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The effect of linear time trends on residual-based tests for the null of cointegration

Hassler, Uwe - 1998

Persistent link: https://www.econbiz.de/10000680666

Fractional cointegrating regression in the presence of linear time trends

Hassler, Uwe; Marmol, Francesc - 1998

Persistent link: https://www.econbiz.de/10000658212

How spurious seasonality results from seasonal dummies regressions when time series have linear trends

Hassler, Uwe; Nautz, Dieter - 1997

Persistent link: https://www.econbiz.de/10000960059

On critical values of tests against a change in persistence

Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710

Persistent link: https://www.econbiz.de/10003759122

The effect of linear time trends on cointegration testing in single equations

Hassler, Uwe - In: Progress in economics research 3 (2002), pp. 171-184

Persistent link: https://www.econbiz.de/10003745268

Unit root testing

Wolters, Jürgen; Hassler, Uwe - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10003285308

Multicointegration under measurement errors

Hassler, Uwe - In: Economics letters 96 (2007) 1, pp. 38-44

Persistent link: https://www.econbiz.de/10003485780

Unit root testing

Wolters, Jürgen; Hassler, Uwe - In: Modern econometric analysis : surveys on recent …, (pp. 41-56). 2006

Persistent link: https://www.econbiz.de/10003375822

Impulse responses of fractionally integrated processes with long memory

Hassler, Uwe; Kokoszka, Piotr - In: Econometric theory 26 (2010) 6, pp. 1855-1861

Persistent link: https://www.econbiz.de/10008738316

The effect of linear time trends on cointegration testing in single equations

Hassler, Uwe - 2002

This paper surveys the asymptotic distributions of three widely used single equation cointegration tests. Particular attention is paid to the case where the regressors are integrated with drift, i.e. at least one of the regressors follows a linear trend. Even if the regressions are not...

Persistent link: https://www.econbiz.de/10011524417