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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
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Dickey-Fuller cointegration tests in the presence of regime shifts at known time
Hassler, Uwe - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10001760027
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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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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
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Essays on long memory time series
Leschinski, Christian Hendrik - 2016
, Zeitreihenanalyse …
Persistent link: https://www.econbiz.de/10011559565
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Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe; Hosseinkouchack, Mehdi - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 97-114). 2023
Persistent link: https://www.econbiz.de/10014313262
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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 … cointegration too often. The correct limiting distribution theory of regressions without detrending in the presence of integrated …
Persistent link: https://www.econbiz.de/10011524417
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A residual-based LM test for fractional cointegration
Hassler, Uwe; Breitung, Jörg - 2002 - This version: November 14, 2002
test for the null hypothesis of no cointegration. It builds on a static cointegration regression of the levels of the … for eventual endogeneity of the cointegration regression. The proposed modification guarantees a limiting standard normal …
Persistent link: https://www.econbiz.de/10011524551
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002
analyze the benefits of a pooled version of the estimate. The empirical applicability of our general cointegration test is …
Persistent link: https://www.econbiz.de/10011524765
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The effect of linear time trends on cointegration testing in single equations
Hassler, Uwe - 2002
Persistent link: https://www.econbiz.de/10001751617