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Articles - Structural analysis of portfolio risk using beta impulse response functions
Hafner, C.M.; Herwartz, H. - In: Statistica Neerlandica : journal of the Netherlands … 52 (1998) 3, pp. 336-355
Persistent link: https://www.econbiz.de/10006464320
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Ridge regression revisited
Boer, Paul M.C.; Hafner, Christian M. - In: Statistica Neerlandica : journal of the Netherlands … 59 (2005) 4, pp. 498-505
Persistent link: https://www.econbiz.de/10006424115
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Structural analysis of portfolio risk using beta impulse response functions
Hefner, Christian M.; Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 52 (1998) 3, pp. 336-355
Persistent link: https://www.econbiz.de/10001352924
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Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
Hafner, Christianm; Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 63 (2009) 3, pp. 294-323
Persistent link: https://www.econbiz.de/10008273291
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Testing for random effects in panel models with spatially correlated disturbances
Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 61 (2007) 4, pp. 466-487
Persistent link: https://www.econbiz.de/10007864722