The following pages link to Helmut Herwartz (Q265019):
Displaying 48 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- (Q472753) (redirect page) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- (Q529778) (redirect page) (← links)
- Copula-MGARCH with continuous covariance decomposition (Q529780) (← links)
- A new approach to unit root testing (Q604918) (← links)
- A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (Q650729) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
- (Q1023935) (redirect page) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device (Q1046189) (← links)
- Testing periodicity in time series models -- A recommendation of bootstrap models (Q1297854) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Specification of varying coefficient time series models via generalized flexible least squares (Q1906296) (← links)
- A Lagrange multiplier test for causality in variance (Q1929453) (← links)
- Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
- A memorial for the late Professor Wolfgang Polasek (Q2259071) (← links)
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales (Q2294457) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity (Q2691763) (← links)
- Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870) (← links)
- (Q2756667) (← links)
- Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)
- VaR in High Dimensional Systems – a Conditional Correlation Approach (Q3542249) (← links)
- Multivariate Volatility Models (Q3542264) (← links)
- Testing for random effects in panel models with spatially correlated disturbances (Q3542548) (← links)
- Structural analysis of portfolio risk using beta impulse response functions (Q4259388) (← links)
- (Q4543485) (← links)
- Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) (← links)
- On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction (Q4687329) (← links)
- In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence (Q4687487) (← links)
- On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment (Q4687614) (← links)
- Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications (Q4781081) (← links)
- Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)
- PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (Q5193005) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models (Q5467271) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
