Simone Maxand — University of Helsinki

Yliopistonkatu 3
00014 Helsingin yliopisto
Finland

Research activity per year

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Fields of Science

511 Economics

7 Article
1 Discussion paper

Identification of structural multivariate GARCH models
Hafner, C. M., Herwartz, H. & Maxand, S., Mar 2022, In: Journal of Econometrics. 227, 1, p. 212-227 16 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
Lange, A., Dalheimer, B., Herwartz, H. & Maxand, S., Mar 2021, In: Journal of Statistical Software. 97, 5, 34 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Identification of independent structural shocks in the presence of multiple Gaussian components
Maxand, S., Oct 2020, In: Econometrics and statistics. 16, p. 55-68 14 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
Herwartz, H. & Maxand, S., Oct 2020, In: Statistical Papers. 61, 5, p. 2175-2201 27 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Heteroskedasticity‐Robust Unit Root Testing for Trending Panels
Herwartz, H., Maxand, S. & Walle, Y., Sep 2019, In: Journal of Time Series Analysis. 40, 5, p. 649-664 16 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File

YITP-EMCC-IV 2019 Research prize
Maxand, Simone (Recipient), 2019
Prize: Prizes and awards

6 Oral presentation
1 Academic visit at UH
1 Academic visit to other institution

KT päivät 2020
Simone Maxand (Speaker)
6 Feb 2020 → 7 Feb 2020
Activity: Talk or presentation types › Oral presentation
Università Cattolica del Sacro Cuore
Simone Maxand (Visiting researcher)
Sep 2019 → Oct 2019
Activity: Visiting an external institution types › Academic visit to other institution
Franziska Dorn
Simone Maxand (Host)
Jun 2019
Activity: Hosting a visitor types › Academic visit at UH
DAGStat Conference 2019
Simone Maxand (Speaker)
19 Mar 2019
Activity: Talk or presentation types › Oral presentation
CFE-CMStatistics 2019
Simone Maxand (Speaker)
14 Dec 2019 → 16 Dec 2019
Activity: Talk or presentation types › Oral presentation