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Unit root testing in panel and time series models : new tests and economic applications

Siedenburg, Florian - 2010

In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...

Persistent link: https://www.econbiz.de/10008732374

Determinants of current account imbalances in 16 OECD countries : an out-of-sample perspective

Herwartz, Helmut; Siedenburg, Florian - In: Review of world economics 143 (2007) 2, pp. 349-374

Persistent link: https://www.econbiz.de/10003499481

Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions

Herwartz, Helmut; Siedenburg, Florian; Walle, Yabibal - In: Econometric reviews 35 (2016) 5/7, pp. 727-750

Persistent link: https://www.econbiz.de/10011589870

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

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

Herwartz, Helmut; Theilen, Bernd - 2000

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

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