Helmut Herwartz

Available identifiers

zbMath Open herwartz.helmutMaRDI QIDQ265019

List of research outcomes

Publication	Date of Publication	Type
Dynamic Score-Driven Independent Component Analysis	2024-03-05	Paper
Forward detrending for heteroskedasticity-robust panel unit root testing	2023-07-25	Paper
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles	2023-07-06	Paper
Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity	2023-03-30	Paper
Asymmetric volatility impulse response functions	2023-01-30	Paper
Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US	2022-07-08	Paper
Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions	2022-06-07	Paper
Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach	2022-04-14	Paper
Identification of structural multivariate GARCH models	2022-03-16	Paper
Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India	2020-11-02	Paper
Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data	2020-10-12	Paper
Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales	2020-02-11	Paper
Heteroskedasticity‐Robust Unit Root Testing for Trending Panels	2019-10-18	Paper
Risk forecasting in (T)GARCH models with uncorrelated dependent innovations	2018-11-19	Paper
In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence	2018-10-12	Paper
On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment	2018-10-12	Paper
On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction	2018-10-11	Paper
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility	2018-02-07	Paper
Copula-MGARCH with continuous covariance decomposition	2017-06-09	Paper
Bootstrap inference in systems of single equation error correction models	2016-04-01	Paper
Analytical quasi maximum likelihood inference in multivariate volatility models	2015-10-14	Paper
A memorial for the late Professor Wolfgang Polasek	2015-02-27	Paper
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks	2014-11-20	Paper
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity	2014-06-16	Paper
A Lagrange multiplier test for causality in variance	2013-01-08	Paper
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE	2012-10-15	Paper
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis	2011-11-26	Paper
Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run	2011-08-17	Paper
A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE	2011-04-27	Paper
A new approach to unit root testing	2010-11-12	Paper
Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device	2009-12-21	Paper
PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES	2009-08-10	Paper
Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap	2009-06-16	Paper
Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test	2008-12-11	Paper
VaR in High Dimensional Systems – a Conditional Correlation Approach	2008-12-01	Paper
Multivariate Volatility Models	2008-12-01	Paper
Testing for random effects in panel models with spatially correlated disturbances	2008-12-01	Paper
Analytical quasi maximum likelihood inference in multivariate volatility models	2007-03-16	Paper
Econometric analysis of high frequency data	2007-01-24	Paper
Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models	2006-05-24	Paper
Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications	2002-11-21	Paper
https://portal.mardi4nfdi.de/entity/Q4543485	2002-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2756667	2001-11-18	Paper
Testing for linear autoregressive dynamics under heteroskedasticity	2001-04-04	Paper
Structural analysis of portfolio risk using beta impulse response functions	2000-08-24	Paper
Testing periodicity in time series models -- A recommendation of bootstrap models	1999-09-14	Paper
Specification of varying coefficient time series models via generalized flexible least squares	1996-04-08	Paper

Research outcomes over time

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