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A short note on integrated assessment modeling approaches : rejoinder to the review of "Making or breaking climate targets - the AMPERE study on staged accession scenarios for clim...
Kriegler, Elmar; Riahi, Keywan; Bauer, Nico; Schwanitz, … - In: Technological forecasting & social change : an … 99 (2015), pp. 273-276
Persistent link: https://www.econbiz.de/10011524571
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut; Siedenburg, Florian; Yabibal Mulualem … - In: Econometric reviews 35 (2016) 5/7, pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
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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
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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