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~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~source:"econstor"
~subject:"Causality analysis"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Causality analysis
Schätzung
Ökonometrisches Modell
Theorie
23
Prognoseverfahren
6
Statistischer Test
6
Welt
5
EU-Staaten
4
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Heckman, James J.
Herwartz, Helmut
Dreher, Axel
32
Härdle, Wolfgang Karl
19
Schneider, Friedrich G.
19
Gundlach, Erich
17
Hautsch, Nikolaus
17
Nunnenkamp, Peter
16
Pesaran, Mohammad Hashem
15
Voigt, Stefan
15
Buch, Claudia M.
13
Jenkins, Stephen P.
11
Thiele, Rainer
11
Woessmann, Ludger
11
Gassebner, Martin
10
Görg, Holger
9
Wößmann, Ludger
9
Busse, Matthias
8
Caporale, Guglielmo Maria
8
Kaiser, Ulrich
8
Chong, Alberto
7
Graff, Michael
7
Pierdzioch, Christian
7
Karmann, Alexander
6
Schneider, Friedrich
6
Schumacher, Christian
6
Torgler, Benno
6
Binder, Michael
5
Blume, Lorenz
5
Chudik, Alexander
5
Döpke, Jörg
5
Galindo, Arturo
5
Garretsen, Harry
5
Gradstein, Mark
5
Heckman, James Joseph
5
Heshmati, Almas
5
Liesenfeld, Roman
5
Linzert, Tobias
5
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5
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SFB 649 Discussion Paper
3
Discussion Paper Series 1
1
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EconStor
ECONIS (ZBW)
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1
A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut
;
Xu, Fang
-
2007
We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic is shown to hold asymptotically. In simulation...
Persistent link: https://www.econbiz.de/10010296279
Saved in:
2
Long-Run Links Among Money, Prices, and Output:
World
-Wide Evidence
Reimers, Hans-Eggert
;
Herwartz, Helmut
-
2001
analyse this topic by means of a P-star model. Based on the quantity
theory
of money, this approach explains inflation via a …. Moreover, parameter restrictions for the long-run relationships implied by the monetary
theory
are tested. Country specific P … Preisniveau und dem realen Output testet. Weiterhin werden die Parameterrestriktionen, die sich durch die monet¨are
Theorie
…
Persistent link: https://www.econbiz.de/10010295711
Saved in:
3
Modelling the Fisher hypothesis:
World
wide evidence
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2006
In this paper we follow an empirical approach to examine the implications of the Fisher hypothesis, namely cointegration linking interest rates and inflation, and stationarity of the real interest rate implying in turn homogeneity of the potential equilibrium relation. The considered sample is...
Persistent link: https://www.econbiz.de/10010296257
Saved in:
4
A functional coefficient model view of the Feldstein-Horioka puzzle
Herwartz, Helmut
;
Xu, Fang
-
2007
What does the saving-investment (SI) relation really measure and how should the (SI) relation be measured? These are two of the most discussed issues triggered by the so called Feldstein-Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allow to...
Persistent link: https://www.econbiz.de/10010296278
Saved in:
5
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
Herwartz, Helmut
;
Golosnoy, Vasyl
-
2007
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...
Persistent link: https://www.econbiz.de/10010296287
Saved in:
6
Exchange rate uncertainty and trade growth: a comparison of linear and nonlinear (forecasting) models
Herwartz, Helmut
;
Weber, Henning
-
2007
A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and international trade. Empirical findings about the impact of FX uncertainty on trade figures are at best weak and often ambiguous with respect to its direction. Almost...
Persistent link: https://www.econbiz.de/10010263693
Saved in:
7
A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver J.
;
Herwartz, Helmut
-
2008
The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic exante forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither exposed to selection bias nor to the risk of...
Persistent link: https://www.econbiz.de/10010271837
Saved in:
8
On economic evaluation of directional forecasts
Blaskowitz, Oliver J.
;
Herwartz, Helmut
-
2009
It is commonly accepted that information is helpful if it can be exploited to improve a decision making process. In economics, decisions are often based on forecasts of up- or downward movements of the variable of interest. We point out that directional forecasts can provide a useful framework...
Persistent link: https://www.econbiz.de/10010271901
Saved in:
9
Identifying hedonic models
Ekeland, Ivar
;
Heckman, James J.
;
Nesheim, Lars
-
2001
, Sherwin Rosen, 1974 and Dennis Epple, 1987, for contributions to this literature). While the
theory
is well formulated, and …
Persistent link: https://www.econbiz.de/10010318466
Saved in:
10
Simulation and estimation of hedonic models
Heckman, James J.
;
Matzkin, Rosa Liliana
;
Nesheim, Lars P.
-
2003
Persistent link: https://www.econbiz.de/10010318494
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