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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377688
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Works councils in Germany : their effects on establishment performance
Addison, John T.; Schnabel, Claus; Wagner, Joachim - In: Oxford economic papers 53 (2001) 4, pp. 659-694
Works councils are the most important pillar of workplace industrial relations in Germany but little is known of their economic effects. The paper uses a modern, large-scale dataset to examine this issue. Consonant with recent applied theoretical conjectures, it is found that works councils are...
Persistent link: https://www.econbiz.de/10001611235
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Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts
Klapper, Daniel; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000168630
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance, (pp. 313-326). 2009
Persistent link: https://www.econbiz.de/10003746416
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International data on educational attainment : updates and implications
Barro, Robert J.; Lee, Jong-Wha - In: Oxford economic papers 53 (2001) 3, pp. 541-563
Persistent link: https://www.econbiz.de/10001593540
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
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Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut; Reimers, Hans-Eggert - 2001
Persistent link: https://www.econbiz.de/10001631316
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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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Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
Persistent link: https://www.econbiz.de/10001528178
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Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992252