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Harmonically Weighted Processes
Journal of Time Series Analysis
2019
Hassler, Uwe
Hosseinkouchack, Mehdi
Testing the Newcomb-Benford Law: experimental evidence
Applied Economics Letters
2019
Hassler, Uwe
Hosseinkouchack, Mehdi
Ratio tests under limiting normality
Econometric Reviews
2019
Hassler, Uwe
Hosseinkouchack, Mehdi
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
Econometric Theory
Selected
2016 Demetrescu, Matei
Hassler, Uwe
Panel Cointegration Testing in the Presence of Linear Time Trends
Econometrics
2016
Hassler, Uwe
Hosseinkouchack, Mehdi
Powerful Unit Root Tests Free of Nuisance Parameters
Journal of Time Series Analysis
2016
Hosseinkouchack, Mehdi
Hassler, Uwe
Distribution of the Durbin–Watson Statistic in Near Integrated Processes
Springer International Publishing
2015
Hassler, Uwe
Hosseinkouchack, Mehdi
Effect of the order of fractional integration on impulse responses
Economics Letters
2014
Hassler, Uwe
Hosseinkouchack, Mehdi
Persistence in the banking industry: Fractional integration and breaks in memory
Journal of Empirical Finance
2014
Hassler, Uwe
Rodrigues, Paulo M.M.
Rubia, Antonio
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
Journal of Economics and Statistics
2013
Hassler, Uwe
Werkmann, Verena
Semiparametric Inference and Bandwidth Choice under Long Memory: Experimental Evidence
Journal of the Turkish Statistical Association
2013
Hassler, Uwe
Olivares, Maya
Effect of Temporal Aggregation on Multiple Time Series in the Frequency Domain
Journal of Time Series Analysis
2013
Hassler, Uwe
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
Journal of Time Series Econometrics
2013
Hassler, Uwe
Tsai, Henghsiu
Detecting Multiple Breaks in Long Memory the Case of U.S. Inflation
Empirical Economics
2013
Hassler, Uwe
Meller, Barbara
Impulse Responses of Antipersistent Processes
Economics Letters
2012
Hassler, Uwe
Estimation of Fractional Integration under Temporal Aggregation
Journal of Econometrics
Selected
2011
Hassler, Uwe
Asymptotic Normal Tests for Integration in Panels with Cross-Dependent Units
AStA: Advances in Statistical Analysis
2011
Hassler, Uwe
Demetrescu, Matei
Tarcolea, Adina I.
Detecting Changes from Short to Long Memory
Statistical Papers
2011
Hassler, Uwe
Scheithauer, Jan
Pitfalls of Post-Model-Selection Testing: Experimental Quantification
Empirical Economics
2011 Demetrescu, Matei
Hassler, Uwe
Kuzin, Vladimir
Impulse Responses of Fractionally Integrated Processes with Long Memory
Econometric Theory
Selected
2010
Hassler, Uwe
Kokoszka, Piotr
Testing for Stationarity in Large Panels with Cross-Dependence, and US Evidence on Unit Labor Cost
Journal of Applied Statistics
2010 Demetrescu, Matei
Hassler, Uwe
Tarcolea, Adina I.
Testing Regression Coefficients after Model Selection through Sign Restrictions
Economics Letters
2010
Hassler, Uwe
Testing for General Fractional Integration in the Time Domain
Econometric Theory
Selected
2009
Hassler, Uwe
Rodrigues, Paulo M.M.
Rubia, Antonio
Cointegration Analysis under Measurement Errors
Advances in Econometrics
2009
Hassler, Uwe
Kuzin, Vladimir
Hysteresis in Unemployment Rates? A Comparison between Germany and the US.
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
2009
Hassler, Uwe
Wolters, Jürgen