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Hassler, Uwe

Co-Author Distance
Author ID: hassler.uwe Recent zbMATH articles by "Hassler, Uwe"
Published as: Hassler, Uwe; Hassler, U.
Homepage: https://www.wiwi.uni-frankfurt.de/de/abteilungen/eq/professoren/hassler/team/pro...
External Links: MGP
Documents Indexed: 55 Publications since 1993, including 4 Books and 1 Additional arXiv Preprint
Co-Authors: 19 Co-Authors with 31 Joint Publications
210 Co-Co-Authors
all top 5

Co-Authors

24 single-authored
7 Hosseinkouchack, Mehdi
5 Demetrescu, Matei
4 Wolters, Jürgen
2 Breitung, Jorg
2 Kuzin, Vladimir
2 Marmol, Francesc
2 Rodrigues, Paulo M. M.
2 Târcolea, Adina-Ioana
2 Velasco, Carlos
1 Cheung, Ying Lun
1 Kirchgässner, Gebhard
1 Kokoszka, Piotr S.
1 Krämer, Walter
1 Olivares, Maya
1 Ooms, Marius
1 Pohle, Marc-Oliver
1 Rubia, Antonio
1 Scheithauer, Jan
1 Tsai, Henghsiu
all top 5

Serials

11 Economics Letters
11 Statistical Papers
8 Journal of Time Series Analysis
5 Econometric Theory
3 Journal of Econometrics
3 AStA. Allgemeines Statistisches Archiv
2 AStA. Advances in Statistical Analysis
2 Springer Texts in Business and Economics
1 International Statistical Review
1 Econometric Reviews
1 Communications in Statistics. Theory and Methods
1 Journal of Applied Statistics
1 Journal of Time Series Econometrics
1 İstatistik
1 Wiley Series in Probability and Statistics
1 Statistik und ihre Anwendungen
all top 5

Fields

50 Statistics (62-XX)
19 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
11 Probability theory and stochastic processes (60-XX)
5 Numerical analysis (65-XX)
4 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

39 Publications have been cited 265 times in 190 Documents Cited by ▼ Year ▼
Inference on the cointegration rank in fractionally integrated processes. Zbl 1038.62075
Breitung, Jörg; Hassler, Uwe
36
2002
On the power of unit root tests against fractional alternatives. Zbl 0800.62532
Hassler, Uwe; Wolters, Jürgen
32
1994
(Mis)specification of long memory in seasonal time series. Zbl 0794.62059
Hassler, Uwe
29
1994
Long memory testing in the time domain. Zbl 1280.62024
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe
17
2008
Regression of spectral estimators with fractionally integrated time series. Zbl 0782.62085
Hassler, Uwe
17
1993
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C.
15
2006
Testing for general fractional integration in the time domain. Zbl 1184.62152
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio
11
2009
Detecting changes from short to long memory. Zbl 1284.62525
Hassler, Uwe; Scheithauer, Jan
11
2011
A residual-based LM-type test against fractional cointegration. Zbl 1170.62412
Hassler, Uwe; Breitung, Jörg
8
2006
Time series analysis with long memory in view. Zbl 1407.62019
Hassler, Uwe
7
2019
Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118
Hassler, Uwe; Kokoszka, Piotr
6
2010
Spurious regressions when stationary regressors are included. Zbl 0875.62594
Hassler, Uwe
6
1996
Estimation of fractional integration under temporal aggregation. Zbl 1441.62727
Hassler, Uwe
6
2011
Nonsense regressions due to neglected time-varying means. Zbl 1017.62077
Hassler, Uwe
5
2003
Asymptotic normal tests for integration in panels with cross-dependent units. Zbl 1477.62244
Hassler, Uwe; Demetrescu, Matei; Tarcolea, Adina I.
5
2011
On the effect of seasonal adjustment on the log-periodogram regression. Zbl 0896.90059
Ooms, Marius; Hassler, Uwe
5
1997
Harmonically weighted processes. Zbl 1444.62105
Hassler, Uwe; Hosseinkouchack, Mehdi
4
2020
Sample autocorrelations of nonstationary fractionally integrated series. Zbl 0883.62022
Hassler, U.
4
1997
Autoregressive distributed lag models and cointegration. Zbl 1103.62082
Hassler, Uwe; Wolters, Jürgen
4
2006
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe
4
1998
Seasonal unit root tests under structural breaks. Zbl 1052.91073
Hassler, Uwe; Rodrigues, Paulo M. M.
4
2004
Asymptotic behavior of temporal aggregates in the frequency domain. Zbl 1499.62304
Hassler, Uwe; Tsai, Henghsiu
3
2013
Stochastic processes and calculus. An elementary introduction with applications. Zbl 1328.62002
Hassler, Uwe
3
2016
Note on sample quantiles for ordinal data. Zbl 1461.62030
Hassler, Uwe
2
2020
Introduction to modern time series analysis. 2nd ed. Zbl 1251.91001
Kirchgässner, Gebhard; Wolters, Jürgen; Hassler, Uwe
2
2013
Effect of neglected deterministic seasonality on unit root tests. Zbl 1125.62099
Demetrescu, Matei; Hassler, Uwe
2
2007
The sample autocorrelation function of \(I(1)\) processes. Zbl 0803.62081
Hassler, U.
2
1994
Cointegration analysis under measurement errors. Zbl 1189.91161
Hassler, Uwe; Kuzin, Vladimir
2
2009
(When) do long autoregressions account for neglected changes in parameters? Zbl 1385.62023
Demetrescu, Matei; Hassler, Uwe
2
2016
Powerful unit root tests free of nuisance parameters. Zbl 1359.62371
Hosseinkouchack, Mehdi; Hassler, Uwe
2
2016
Estimating the mean under strong persistence. Zbl 1437.62333
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2020
Ergodic for the mean. Zbl 1400.62178
Hassler, Uwe
1
2017
Ratio tests under limiting normality. Zbl 1490.62248
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2019
Impulse responses of antipersistent processes. Zbl 1253.91160
Hassler, Uwe
1
2012
Understanding nonsense correlation between (independent) random walks in finite samples. Zbl 1490.60107
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2022
Multicointegration under measurement errors. Zbl 1255.91355
Hassler, Uwe
1
2007
Effect of temporal aggregation on multiple time series in the frequency domain. Zbl 1282.62196
Hassler, Uwe
1
2013
Unit root testing. Zbl 1103.62086
Wolters, Jürgen; Hassler, Uwe
1
2006
Whittle-type estimation under long memory and nonstationarity. Zbl 1457.62257
Cheung, Ying Lun; Hassler, Uwe
1
2020
Understanding nonsense correlation between (independent) random walks in finite samples. Zbl 1490.60107
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2022
Harmonically weighted processes. Zbl 1444.62105
Hassler, Uwe; Hosseinkouchack, Mehdi
4
2020
Note on sample quantiles for ordinal data. Zbl 1461.62030
Hassler, Uwe
2
2020
Estimating the mean under strong persistence. Zbl 1437.62333
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2020
Whittle-type estimation under long memory and nonstationarity. Zbl 1457.62257
Cheung, Ying Lun; Hassler, Uwe
1
2020
Time series analysis with long memory in view. Zbl 1407.62019
Hassler, Uwe
7
2019
Ratio tests under limiting normality. Zbl 1490.62248
Hassler, Uwe; Hosseinkouchack, Mehdi
1
2019
Ergodic for the mean. Zbl 1400.62178
Hassler, Uwe
1
2017
Stochastic processes and calculus. An elementary introduction with applications. Zbl 1328.62002
Hassler, Uwe
3
2016
(When) do long autoregressions account for neglected changes in parameters? Zbl 1385.62023
Demetrescu, Matei; Hassler, Uwe
2
2016
Powerful unit root tests free of nuisance parameters. Zbl 1359.62371
Hosseinkouchack, Mehdi; Hassler, Uwe
2
2016
Asymptotic behavior of temporal aggregates in the frequency domain. Zbl 1499.62304
Hassler, Uwe; Tsai, Henghsiu
3
2013
Introduction to modern time series analysis. 2nd ed. Zbl 1251.91001
Kirchgässner, Gebhard; Wolters, Jürgen; Hassler, Uwe
2
2013
Effect of temporal aggregation on multiple time series in the frequency domain. Zbl 1282.62196
Hassler, Uwe
1
2013
Impulse responses of antipersistent processes. Zbl 1253.91160
Hassler, Uwe
1
2012
Detecting changes from short to long memory. Zbl 1284.62525
Hassler, Uwe; Scheithauer, Jan
11
2011
Estimation of fractional integration under temporal aggregation. Zbl 1441.62727
Hassler, Uwe
6
2011
Asymptotic normal tests for integration in panels with cross-dependent units. Zbl 1477.62244
Hassler, Uwe; Demetrescu, Matei; Tarcolea, Adina I.
5
2011
Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118
Hassler, Uwe; Kokoszka, Piotr
6
2010
Testing for general fractional integration in the time domain. Zbl 1184.62152
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio
11
2009
Cointegration analysis under measurement errors. Zbl 1189.91161
Hassler, Uwe; Kuzin, Vladimir
2
2009
Long memory testing in the time domain. Zbl 1280.62024
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe
17
2008
Effect of neglected deterministic seasonality on unit root tests. Zbl 1125.62099
Demetrescu, Matei; Hassler, Uwe
2
2007
Multicointegration under measurement errors. Zbl 1255.91355
Hassler, Uwe
1
2007
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C.
15
2006
A residual-based LM-type test against fractional cointegration. Zbl 1170.62412
Hassler, Uwe; Breitung, Jörg
8
2006
Autoregressive distributed lag models and cointegration. Zbl 1103.62082
Hassler, Uwe; Wolters, Jürgen
4
2006
Unit root testing. Zbl 1103.62086
Wolters, Jürgen; Hassler, Uwe
1
2006
Seasonal unit root tests under structural breaks. Zbl 1052.91073
Hassler, Uwe; Rodrigues, Paulo M. M.
4
2004
Nonsense regressions due to neglected time-varying means. Zbl 1017.62077
Hassler, Uwe
5
2003
Inference on the cointegration rank in fractionally integrated processes. Zbl 1038.62075
Breitung, Jörg; Hassler, Uwe
36
2002
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe
4
1998
On the effect of seasonal adjustment on the log-periodogram regression. Zbl 0896.90059
Ooms, Marius; Hassler, Uwe
5
1997
Sample autocorrelations of nonstationary fractionally integrated series. Zbl 0883.62022
Hassler, U.
4
1997
Spurious regressions when stationary regressors are included. Zbl 0875.62594
Hassler, Uwe
6
1996
On the power of unit root tests against fractional alternatives. Zbl 0800.62532
Hassler, Uwe; Wolters, Jürgen
32
1994
(Mis)specification of long memory in seasonal time series. Zbl 0794.62059
Hassler, Uwe
29
1994
The sample autocorrelation function of \(I(1)\) processes. Zbl 0803.62081
Hassler, U.
2
1994
Regression of spectral estimators with fractionally integrated time series. Zbl 0782.62085
Hassler, Uwe
17
1993
all cited Publications top 5 cited Publications
all top 5

Cited by 248 Authors

24 Hassler, Uwe
13 Velasco, Carlos
10 Gil-Alana, Luis Alberiko
8 Marmol, Francesc
8 Reisen, Valdério Anselmo
6 Demetrescu, Matei
6 Hosseinkouchack, Mehdi
6 Krämer, Walter
6 Nielsen, Morten Ørregaard
5 Palma, Wilfredo
5 Rodrigues, Paulo M. M.
4 Arteche, Josu
4 Robinson, Peter Michael
4 Ventosa-Santaulària, Daniel
3 Caporale, Guglielmo Maria
3 Cavaliere, Giuseppe
3 Cheung, Ying Lun
3 Lopes, Sílvia R. C.
3 Maddanu, Federico
3 Peiris, M. Shelton
3 Proietti, Tommaso
3 Sibbertsen, Philipp
3 Taylor, A. M. Robert
2 Bisognin, Cleber
2 Breitung, Jorg
2 Chakraborty, Souvik
2 Chan, Ngai Hang
2 Chen, Zhanshou
2 Crato, Nuno
2 Diongue, Abdou Kâ
2 Dolado, Juan J.
2 Ergemen, Yunus Emre
2 Franco, Glaura C.
2 Goldstein, Joel A.
2 Guégan, Dominique
2 Gupta, Sat Narian
2 Halkos, George E.
2 Hazra, Budhaditya
2 Johansen, Søren Glud
2 Kevork, Ilias S.
2 Kew, Hsein
2 Kruse, Robinson
2 Łasak, Katarzyna
2 Leipus, Remigijus
2 Lu, Zhiping
2 Martin, Gael M.
2 Ndongo, Mor
2 Noriega, Antonio E.
2 Philippe, Anne
2 Procidano, Isabella
2 Reschenhofer, Erhard
2 Rodrigues, Alexandre L.
2 Rubia, Antonio
2 Shimotsu, Katsumi
2 Shin, Dongwan
2 Târcolea, Adina-Ioana
2 Teles, Paulo
2 Tripura, Tapas
2 Wang, Lihong
2 Weber, Neville C.
2 Yaya, Olaoluwa S.
2 Yu, Chang
1 Abraham, Bovas
1 Ahn, Sung Ki
1 Aladağ, Çağdaş Hakan
1 Amsler, Christine
1 Anh, Vo V.
1 Arranz, Miguel A.
1 Avarucci, Marco
1 Baillie, Richard T.
1 Banerjee, Anindya
1 Bardet, Jean-Marc
1 Barkoulas, John T.
1 Barros, Paula A.
1 Bathke, Arne C.
1 Baum, Christopher F.
1 Beran, Jan
1 Bhardwaj, Geetesh
1 Bhattacharjee, Subarna
1 Bisaglia, Luisa
1 Boistard, Hélène
1 Bondon, Pascal
1 Bourguignon, Marcelo
1 Brietzke, Eduardo H. M.
1 Bruns, Stephan B.
1 Chan, Wai-Sum
1 Chang, Yuanchen
1 Chen, Yangquan
1 Cheng, Xu
1 Cho, Cheol-Keun
1 Cho, Sinsup
1 Chowdhury, Shovan
1 Christensen, Kim
1 Christou, Konstantinos
1 Chua, Chew Lian
1 Coakley, Jerry
1 Contreras-Reyes, Javier E.
1 Crump, Richard K.
1 Csereklyei, Zsuzsanna
1 Cuñado, Juncal
...and 148 more Authors
all top 5

Cited in 45 Serials

27 Journal of Econometrics
20 Economics Letters
16 Journal of Time Series Analysis
13 Statistical Papers
12 Econometric Theory
9 Econometric Reviews
7 Journal of Statistical Planning and Inference
6 Communications in Statistics. Theory and Methods
5 Journal of Applied Statistics
4 Statistics & Probability Letters
4 Computational Statistics
4 Communications in Statistics. Simulation and Computation
4 Journal of Statistical Computation and Simulation
4 Computational Statistics and Data Analysis
4 AStA. Advances in Statistical Analysis
4 Journal of Time Series Econometrics
3 Mathematics and Computers in Simulation
3 The Econometrics Journal
3 Applied Stochastic Models in Business and Industry
3 Statistical Methods and Applications
3 Journal of Business and Economic Statistics
2 Kybernetika
2 Journal of Information & Optimization Sciences
2 Statistics
2 Mathematical and Computer Modelling
2 Studies in Nonlinear Dynamics and Econometrics
2 Quantitative Finance
2 Journal of Probability and Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 Lithuanian Mathematical Journal
1 Metrika
1 Annals of the Institute of Statistical Mathematics
1 Econometrica
1 Statistical Science
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 Fractals
1 Macroeconomic Dynamics
1 AStA. Allgemeines Statistisches Archiv
1 Journal of Applied Mathematics and Computing
1 European Journal of Pure and Applied Mathematics
1 Electronic Journal of Statistics
1 Afrika Statistika
1 Fluctuation and Noise Letters (FNL)
1 Palestine Journal of Mathematics
all top 5

Cited in 11 Fields

171 Statistics (62-XX)
41 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
21 Numerical analysis (65-XX)
20 Probability theory and stochastic processes (60-XX)
3 Geophysics (86-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Biology and other natural sciences (92-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Real functions (26-XX)
1 Systems theory; control (93-XX)

Citations by Year