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Applications of optimization heuristics to estimation and modelling problems.

, and . Comput. Stat. Data Anal., 47 (2): 211-223 (2004)

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Modeling and Control of Economic Systems 2001, and . chapter Validation of Agent-Based Models of Financial Markets, page 401--406. Elsevier Science Ltd, Oxford, (2003)Modeling spillovers and feedback of international trade in a disequilibrium framework, and . Economic Modelling, 21 (3): 445--470 (May 2004)Empirische Wirtschaftsforschung und Ökonometrie. Springer-Lehrbuch Springer, Berlin u. a., 2., vollst. überarb. Aufl. edition, (2007)Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions, , , , , , and . Economic Modelling, 18 (3): 455--474 (August 2001)Convergence of GARCH Estimators: Theory and Empirical Evidence., and . JCIS, Atlantis Press, (2006)Uniform Design: Theory and Application., , , and . Technometrics, 42 (3): 237-248 (2000)Optimization heuristics in econometrics. Wiley series in probability and statistics Wiley, Chichester u.a., (2001)Constructing optimal sparse portfolios using regularization methods., , and . Comput. Manag. Science, 12 (3): 417-434 (2015)Optimized U-type designs on flexible regions., , and . Comput. Stat. Data Anal., 54 (6): 1505-1515 (2010)Optimal aggregation of linear time series models., and . Comput. Stat. Data Anal., 49 (2): 311-331 (2005)