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Multivariate volatility analysis of VW stock prices

Herwartz, Helmut; Lütkepohl, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992357

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

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

Hodges-Lehmann detection of structural shocks : an analysis of macroeconomic dynamics in the Euro Area

Herwartz, Helmut - In: Oxford bulletin of economics and statistics 80 (2018) 4, pp. 736-754

Persistent link: https://www.econbiz.de/10011969509

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

On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven

Herwartz, Helmut - In: Review of world economics 139 (2003) 4, pp. 650-682

Persistent link: https://www.econbiz.de/10001915170

Analyse saisonaler Zeitreihen mit Hilfe periodischer Zeitreihenmodelle

Herwartz, Helmut - 1995

Persistent link: https://www.econbiz.de/10013360835

Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity

Lütkepohl, Helmut - 2020

In conventional structural vector autoregressive (VAR) models it is assumed that there are at most as many structural shocks as there are variables in the model. It is pointed out that heteroskedasticity can be used to identify more shocks than variables. However, even if there is...

Persistent link: https://www.econbiz.de/10012223488

Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity

Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509991

The determinants of health care expenditure : testing pooling restrictions in small samples

Herwartz, Helmut; Theilen, Bernd - 2000

Persistent link: https://www.econbiz.de/10001528176