Inference on the cointegration rank in fractionally integrated processes. Zbl 1038.62075
Breitung, Jörg; Hassler, Uwe |
|
2002
|
On the power of unit root tests against fractional alternatives. Zbl 0800.62532
Hassler, Uwe; Wolters, Jürgen |
|
1994
|
(Mis)specification of long memory in seasonal time series. Zbl 0794.62059
Hassler, Uwe |
|
1994
|
Long memory testing in the time domain. Zbl 1280.62024
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe |
|
2008
|
Regression of spectral estimators with fractionally integrated time series. Zbl 0782.62085
Hassler, Uwe |
|
1993
|
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C. |
|
2006
|
Testing for general fractional integration in the time domain. Zbl 1184.62152
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio |
|
2009
|
Detecting changes from short to long memory. Zbl 1284.62525
Hassler, Uwe; Scheithauer, Jan |
|
2011
|
A residual-based LM-type test against fractional cointegration. Zbl 1170.62412
Hassler, Uwe; Breitung, Jörg |
|
2006
|
Time series analysis with long memory in view. Zbl 1407.62019
Hassler, Uwe |
|
2019
|
Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118
Hassler, Uwe; Kokoszka, Piotr |
|
2010
|
Spurious regressions when stationary regressors are included. Zbl 0875.62594
Hassler, Uwe |
|
1996
|
Estimation of fractional integration under temporal aggregation. Zbl 1441.62727
Hassler, Uwe |
|
2011
|
Nonsense regressions due to neglected time-varying means. Zbl 1017.62077
Hassler, Uwe |
|
2003
|
Asymptotic normal tests for integration in panels with cross-dependent units. Zbl 1477.62244
Hassler, Uwe; Demetrescu, Matei; Tarcolea, Adina I. |
|
2011
|
On the effect of seasonal adjustment on the log-periodogram regression. Zbl 0896.90059
Ooms, Marius; Hassler, Uwe |
|
1997
|
Harmonically weighted processes. Zbl 1444.62105
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2020
|
Sample autocorrelations of nonstationary fractionally integrated series. Zbl 0883.62022
Hassler, U. |
|
1997
|
Autoregressive distributed lag models and cointegration. Zbl 1103.62082
Hassler, Uwe; Wolters, Jürgen |
|
2006
|
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe |
|
1998
|
Seasonal unit root tests under structural breaks. Zbl 1052.91073
Hassler, Uwe; Rodrigues, Paulo M. M. |
|
2004
|
Asymptotic behavior of temporal aggregates in the frequency domain. Zbl 1499.62304
Hassler, Uwe; Tsai, Henghsiu |
|
2013
|
Stochastic processes and calculus. An elementary introduction with applications. Zbl 1328.62002
Hassler, Uwe |
|
2016
|
Note on sample quantiles for ordinal data. Zbl 1461.62030
Hassler, Uwe |
|
2020
|
Introduction to modern time series analysis.
2nd ed. Zbl 1251.91001
Kirchgässner, Gebhard; Wolters, Jürgen; Hassler, Uwe |
|
2013
|
Effect of neglected deterministic seasonality on unit root tests. Zbl 1125.62099
Demetrescu, Matei; Hassler, Uwe |
|
2007
|
The sample autocorrelation function of \(I(1)\) processes. Zbl 0803.62081
Hassler, U. |
|
1994
|
Cointegration analysis under measurement errors. Zbl 1189.91161
Hassler, Uwe; Kuzin, Vladimir |
|
2009
|
(When) do long autoregressions account for neglected changes in parameters? Zbl 1385.62023
Demetrescu, Matei; Hassler, Uwe |
|
2016
|
Powerful unit root tests free of nuisance parameters. Zbl 1359.62371
Hosseinkouchack, Mehdi; Hassler, Uwe |
|
2016
|
Estimating the mean under strong persistence. Zbl 1437.62333
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2020
|
Ergodic for the mean. Zbl 1400.62178
Hassler, Uwe |
|
2017
|
Ratio tests under limiting normality. Zbl 1490.62248
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2019
|
Impulse responses of antipersistent processes. Zbl 1253.91160
Hassler, Uwe |
|
2012
|
Understanding nonsense correlation between (independent) random walks in finite samples. Zbl 1490.60107
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2022
|
Multicointegration under measurement errors. Zbl 1255.91355
Hassler, Uwe |
|
2007
|
Effect of temporal aggregation on multiple time series in the frequency domain. Zbl 1282.62196
Hassler, Uwe |
|
2013
|
Unit root testing. Zbl 1103.62086
Wolters, Jürgen; Hassler, Uwe |
|
2006
|
Whittle-type estimation under long memory and nonstationarity. Zbl 1457.62257
Cheung, Ying Lun; Hassler, Uwe |
|
2020
|
Understanding nonsense correlation between (independent) random walks in finite samples. Zbl 1490.60107
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2022
|
Harmonically weighted processes. Zbl 1444.62105
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2020
|
Note on sample quantiles for ordinal data. Zbl 1461.62030
Hassler, Uwe |
|
2020
|
Estimating the mean under strong persistence. Zbl 1437.62333
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2020
|
Whittle-type estimation under long memory and nonstationarity. Zbl 1457.62257
Cheung, Ying Lun; Hassler, Uwe |
|
2020
|
Time series analysis with long memory in view. Zbl 1407.62019
Hassler, Uwe |
|
2019
|
Ratio tests under limiting normality. Zbl 1490.62248
Hassler, Uwe; Hosseinkouchack, Mehdi |
|
2019
|
Ergodic for the mean. Zbl 1400.62178
Hassler, Uwe |
|
2017
|
Stochastic processes and calculus. An elementary introduction with applications. Zbl 1328.62002
Hassler, Uwe |
|
2016
|
(When) do long autoregressions account for neglected changes in parameters? Zbl 1385.62023
Demetrescu, Matei; Hassler, Uwe |
|
2016
|
Powerful unit root tests free of nuisance parameters. Zbl 1359.62371
Hosseinkouchack, Mehdi; Hassler, Uwe |
|
2016
|
Asymptotic behavior of temporal aggregates in the frequency domain. Zbl 1499.62304
Hassler, Uwe; Tsai, Henghsiu |
|
2013
|
Introduction to modern time series analysis.
2nd ed. Zbl 1251.91001
Kirchgässner, Gebhard; Wolters, Jürgen; Hassler, Uwe |
|
2013
|
Effect of temporal aggregation on multiple time series in the frequency domain. Zbl 1282.62196
Hassler, Uwe |
|
2013
|
Impulse responses of antipersistent processes. Zbl 1253.91160
Hassler, Uwe |
|
2012
|
Detecting changes from short to long memory. Zbl 1284.62525
Hassler, Uwe; Scheithauer, Jan |
|
2011
|
Estimation of fractional integration under temporal aggregation. Zbl 1441.62727
Hassler, Uwe |
|
2011
|
Asymptotic normal tests for integration in panels with cross-dependent units. Zbl 1477.62244
Hassler, Uwe; Demetrescu, Matei; Tarcolea, Adina I. |
|
2011
|
Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118
Hassler, Uwe; Kokoszka, Piotr |
|
2010
|
Testing for general fractional integration in the time domain. Zbl 1184.62152
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio |
|
2009
|
Cointegration analysis under measurement errors. Zbl 1189.91161
Hassler, Uwe; Kuzin, Vladimir |
|
2009
|
Long memory testing in the time domain. Zbl 1280.62024
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe |
|
2008
|
Effect of neglected deterministic seasonality on unit root tests. Zbl 1125.62099
Demetrescu, Matei; Hassler, Uwe |
|
2007
|
Multicointegration under measurement errors. Zbl 1255.91355
Hassler, Uwe |
|
2007
|
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C. |
|
2006
|
A residual-based LM-type test against fractional cointegration. Zbl 1170.62412
Hassler, Uwe; Breitung, Jörg |
|
2006
|
Autoregressive distributed lag models and cointegration. Zbl 1103.62082
Hassler, Uwe; Wolters, Jürgen |
|
2006
|
Unit root testing. Zbl 1103.62086
Wolters, Jürgen; Hassler, Uwe |
|
2006
|
Seasonal unit root tests under structural breaks. Zbl 1052.91073
Hassler, Uwe; Rodrigues, Paulo M. M. |
|
2004
|
Nonsense regressions due to neglected time-varying means. Zbl 1017.62077
Hassler, Uwe |
|
2003
|
Inference on the cointegration rank in fractionally integrated processes. Zbl 1038.62075
Breitung, Jörg; Hassler, Uwe |
|
2002
|
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe |
|
1998
|
On the effect of seasonal adjustment on the log-periodogram regression. Zbl 0896.90059
Ooms, Marius; Hassler, Uwe |
|
1997
|
Sample autocorrelations of nonstationary fractionally integrated series. Zbl 0883.62022
Hassler, U. |
|
1997
|
Spurious regressions when stationary regressors are included. Zbl 0875.62594
Hassler, Uwe |
|
1996
|
On the power of unit root tests against fractional alternatives. Zbl 0800.62532
Hassler, Uwe; Wolters, Jürgen |
|
1994
|
(Mis)specification of long memory in seasonal time series. Zbl 0794.62059
Hassler, Uwe |
|
1994
|
The sample autocorrelation function of \(I(1)\) processes. Zbl 0803.62081
Hassler, U. |
|
1994
|
Regression of spectral estimators with fractionally integrated time series. Zbl 0782.62085
Hassler, Uwe |
|
1993
|