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Detecting changes from short to long memory
Hassler, Uwe; Scheithauer, Jan - In: Statistical Papers 52 (2011) 4, pp. 847-870
Persistent link: https://www.econbiz.de/10009401673
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Effect of neglected deterministic seasonality on unit root tests
Demetrescu, Matei; Hassler, Uwe - In: Statistical Papers 48 (2007) 3, pp. 385-402
Persistent link: https://www.econbiz.de/10008533782
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Nonsense regressions due to neglected time-varying means
Hassler, Uwe - In: Statistical Papers 44 (2003) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10005167193