Helmut Herwartz
According to our database1,
Helmut Herwartz
authored at least 9 papers
between 2000 and 2024.
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Bibliography
2024
BEKKs: An <i>R</i> Package for Estimation of Conditional Volatility of Multivariate Time Series.
J. Stat. Softw., 2024
2021
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis.
J. Stat. Softw., 2021
2018
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility.
Comput. Stat., 2018
2013
2010
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis.
Comput. Stat., 2010
2009
Comput. Stat. Data Anal., 2009
2008
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap.
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.
Comput. Stat. Data Anal., 2006
2000
Intell. Syst. Account. Finance Manag., 2000