Helmut Herwartz

Publication Activity (10 Years)

Years Active: 2000-2021
Publications (10 Years): 2

Top Topics

Multivariate Data

Trend Detection

Person Identification

Top Venues

J. Stat. Softw.

Publications

Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, Simone Maxand
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis. J. Stat. Softw. 97 (1) (2021)
Helmut Herwartz, Yabibal M. Walle
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. Comput. Stat. 33 (1) (2018)
Yuichi Mori, Helmut Herwartz, Jürgen Symanzik
A memorial for the Late Professor Wolfgang Polasek. Comput. Stat. 28 (4) (2013)
Helmut Herwartz, Israel Waichman
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis. Comput. Stat. 25 (4) (2010)
Helmut Herwartz, Fang Xu
A new approach to bootstrap inference in functional coefficient models. Comput. Stat. Data Anal. 53 (6) (2009)
Helmut Herwartz, F. Siedenburg
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. Comput. Stat. Data Anal. 53 (1) (2008)
Helmut Herwartz
Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test. Comput. Stat. Data Anal. 50 (12) (2006)
Helmut Herwartz, Helmut Lütkepohl
Multivariate volatility analysis of VW stock prices. Intell. Syst. Account. Finance Manag. 9 (1) (2000)