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Forecast accuracy and uncertainty in applied econometrics : a recommendation of specific-to-general predictor selection

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 41 (2011) 2, pp. 487-510

Persistent link: https://www.econbiz.de/10009305698

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver; Herwartz, Helmut - 2008

Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....

Persistent link: https://www.econbiz.de/10003796145

Testing the value of directional forecasts in the presence of serial correlation

Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42

Persistent link: https://www.econbiz.de/10010243646

In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors

Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1/2, pp. 1-28

Persistent link: https://www.econbiz.de/10003827004

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000168630

Performance of periodic time series models in forecasting

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001388900

State dependence of aggregated risk aversion : evidenve for the German stock market

Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281

Persistent link: https://www.econbiz.de/10011554687

In-sample and out-of-sample prediction of stock market bubbles : cross-sectional evidence

Herwartz, Helmut; Cholodilin, Konstantin Arkadʹevič - In: Journal of forecasting 33 (2014) 1, pp. 15-31

Persistent link: https://www.econbiz.de/10010424900

Stock return prediction under GARCH : an empirical assessment

Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580

Persistent link: https://www.econbiz.de/10011746190

Local trends in price-to-dividend ratios : assessment, predictive value, and determinants

Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1655-1690

Persistent link: https://www.econbiz.de/10011707949