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When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680670
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680681
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 621-632
Persistent link: https://www.econbiz.de/10003465517
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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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Estimation of fractional integration under temporal aggregation
Hassler, Uwe - In: Journal of econometrics 162 (2011) 2, pp. 240-247
Persistent link: https://www.econbiz.de/10009270641
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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
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(When) should cointegrating regressions be detrended? : The case of a German money demand function
Hassler, Uwe - 1996
Persistent link: https://www.econbiz.de/10000948019
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(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
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Sample autocorrelations of fractionally integrated noise
Hassler, Uwe - 1994
Persistent link: https://www.econbiz.de/10000913037
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Ergodic for the mean
Hassler, Uwe - In: Economics letters 151 (2017), pp. 75-78
Persistent link: https://www.econbiz.de/10011742137