer, Berlin
  ISBN: 3540629793
  
  
• Rationierung auf dem Markt für Unternehmenskredite in der BRD
  Winker, P. (1996); Mohr & Siebeck, Tübingen
  ISBN: 3161465598
  
  

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Beiträge in wissenschaftlichen Zeitschriften

• A Statistical Approach to Detect Interviewer Falsification of Survey Data
  S. Bredl, P. Winker, K. Kötschau (2012); Survey Methodology, erscheint demnächst
  
  
• Robust Portfolio Optimization with a Hybrid Heuristic Algorithm
  B. Fastrich und P. Winker (2012): Robust Portfolio Optimization with a Hybrid Heuristic
  Algorithm, Computational Management Sciences 9, 63-88
  
  
  
• Threshold Accepting for Credit Risk Assessment and Validation
  M. Lyra, A. Onwunta, P. Winker (2011), Journal of Banking Regulation, erscheint demnächst
  
  
• Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
  Savin I. and P. Winker (forthcoming), Computational Economics, erscheint demnächst
  Online available
  
  
• Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
  P. Winker, M. Lyra und C. Sharpe (2011), Computational Management Science 8, 103-123
  
  
• Robust Uniform Design with Errors in Design Variables
  P. Winker und Dennis K.J. Lin (2010): Robust Uniform Design with Errors in Design Variables, Statistica Sinica, 21,3, 1379-1396
  
  
• Optimization Heuristics for Determining Internal Rating Grading Scales?
  M. Lyra, J. Paha, S. Paterlini, P. Winker (2010), Computational Statistics and Data Analysis, 54(11), 2693–2706
  
  
• Optimized U-type designs on flexible regions
  D.K.J. Lin, C. Sharpe und P. Winker (2010): Optimized U-type designs on flexible regions,Computational Statistics and Data Analysis, 54,6, 1505-1515.
  
  
• Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession
  I. Savin und P. Winker (2009), The Central European Journal of Economic Modelling and Econometrics 1(2), pages 111-138
  Online available
  
  
• The Convergence of Estimators based on Heuristics: Theory and Application to a GARCH model?
  D. Maringer und P. Winker (2009), Computational Statistics, 24, 533-550.
  
  
• Book review: E.J. Kontoghiorghes (Ed.): Handbook of Parallel Computing and Statistics
  Computational Statistics and Data Analysis 52, 3424-3425
  
  
• Editorial, Jahrbücher für Nationalökonomie und Statistik
  P. Winker (2008), 228/1,3
  
  
• Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States
  Winker, P., Entorf, H. (2007); International Review of Law and Economics 28,1, 8-22
  
  
  
• An Efficient Branch-and-Bound Strategy for Subset Vector Autoregressive Model Selection
  C. Gatu, E.J. Kontoghiorghes, M. Gilli und P. Winker (2008), Journal of Economic Dynamics and Control 32, 1949-1963
  
  
• An Objective Function for Simulation Based Inference on Exchange Rate Data
  P. Winker, M. Gilli und V. Jeleskovic (2007), Journal of Economic Interaction and Coordination, 2, 125-145.
  
  
• Editorial - 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems
  M. Gilli und P. Winker (2007), Computational Statistics and Data Analysis, 52,1, 2-3.
  
  
• Improving the Computation of Censored Quantile Regressions
  B. Fitzenberger und P. Winker (2007), Computational Statistics and Data Anlaysis, 52,1, 88-108.
  
  
• The Hidden Risks of Optimizing Bond Portfolios under VaR
  P. Winker und D. Maringer (2007), Journal of Risk 9,4, 1-17.
  
  
• Lower Bounds and Stochastic Optimization Algorithms for Uniform Designs with Three or Four Levels
  Winker, P., Fang, K.-T., Maringer, D., Tang, Y. (2005); Mathematics of Computation, 75, 254
  
  
• Optimal Aggregation of Linear Time Series Models
  Winker, P., Chipman, J. S. (2005); Computational Statistics and Data Analysis, 49, 2, 311-331
  Online-Zugriff
  
  
  
• Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
  Winker, P., Meyer, M. (2005); Allgemeines Statistisches Archiv, 89,3,303-320
  
  
  
  
• Bank Lending in the Transmission of Monetary Policy: A VECM Analysis for Germany
  Winker, P., Hülsewig, O., Worms, A.(2004); Jahrbücher für Nationalökonomie und Statistik, 224, 5
  
  
• Editorial: Applications of Optimization Heuristics to Estimation and Modelling Problems
  Winker, P., Gilli, M. (2004); Computational Statistics and Data Analysis, 47, 2, 211-223
  Online-Zugriff
  
  
• Modelling Spillovers and Feedback of International Trade in a Disequilibrium Framework
  Winker, P., Beck, M. (2004); Economic Modelling, 21, 445-470
  Online-Zugriff
  
  
• A Global Optimization Heuristic for Estimating Agent Based Models
  Winker, P., Gilli, M. (2003); Computational Statistics and Data Analysis, 42, 3, S.299-312
  Online-Zugriff
  
  
• Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform desings by threshold accepting
  Winker, P., Fang, K.-T., Lu, X. (2003); Journal of Complexity, 19, S. 692-711
  Online-Zugriff
  
  
  
• Time Series Simulation with Quasi-Monte Carlo Methods
  Winker, P., Li, J. (2003); Computational Economics, 21, 1-2, S.23-43
  Online-Zugriff
  
  
• Centered L2-Discrepancy of Random Sampling and Latin Hypercube Design, and Construction of Uniform Designs
  Winker, P., Fang, K.-T., Ma, C.-X. (2002); Mathematics of Computation - 71, p.275-296
  Online-Zugriff
  
  
• Empirical Macromodels Under Test
  Winker, P., Buscher, H., Buslei, H., Göggelmann, K., Koschel, H., Schmidt, T. F. N., Steiner, V. (2001); Economic Modeling 18, 3, p.455-474
  Online-Zugriff
  
  
• Efficient Labour Contracts: Impediments and How to Circumvent Them
  Winker, P. (2000); Labour 14, 3, p.373-392
  Online-Zugriff
  
  
• Optimized Multivariate Lag Structure Selection
  Winker, P. (2000); Computational Economics 16, p.87-103
  Online-Zugriff
  
  
• Quasi-Monte Carlo Methods in Stochastic Simulations
  Winker, P., Franz, W., Göggelmann, K., Schellhorn, M. (2000); Empirical Economics - 25, p.247-259
  Online-Zugriff
  
  
• Uniform Design: Theory and Application
  Winker, P., Fang, K.-T., Lin, D. K. J., Zhang, Y. (2000); Technometrics - 42, p.237-248
  Online-Zugriff
  
  
• Causes and Effects of Financing Constraints at the Firm Level: Some Microeconometric Evidence
  Winker, P. (1999); Small Business Economics 12, p.169-181
  
  
• Sluggish Adjustment of Interest Rates and Credit Rationing
  Winker, P. (1999); Applied Economics 31, p.267-277
  Online-Zugriff
  
  
• Zufall und Quasi-Monte Carlo Ansätze
  Winker, P., Fang, K.-T. (1999); Jahrbücher für Nationalökonomie und Statistik 218, p.215-228
  
  
  

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Beiträge in Sammelwerken

• Heuristic optimization methods for dynamic panel data model selection. Application on the Russian innovative performance
  I. Savin und P. Winker (2009), in: J.G. Lavrikova (Eds.):
  "From the idea of academician S.S. Shatalin about system
  approaches to spontaneous socio-economic systems", Vol.
  1, Institute of Economics, Yekaterinburg, 10-15.
  
  
• Heuristic optimization methods in econometrics
  M. Gilli und P. Winker (2009), in D.A. Belsley und E.J. Kontoghiorghes (Hrsg.): "Handbook of Computational Econometrics", Wiley, Chichester, 81-119
  
  
• Simulation Based Inference on Agent Based Models of Exchange Rate Data
  P. Winker, V. Jeleskovic und M. Gilli (2007) in: M. Ivette Gomes, D. Pestana und P. Silva (Hrsg.): Bulletin of the International Institute 56th Session: Proceedings, ISI, Lisboa, CD-Rom
  
  
• Finanzmarkt-Ökonometrie
  Winker, P. (2002); Schäffer-Poeschel, Stuttgart, Kap. IV, V
  ISBN: 3791018361
  
  

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Arbeitspapiere

• An Objective Function for Simulation Based Inference on Exchange Rate Data
  P. Winker, M. Gilli und V. Jeleskovic (2007), Research Paper No. 07-01, Swiss Finance Institute, Geneva.
  
  

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Konferenzpapiere

• Development of a method for ex-post identification of falsifications in survey data
  N. Menold, N. Storfinger und P. Winker (2011) in: New Techniques and Technologies for Statistics (NTTS) Conference Proceedings
  
  
• Multivariate Modelling of Cross-Commodity Price Relations Along the Petrochemical Value Chain
  M. Thömmes und P. Winker (2011), Zur Publikation angenommen in: B. Lausen, D. van den Poel und A. Ultsch (Hrsg.), Proceedings Volume GfK1/IFCS 2011
  
  

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Sonstige Publikationen

• Dem Umfragefälscher auf der Spur
  S. Bredl, P. Winker, K. Kötschau (2011): Stadtforschung und Statistik 2/2011, 37-40
  
  
• Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix
  P. Winker und K. Specht (2008), in: E.J. Kontoghiorghes, B. Rustem und P. Winker (Hrsg.)(2008): Computational Methods in Financial Engineering, Springer, Heidelberg, 73-94
  
  
• Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität.
  Winker, P., Büttner, T., Dehne, A., Flaig, G., Hülsewig, O.,ifo Forschungsberichte, Institut für Wirtschaftsforschung an der Universität München
  
  
• The convergence of optimization based GARCH estimators: Theory and application
  P. Winker und D. Maringer (2006), in: Rizzi, A. and Vichi, M. (Hg.), "COMPSTAT 2006, Proceedings in Computational Statistics", Physica, Heidelberg, 483-494 (Tagungsbände)
  
  
• The stochastics of Threshold Accepting: Analysis of an application to the uniform design problem
  P. Winker (2006), in: Rizzi, A. and Vichi, M. (Hg.), "COMPSTAT 2006, Proceedings in Computational Statistics", Physica, Heidelberg, 495-503 (Tagungsbände)
  
  
• The Threshold Accepting Optimization Algorithm in Economics and Statistics
  P. Winker and D. Maringer (2006), in: Kontoghiorges, E. and Gatu, C. (Hg.), "Advances in Computational Economics, Finance and Management Science", Kluwer, erscheint demnächst. (Tagungsbände)
  
  
• Conference - Modelling Economies in Transition
  Winker, P., Welfe, W., Wdowinski, P. (eds.) (2005); Absolvent, Lodz, S. 446-466 (Konferenzbeitrag)
  
  
• Optimized Two-Step Sequential U-Type Designs
  Winker, P. (2005); Fand, J., Li, G.(Hg.), Contemporary Multivariate Analysis and Design of Experiments: In Celebration of Professor Kai-Tai Fang's 65th Birthday, World Scientific, 173-184
  
  
• The Threshold Accepting Optimization Algorithm in Economics and Statistics
  Winker, P., Maringer, D. (2005); Kontoghiorghes, E. (Hg.), Advances in Computational Economics, Finance and Management Science, n.a., n.a., forthcoming (Konferenzbeitrag)
  
  
• Bank Lending in the Transmission of Monetary Policy: A VECM Analysis for Germany
  Winker, P., Hülsewig, O., Worms, A., Dreger, C. und Hansen, G. (Hg.) (2004); Advances in Macroeconometric Modeling, Nomos, Baden-Baden; Bd. 15 von Schriften des Instituts für Wirtschaftsforschung Halle, 239-264 (Konferenzbeitrag)
  
  
• Bankenrisiko und Risiko Bank
  Winker, P., Fitzenberger, B., Smolny, W. (Hg.) (2004); Herausforderungen an den Wirtschaftsstandort Deutschland, Nomos, Baden-Baden; Bd. 72 von ZEW Wirtschaftsananlysen/Schriftenreihe des ZEW, 95-107 (Konferenzbeitrag)
  
  
• Optimal Lag Structure Selection in VEC-Models
  Winker, P., Maringer, D. (2004), Welfe, A. (Hg.); New Directions in Macromodelling, Elsevier, Amsterdam (Konferenzbeitrag)
  
  
• Aggregationsproblem in der Ökonometrie: Ein Beitrag heuristischer Optimierungsverfahren
  Franz, W.: Winker, P., Ramser, H.-J., Stadler, M. (Hg.) (2003); Empirische
  Wirtschaftsforschung, Mohr Siebeck, Tübingen, Bd. 32 von Wirtschaftswissenschaftliches Seminar Ottobeuren, 89-108 (Konferenzbeitrag)
  
  
• Illegale Drogen und Kriminalität: Wie ausgeprägt ist der Zusammenhang?
  Winker, P., Entorf, H., Albrecht, H.-J. (Hg.) (2003); Kriminalität, Ökonomie und europäischer Sozialstaat (Physica, Heidelberg, S.97-132) (Konferenzbeitrag)
  Online-Zugriff
  
  
• Transmission über den Geschäftsbankensektor
  Winker, P., Schröder, M., Westerheide, P. (Hg.) (2003); Finanzmärkte, Unternehmen und Vertrauen, Nomos, Baden-Baden, S. 71-81 (Konferenzbeitrag)
  
  
• How to Validate Agent Based Models of Financial Markets
  Winker, P., Gilli, M. (2002), Welfe, W. (Hg.); Macromodels 2001, Institut of Econometrics and Statistics, University of Lodz, S. 357-368 (Konferenzbeitrag)
  
  
• Applications of the Optimization Heuristics Threshold Accepting in Statistics
  Winker, P., Li, D. (Hg.) (2001); Proceedings of the 5th International Conferenceon Optimization: Techniques und Applications ICOTA, Hong Kong, S. 1764-1783 (Konferenzbeitrag)
  
  
• Employment Effects of Restructuring the German Tax System: A Macroeconometric Disequilibrium Model for an Open Economy in Action
  Winker, P., Franz, W., Göggelmann, K. (2000); Institutional Arrangements for Global Economic Integration, Basingstoke 2000, S. 251-276 (Konferenzbeitrag)
  
  
• Modeling German Unification in a Disequilibrium Framework
  Winker, P., Radowski, D., Smolny, W. (2000); Modelling Economies in Transition, Welfe, W.; Wdowinski, P. (eds.); Absolwent, Lodz, S. 229-255 (Konferenzbeitrag)
  
  
• Financing Constraints, Output and Employment
  Winker, P. (1999); Macroeconomic Causes of Unemployment: Diagnosis and Policy Recommendations, S. 143-161 (Konferenzbeitrag)
  
  
• Quasi-Monte Carlo Policy Simulations in a Macroeconometric Disequilibrium Model
  Winker, P. (1999); Proceedings of the 14th World Congress International Federation of
  Automatic Control, Volume M, S. 45-50 (Konferenzbeitrag)
  
  

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Beiträge in Zeitungen oder Wirtschaftsmagazinen

• Von Hamburgern, Ameisen und dem Dollar-Wechselkurs
  P. Winker (2009), Gießener Universitätsblätter 42, 63-70
  
  

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Diskussionspapiere

• Heuristic model selection for leading indicators in Russia and Germany
  I. Savin und P. Winker (2011), MAGKS Joint Discussion Paper Series in Economics 01-2011
  Online available
  
  
• Robustness of Clustering Methods for Identification of Potential Falsifications in Survey Data
  N. Storfinger, P. Winker (2011), ZEU Discussion Paper No. 57
  
  
• Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
  I. Savin und P. Winker (2010), Working Papers 027, COMISEF
  Online available
  
  
• Threshold accepting for credit risk assessment and validation
  Lyra, M., Onwunta, A. and Winker, P. (2010), Technical Report 39, COMISEF Working Paper Series
  
  
• Die Bestimmung regionaler Preisindizes: Das Beispiel Österreich
  G. Götz, T. Krauskopf und P. Winker (2009), Rat für Sozial- und WirtschaftsDaten, Working Paper Nr. 75, Berlin
  
  
• Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession
  I. Savin and P. Winker (2009), MAGKS Joint Discussion Paper Series in Economics 14-2009
  Online available
  
  
• Optimized U-type Designs on Flexible Regions
  D.K.J. Lin, C. Sharpe und P. Winker (2009), COMISEF Working Paper WPS-013
  
  
• A Review of Heuristic Optimization Methods in Econometrics
  P. Winker und M. Gilli, Research Paper No. 08-12, Swiss Finance Institute, Geneva
  
  
• Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
  P. Winker, L. Lyra und C. Sharpe (2008), COMISEF Working Paper Series, WPS-006 08/10/2008
  
  
• Optimization Heuristics for Determining Internal Rating Grading Scales
  P. Winker, M. Lyra, J. Paha, S. Paterlini (2008), COMISEF Working Paper Series, WPS-005, 08/10/2008
  
  
• An Objective Function for Simulation Based Inference on Exchange Rate Data,
  P. Winker, M. Gilli und V. Jeleskovic (2007), Research Paper No. 07-01, Swiss Finance Institute, Geneva
  
  
• Dependence of - and Long Memory in - Exchange Rate Returns: Statistics, Robustness, Time Aggregation
  P. Winker und V. Jeleskovic (2007), CCFEA Working Paper Series, WP011-07, University of Essex, Colchester.
  
  
• The Threshold Acceptance Optimization Heuristic in Economics and Statistics
  P. Winker und D. Maringer (2006), CCFEA Working Paper Series, WP009-06, University of Essex, Colchester.
  
  
• The Unconditional Distribution of Exchange Rate Returns: Statistics, Robustness, Time Aggregation
  P. Winker und V. Jeleskovic (2006), CCFEA Working Paper Series, WP008-06, University of Essex, Colchester.
  
  
• Hedonic Regression for Digital Cameras in Germany
  Winker, P., Rippin, F. (2005); Staatswissenschaftliche Fakultät, Universität Erfurt.
  Diskussionspapier 2005-005E
  
  
• The Convergence of Optimization Based Estimators: Theory and Application to a GARCH-Model
  Winker, P., Maringer, D. (2005); Staatswissenschaftliche Fakultät, Universität Erfurt
  Diskussionpapier 2005-004E
  
  
• The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem
  Staatswissenschaftliche Fakultät, Universität Erfurt (2005)
  Diskussionspapier 2005-003E
  
  
  
• The Hidden Risks of Optimizing Bond Portfolios under VaR
  Winker, P., Maringer, D. (2004); Deutsche Bank Research, Frankfurt a. M.
  Research Notes 13
  
  
• Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
  Winker, P., Meyer, M. (2004); Staatswissenschaftliche Fakultät, Universität Erfurt
  Diskussionspapier 2004-001E
  
  
• Portfolio Optimization under Different Risk Constraints with Modified Memetic Algorithms
  Winker, P., Maringer, D.G. (2003); University of Erfurt
  Diskussionspapier 2003-005E
  
  
• Applications of the Optimization Heuristic Threshold Accepting in Statistics
  Winker, P. (2001); School of Business Administration, International University in Germany, Bruchsal
  Working Paper 05/2001
  
  
• Bank Lending in the Transmission of Monetary Policy: A VECM Analysis for Germany
  Winker, P., Hülsewig, O., Worms, A. (2001); School of Business Administration, International University in Germany, Bruchsal
  Working Paper 08/2001
  
  
• Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
  Winker, P., Gilli, M. (2001); School of Business Administration,
  International University in Germany, Bruchsal
  Working Paper 03/2001
  
  
• Modelling Spillovers and Feedback of International Trade in a Disequilibrium Framework
  Winker, P., Beck, M. (2001); School of Business Administration, International University in Germany, Bruchsal
  Working Paper 07/2001
  
  
• The Economics of Crime: Investigating the Drugs-Crime Channel
  Winker, P., Entorf, H. (2001); School of Business Administration, International University in Germany, Bruchsal
  Working Paper 02/2001
  
  
• International Spillovers and Feedback: Modelling in a Disequilibrium Framework
  Winker, P., Beck, M. (2000); ZEW Mannheim
  ZEW Discussion Paper No. 00-36
  
  
• Time Series Simulation with Quasi-Monte Carlo Methods
  Winker, P., Li, J. (2000); Economic Department, Pennsylvania State University
  Working Paper 9-00-1
  
  
• Employment Adjustment and Financing Constraints
  Winker, P., Smolny, W. (1999); Institute of Economics and Statistics, University of Mannheim
  Discussion Paper No. 573-99
  
  
• Improving the Computation of Censored Quantile Regressions
  Winker, P., Fitzenberger, B. (1999); Institute of Economics and Statistics, University of Mannheim
  Discussion Paper No. 568-99
  
  
• Investment and Employment Adjustment after Unification
  Winker, P., Radowski, D., Smolny, W. (1999); ZEW Mannheim
  Discussion Paper No. 99-56
  
  
• Modeling German Unification in a Disequilibrium Framework
  Winker, P., Smolny, W., Radowski, D. (1999); ZEW Mannheim
  Discussion Paper No. 99-61
  
  

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