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Statistical identification in panel structural vector autoregressive models based on independence criteria

Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639

Persistent link: https://www.econbiz.de/10014562838

Money demand and the shadow economy : empirical evidence from OECD countries

Herwartz, Helmut; Sardà Pons, Jordi; Theilen, Bernd - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1627-1645

Persistent link: https://www.econbiz.de/10011481738

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

Testing the purchasing power parity in pooled systems of error correction models

Herwartz, Helmut; Reimers, Hans-Eggert - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 45-62

Persistent link: https://www.econbiz.de/10001637863

Panel data model comparison for empirical saving-investment relations

Herwartz, Helmut; Fang, Xu - In: Applied economics letters 16 (2009) 7/9, pp. 803-807

Persistent link: https://www.econbiz.de/10003855016

The effects of variance breaks on homogenous panel unit root tests

Herwartz, Helmut; Siedenburg, Florian - 2009

performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case …, panel unit root tests derived under time invariant innovation variances lose control over actual significance levels while … hypothesis. -- Panel unit root tests ; variance breaks ; cross sectional dependence ; Fisher hypothesis …