Helmut Herwartz

According to our database, Helmut Herwartz authored at least 8 papers between 2000 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis.

Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, Simone Maxand

J. Stat. Softw., 2021

2018

A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility.

Helmut Herwartz, Yabibal M. Walle

Comput. Stat., 2018

2013

A memorial for the Late Professor Wolfgang Polasek.

Yuichi Mori, Helmut Herwartz, Jürgen Symanzik

Comput. Stat., 2013

2010

A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis.

Helmut Herwartz, Israel Waichman

Comput. Stat., 2010

2009

A new approach to bootstrap inference in functional coefficient models.

Helmut Herwartz, Fang Xu

Comput. Stat. Data Anal., 2009

2008

Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap.

Helmut Herwartz, F. Siedenburg

Comput. Stat. Data Anal., 2008

2006

Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test.

Helmut Herwartz

Comput. Stat. Data Anal., 2006

2000

Multivariate volatility analysis of VW stock prices.

Helmut Herwartz, Helmut Lütkepohl

Intell. Syst. Account. Finance Manag., 2000