Narrow search
Showing 1 - 10 of 34
Cover Image
(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Hassler, Uwe - In: Empirical economics : a journal of the Institute for … 24 (1999) 1, pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
Cover Image
On the power of unit root tests against fractional alternatives
Hassler, Uwe - In: Economics letters 45 (1994) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001162401
Cover Image
A note on spurious seasonality when time series have linear trends
Hassler, Uwe - In: IFO-Studien : Zeitschrift für empirische … 44 (1998) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10001247811
Cover Image
Spurious regressions when stationary regressors are included
Hassler, Uwe - In: Economics letters 50 (1996) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
Cover Image
Nonsense correlation between time series with linear trends
Hassler, Uwe - In: Allgemeines statistisches Archiv : AStA ; journal of … 80 (1996) 2, pp. 227-235
Persistent link: https://www.econbiz.de/10001200136
Cover Image
Information criteria for nonlinear time series models
Rinke, Saskia; Sibbertsen, Philipp - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
Cover Image
The memory of volatility
Wenger, Kai R.; Leschinski, Christian H.; Sibbertsen, … - In: Quantitative finance and economics 2 (2018) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10012137903
Cover Image
A simple test on structural change in long-memory time series
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp - In: Economics letters 163 (2018), pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Cover Image
Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia - 2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
Cover Image
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209