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Uwe Hassler
Uwe Hassler
Unknown affiliation
Verified email at wiwi.uni-frankfurt.de
Title
Cited by
Cited by
Year
Introduction to modern time series analysis
G Kirchgässner, J Wolters, U Hassler
Springer Science & Business Media, 2012
10012012
Long memory in inflation rates: International evidence
U Hassler, J Wolters
Journal of Business & Economic Statistics 13 (1), 37-45, 1995
4751995
On the power of unit root tests against fractional alternatives
U Hassler, J Wolters
Economics letters 45 (1), 1-5, 1994
3391994
Autoregressive distributed lag models and cointegration
U Hassler, J Wolters
Allgemeines Statistisches Archiv 90, 59-74, 2006
2442006
Inference on the cointegration rank in fractionally integrated processes
J Breitung, U Hassler
Journal of Econometrics 110 (2), 167-185, 2002
1522002
Regression of spectral estimators with fractionally integrated time series
U Hassler
Journal of Time Series Analysis 14 (4), 369-380, 1993
1361993
Combining significance of correlated statistics with application to panel data
M Demetrescu, U Hassler, AI Tarcolea
Oxford Bulletin of Economics and Statistics 68 (5), 647-663, 2006
1282006
(Mis) specification of long memory in seasonal time series
U Hassler
Journal of Time Series Analysis 15 (1), 19-30, 1994
1091994
Long memory testing in the time domain
M Demetrescu, V Kuzin, U Hassler
Econometric Theory 24 (1), 176-215, 2008
1002008
Detecting multiple breaks in long memory the case of US inflation
U Hassler, B Meller
Empirical Economics 46, 653-680, 2014
682014
Ökonometrie
L Auer
Eine Einführung, Berlin et al.: Springer, 2003
662003
On the persistence of the Eonia spread
U Hassler, D Nautz
Economics Letters 101 (3), 184-187, 2008
642008
Nonsensical and biased correlation due to pooling heterogeneous samples
U Hassler, T Thadewald
Journal of the Royal Statistical Society Series D: The Statistician 52 (3 …, 2003
572003
Leitfaden zum Testen und Schätzen von Kointegration
U Hassler
Arbeiten mit ökonometrischen Modellen, 85-115, 2004
52*2004
Stochastic processes and calculus
U Hassler
Springer, 2016
502016
Time series analysis with long memory in view
U Hassler
John Wiley & Sons, 2018
492018
Detecting changes from short to long memory
U Hassler, J Scheithauer
Statistical Papers 52, 847-870, 2011
472011
Unit root testing
J Wolters, U Hassler
Allgemeines Statistisches Archiv 90, 43-58, 2006
462006
Residual log-periodogram inference for long-run relationships
U Hassler, F Marmol, C Velasco
Journal of Econometrics 130 (1), 165-207, 2006
442006
A residual-based LM-type test against fractional cointegration
U Hassler, J Breitung
Econometric Theory 22 (6), 1091-1111, 2006
362006
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