Helmut Herwartz

Economics and Econometrics · 2003–2014

A researcher in the Science corpus: 6 papers; trusts 30 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it; #2,874 of 23,481 by trust here, #8,289 by citations
• Finance — 30 citations into it; #1,413 of 10,518 by trust here, #3,280 by citations
• Statistics and Probability — 16 citations into it; #6,604 of 12,932 by trust here, #11,487 by citations
• Information Systems — 7 citations into it

Whom Helmut Herwartz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. James B. Ang
2. Robert F. Engle
3. Jerry A. Hausman
4. Hakan Yilmazkuday
5. Tim Bollerslev
6. Fabienne Comte
7. Christian M. Hafner
8. Thorsten Beck
9. M. Chinn
10. D. Christopoulos

Who trusts Helmut Herwartz overall

1. Ş. Nazlıoğlu
2. A. Belke
3. D. Almeida
4. Teresa Serra
5. Sajjadur Rahman
6. Jianqing Fan
7. Jagadish Prasad Bist
8. Eric Olson
9. R. Brüggemann
10. I. Dubova

Papers from Helmut Herwartz's perspective

Ordered by how strongly the researchers Helmut Herwartz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Financial development and economic growth: evidence from panel unit root and cointegration tests
4. Asymptotic theory for multivariate GARCH processes
5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
6. Non-linearity between finance and growth
7. FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH
8. Dynamic Conditional Correlation
9. GO-GARCH: a multivariate generalized orthogonal GARCH model
10. Specification tests in econometrics

Their papers

• A Lagrange multiplier test for causality in variance (2006) — 170 citations
• Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (2009) — 55 citations
• Volatility impulse responses for multivariate GARCH models: An exchange rate illustration (2006) — 168 citations
• Time Inhomogeneous Multiple Volatility Modeling (2003) — 63 citations
• Analytical quasi maximum likelihood inference in multivariate volatility models (2003) — 61 citations
• Determinants of the link between financial and economic development: Evidence from a functional coefficient model (2014) — 127 citations