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subject:"Time series analysis"
~person:"Herwartz, Helmut"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
USA
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43
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43
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15
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10
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10
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9
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9
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Herwartz, Helmut
Phillips, Peter C. B.
58
Franses, Philip Hans
56
Gil-Alaña, Luis A.
48
Heckman, James J.
30
Caporale, Guglielmo Maria
29
Koop, Gary
29
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
27
Gupta, Rangan
25
Engle, Robert F.
24
Granger, C. W. J.
24
Leybourne, Stephen James
24
Diebold, Francis X.
23
Harvey, Andrew C.
23
Lütkepohl, Helmut
23
Swanson, Norman R.
23
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Newbold, Paul
22
Chavas, Jean-Paul
21
Ghysels, Eric
21
Mills, Terence C.
21
Stock, James H.
21
Hendry, David F.
20
McAleer, Michael
20
Bollerslev, Tim
19
Hassler, Uwe
19
Moosa, Imad A.
19
Serletis, Apostolos
19
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Campbell, John Y.
17
Christiano, Lawrence J.
17
Hall, Stephen G.
17
Hamilton, James D.
17
Hyndman, Rob J.
17
MacDonald, Ronald
17
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17
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Journal of econometrics
3
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2
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2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
18
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18
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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
The link between monetary policy, stock prices, and house prices : evidence from a statistical indentification approach
Herwartz, Helmut
;
Maxand, Simone
;
Rohloff, Hannes
- In:
International journal of central banking : IJCB
18
(
2022
)
5
,
pp. 111-163
Persistent link: https://www.econbiz.de/10014248393
Saved in:
6
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:
7
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
8
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:
9
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
10
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:
1
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