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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter (contributor); Gilli, Manfred (contributor) - 2001
Persistent link: https://www.econbiz.de/10001709492
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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
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10013441014
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A global optimization heuristic for estimating agent based models
Gilli, Manfred; Winker, Peter - 2002
Persistent link: https://www.econbiz.de/10013441031