Estimating the Mean under Strong Persistence
Economics Letters
|
2020 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Harmonically Weighted Processes
Journal of Time Series Analysis
|
2020 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
HarmonicallyWeighted Processes
Journal of Time Series Analysis
|
2019 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Whittle-type estimation under long memory and nonstationarity
AStA: Advances in Statistical Analysis
|
2019 |
Cheung, Ying Lun
Hassler, Uwe
Hassler, Uwe
|
Harmonically Weighted Processes
Journal of Time Series Analysis
|
2019 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Testing the Newcomb-Benford Law: experimental evidence
Applied Economics Letters
|
2019 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Ratio tests under limiting normality
Econometric Reviews
|
2019 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Note on Sample Quantiles for Ordinal Data
Statistical Papers
|
2018 |
Hassler, Uwe
Hassler, Uwe
|
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
Econometric Theory
Selected
|
2016 |
Demetrescu, Matei
Hassler, Uwe
Hassler, Uwe
|
Panel Cointegration Testing in the Presence of Linear Time Trends
Econometrics
|
2016 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Powerful Unit Root Tests Free of Nuisance Parameters
Journal of Time Series Analysis
|
2016 |
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
Hassler, Uwe
Hassler, Uwe
|
Distribution of the Durbin–Watson Statistic in Near Integrated Processes
Springer International Publishing
|
2015 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Effect of the order of fractional integration on impulse responses
Economics Letters
|
2014 |
Hassler, Uwe
Hassler, Uwe
Hosseinkouchack, Mehdi
Hosseinkouchack, Mehdi
|
Persistence in the banking industry: Fractional integration and breaks in memory
Journal of Empirical Finance
|
2014 |
Hassler, Uwe
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
Hassler, Uwe
Werkmann, Verena
|
Semiparametric Inference and Bandwidth Choice under Long Memory: Experimental Evidence
Journal of the Turkish Statistical Association
|
2013 |
Hassler, Uwe
Hassler, Uwe
Olivares, Maya
|
Effect of Temporal Aggregation on Multiple Time Series in the Frequency Domain
Journal of Time Series Analysis
|
2013 |
Hassler, Uwe
Hassler, Uwe
|
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
Journal of Time Series Econometrics
|
2013 |
Hassler, Uwe
Hassler, Uwe
Tsai, Henghsiu
|
Detecting Multiple Breaks in Long Memory the Case of U.S. Inflation
Empirical Economics
|
2013 |
Hassler, Uwe
Hassler, Uwe
Meller, Barbara
|
Impulse Responses of Antipersistent Processes
Economics Letters
|
2012 |
Hassler, Uwe
Hassler, Uwe
|
Estimation of Fractional Integration under Temporal Aggregation
Journal of Econometrics
Selected
|
2011 |
Hassler, Uwe
Hassler, Uwe
|
Asymptotic Normal Tests for Integration in Panels with Cross-Dependent Units
AStA: Advances in Statistical Analysis
|
2011 |
Hassler, Uwe
Hassler, Uwe
Demetrescu, Matei
Tarcolea, Adina I.
|
Detecting Changes from Short to Long Memory
Statistical Papers
|
2011 |
Hassler, Uwe
Hassler, Uwe
Scheithauer, Jan
|
Pitfalls of Post-Model-Selection Testing: Experimental Quantification
Empirical Economics
|
2011 |
Demetrescu, Matei
Hassler, Uwe
Hassler, Uwe
Kuzin, Vladimir
|
Impulse Responses of Fractionally Integrated Processes with Long Memory
Econometric Theory
Selected
|
2010 |
Hassler, Uwe
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
Hassler, Uwe
Tarcolea, Adina I.
|
Testing Regression Coefficients after Model Selection through Sign Restrictions
Economics Letters
|
2010 |
Hassler, Uwe
Hassler, Uwe
|
Testing for General Fractional Integration in the Time Domain
Econometric Theory
Selected
|
2009 |
Hassler, Uwe
Hassler, Uwe
Rodrigues, Paulo M.M.
Rubia, Antonio
|
Cointegration Analysis under Measurement Errors
Advances in Econometrics
|
2009 |
Hassler, Uwe
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
Hassler, Uwe
Wolters, Jürgen
|
Long Memory Testing in the Time Domain
Econometric Theory
Selected
|
2008 |
Demetrescu, Matei
Kuzin, Vladimir
Hassler, Uwe
Hassler, Uwe
|
D. N. DeJong and C. Dave: Structural Macroeconometrics
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
|
2008 |
Hassler, Uwe
Hassler, Uwe
|
Fractional Cointegration in the Presence of Linear Trends
Journal of Time Series Analysis
|
2008 |
Hassler, Uwe
Hassler, Uwe
Marmol, Francesc
Velasco, Carlos
|
Long-Run Relationships between Labor and Capital: Indirect Evidence on the Elasticity of Substitution: Comment
Journal of Macroeconomics
|
2008 |
Hassler, Uwe
Hassler, Uwe
|
On Critical Values of Tests against a Change in Persistence
Oxford Bulletin of Economics and Statistics
|
2008 |
Hassler, Uwe
Hassler, Uwe
Scheithauer, Jan
|
On the Persistence of the Eonia Spread
Economics Letters
|
2008 |
Hassler, Uwe
Hassler, Uwe
Nautz, Dieter
|
Effect of Neglected Deterministic Seasonality on Unit Root Tests
Statistical Papers
|
2007 |
Demetrescu, Matei
Hassler, Uwe
Hassler, Uwe
|
Multicointegration under Measurement Errors
Economics Letters
|
2007 |
Hassler, Uwe
Hassler, Uwe
|
Residual log-periodogram inference for long-run relationships
Journal of Econometrics
Selected
|
2006 |
Hassler, Uwe
Hassler, Uwe
Marmol, Francesc
Velasco, Carlos
|
A Residual-Based LM-Type Test against Fractional Cointegration
Econometric Theory
Selected
|
2006 |
Hassler, Uwe
Hassler, Uwe
Breitung, Jörg
|
A Note on Phillips-Perron-Type Statistics for Cointegration Testing
Economics Bulletin
|
2006 |
Hassler, Uwe
Hassler, Uwe
|
Autoregressive Distributed Lag Models and Cointegration
AStA: Advances in Statistical Analysis
|
2006 |
Hassler, Uwe
Hassler, Uwe
Wolters, Jürgen
|
Combining Significance of Correlated Statistics with Application to Panel Data
Oxford Bulletin of Economics and Statistics
|
2006 |
Demetrescu, Matei
Hassler, Uwe
Hassler, Uwe
Tarcolea, Adina I.
|
Unit Root Testing
AStA: Advances in Statistical Analysis
|
2006 |
Wolters, Jürgen
Hassler, Uwe
Hassler, Uwe
|
Combining Multi-country Evidence on Unit Roots: The Case of Long-Term Interest Rates
Applied Economics Quarterly
|
2005 |
Hassler, Uwe
Hassler, Uwe
Tarcolea, Adina I.
|
Spurious Persistence and Unit Roots Due to Seasonal Differencing: The Case of Inflation Rates
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
|
2005 |
Hassler, Uwe
Hassler, Uwe
Demetrescu, Matei
|
Seasonal Unit Root Tests under Structural Breaks
Journal of Time Series Analysis
|
2004 |
Hassler, Uwe
Hassler, Uwe
Rodrigues, Paulo M.M.
|
Time-Varying Volatility and Non-stationary Time Series - A Contribution to the Nobel Prize for Robert F. Engle and Clive W. J. Granger
Journal of European Economy
|
2004 |
Hassler, Uwe
Hassler, Uwe
|
Inflation-Unemployment Tradeoff and Regional Labor Market Data
Empirical Economics
|
2003 |
Hassler, Uwe
Hassler, Uwe
Neugart, Michael
|
Nonsense Correlation and Biased Correlation due to Heterogeneous Samples
Journal of the Royal Statistical Society. Series D: Econometric Journal
|
2003 |
Hassler, Uwe
Hassler, Uwe
Thadewald, Thorsten
|
Nonsense Regressions Due to Neglected Time-Varying Means
Statistical Papers
|
2003 |
Hassler, Uwe
Hassler, Uwe
|
Inference on the Cointegration Rank in Fractionally Integrated Processes
Journal of Econometrics
Selected
|
2002 |
Breitung, Jörg
Hassler, Uwe
Hassler, Uwe
|
Dickey-Fuller Cointegration Tests in the Presence of Regime Shifts at Known Time
AStA: Advances in Statistical Analysis
|
2002 |
Hassler, Uwe
Hassler, Uwe
|
The Effect of Linear Time Trends on Residual-Based Tests for the Null of Cointegration
Journal of Time Series Analysis
|
2001 |
Hassler, Uwe
Hassler, Uwe
|
Wealth and Consumption: A Multicointegrated Model for the Unified Germany
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
|
2001 |
Hassler, Uwe
Hassler, Uwe
|
The KPSS Test for Cointegration in Case of Bivariate Regressions with Linear Trends
Econometric Theory
Selected
|
2000 |
Hassler, Uwe
Hassler, Uwe
|
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
Oxford Bulletin of Economics and Statistics
|
2000 |
Hassler, Uwe
Hassler, Uwe
|
Simple Regressions in the Presence of Linear Time Trends
Journal of Time Series Analysis
|
2000 |
Hassler, Uwe
Hassler, Uwe
|
(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function
Empirical Economics
|
1999 |
Hassler, Uwe
Hassler, Uwe
|
A Note on Correlation in Regressions without Cointegration
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
|
1998 |
Hassler, Uwe
Hassler, Uwe
|
A Note on Spurious Seasonality When Time Series Have Linear Trends
IFO-Studien: Zeitschrift für empirische Wirtschaftsforschung
|
1998 |
Hassler, Uwe
Hassler, Uwe
Nautz, Dieter
|
Die Zinsstruktur am deutschen Interbanken-Geldmarkt: Eine empirische Analyse fur das vereinigte Deutschland. (The Term Structure in the German Interbank Money Market: An Empirical Analysis for the Unified Germany)
CESifo Economic Studies
|
1998 |
Hassler, Uwe
Hassler, Uwe
Wolters, Jürgen
|
Limiting Efficiency of OLS vs. GLS When Regressors Are Fractionally Integrated
Economics Letters
|
1998 |
Hassler, Uwe
Hassler, Uwe
Krämer, Walter
|
The Link between German Short- and Long-term Interest Rates: Some Evidence against a Term Structure Oriented Monetary Policy
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics
|
1998 |
Hassler, Uwe
Hassler, Uwe
Nautz, Dieter
|
On the Effect of Seasonal Adjustment on the Log-Periodogram Regression
Economics Letters
|
1997 |
Hassler, Uwe
Hassler, Uwe
Ooms, Marius
|
Sample Autocorrelations of Nonstationary Fractionally Integrated Series
Statistical Papers
|
1997 |
Hassler, Uwe
Hassler, Uwe
|
Reasonable Spurious Regression
Econometric Theory
Selected
|
1996 |
Hassler, Uwe
Hassler, Uwe
|
Nonsense Correlation between Time Series with Linear Trends
AStA: Advances in Statistical Analysis
|
1996 |
Hassler, Uwe
Hassler, Uwe
|
Spurious Regressions When Stationary Regressors Are Included
Economics Letters
|
1996 |
Hassler, Uwe
Hassler, Uwe
|
Long Memory in Inflation Rates: International Evidence
Journal of Business & Economic Statistics
Selected
|
1995 |
Hassler, Uwe
Hassler, Uwe
Wolters, Jürgen
|
The Periodogram Regression: Correction and Comments
Communications in Statistics. Theory and Methods
|
1995 |
Hassler, Uwe
Hassler, Uwe
|
(Mis)Specification of Long Memory in Seasonal Time Series
Journal of Time Series Analysis
|
1994 |
Hassler, Uwe
Hassler, Uwe
|
On the Power of Unit Root Tests Against Fractional Alternatives
Economics Letters
|
1994 |
Hassler, Uwe
Hassler, Uwe
Wolters, Jürgen
|
The Sample Autocorrelation Function of I(1) Processes
Statistical Papers
|
1994 |
Hassler, Uwe
Hassler, Uwe
|
Regression of Spectral Estimators with Fractionally Integrated Time Series
Journal of Time Series Analysis
|
1993 |
Hassler, Uwe
Hassler, Uwe
|
Unit Root Testing: The Autoregressive Approach in Comparison with the Periodogramm
Statistical Papers
|
1993 |
Hassler, Uwe
Hassler, Uwe
|