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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~person:"Herwartz, Helmut"
~subject:"EU countries"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Time series analysis
Theorie
48
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48
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15
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13
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13
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13
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13
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10
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Herwartz, Helmut
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
42
De Grauwe, Paul
30
Perron, Pierre
30
Taylor, Robert
28
Harvey, Andrew C.
27
Koopman, Siem Jan
27
Lütkepohl, Helmut
27
Koop, Gary
26
Leybourne, Stephen James
25
Caporale, Guglielmo Maria
24
Granger, C. W. J.
24
Hecq, Alain W. J.
23
Hendry, David F.
23
Mills, Terence C.
23
Teräsvirta, Timo
23
Hassler, Uwe
22
Newbold, Paul
21
Ghysels, Eric
20
McAleer, Michael
20
Hong, Yongmiao
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Proietti, Tommaso
18
Engle, Robert F.
17
Hughes Hallett, Andrew
17
Hyndman, Rob J.
17
Härdle, Wolfgang
17
Pesaran, M. Hashem
17
Gupta, Rangan
16
Marcellino, Massimiliano
16
Peña, Daniel
16
Robinson, Peter M.
16
Saikkonen, Pentti
16
Sibbertsen, Philipp
16
Stock, James H.
16
Assimakopoulos, V.
15
Barnett, William A.
15
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Journal of econometrics
3
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2
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2
Journal of forecasting
2
Econometric reviews
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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ECONIS (ZBW)
16
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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
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:
6
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
7
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:
8
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:
9
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
10
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
1
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