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Factor-augmented regressions and their applications to financial markets : a selective review
Zhang, Yonghui, (2025)
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series
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A note on model selection in (time series) regression models : general-to-specific or specific-to-general?
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Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
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Analyse saisonaler Zeitreihen mit Hilfe periodischer Zeitreihenmodelle
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Stock return prediction under GARCH : an empirical assessment
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