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Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
Winker, Peter; Lyra, Marianna; Sharpe, Chris - In: Computational Management Science : CMS 8 (2011) 1/2, pp. 103-123
Persistent link: https://www.econbiz.de/10008992060
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Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter - 2018
Persistent link: https://www.econbiz.de/10012173770
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Constructing joint confidence bands for impulse response functions of VAR models : a review
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2018
Persistent link: https://www.econbiz.de/10012174109