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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Herwartz, Helmut"
~subject:"Zeitreihenanalyse"
~type_genre:"Handbook"
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Deutschland
Zeitreihenanalyse
Theorie
43
Theory
43
Time series analysis
15
Volatility
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
9
Estimation
8
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8
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7
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7
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6
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6
Geldpolitik
5
Monetary policy
5
Statistical test
5
Statistischer Test
5
Analysis of variance
4
Einheitswurzeltest
4
Unit root test
4
Varianzanalyse
4
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3
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3
Germany
3
Inflation expectations
3
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3
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Article in journal
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17
Graue Literatur
17
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17
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14
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14
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English
17
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Herwartz, Helmut
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Caporale, Guglielmo Maria
26
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Lütkepohl, Helmut
24
Koop, Gary
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Granger, C. W. J.
20
Hong, Yongmiao
20
Newbold, Paul
20
Bruhn, Manfred
19
Ghysels, Eric
19
Hendry, David F.
19
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hall, Stephen G.
17
Hyndman, Rob J.
17
McAleer, Michael
17
Pesaran, M. Hashem
17
Gupta, Rangan
16
Moosa, Imad A.
16
Pepels, Werner
16
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
McElroy, Tucker
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
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Journal of econometrics
3
Economics letters
2
Journal of forecasting
2
Econometric reviews
1
Economic inquiry
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
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ECONIS (ZBW)
17
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1
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10
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17
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1
How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut
;
Lange, Alexander
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
Saved in:
2
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
3
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
4
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
5
Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Lehna, Malte
;
Scheller, Fabian
;
Herwartz, Helmut
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
Saved in:
6
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
7
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
8
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
9
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
10
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
1
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