Browsen in EconStor gesamt nach Autor:innen Hassler, Uwe


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ErscheinungsjahrTitelAutor:innen
1997Limiting efficiency of OLS vs. GLS when regressors are fractionally integratedKrämer, Walter; Hassler, Uwe
2000Inference on the cointegration rank in fractionally integrated processesBreitung, Jörg; Hassler, Uwe
2002A Residual-Based LM Test for Fractional CointegrationHassler, Uwe; Breitung, Jörg
2002Inflation-unemployment tradeoff and regional labor market dataHassler, Uwe; Neugart, Michael
2002Residual Log-Periodogram Inference for Long-Run RelationshipsHassler, Uwe; Marmol, Francesc; Velasco, Carlos
2002The Effect of Linear Time Trends on Cointegration Testing in Single EquationsHassler, Uwe
2002Seasonal Unit Root Tests under Structural BreaksHassler, Uwe; Rodrigues, Paulo M. M.
2003Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. GrangerHassler, Uwe
2005Unit root testingWolters, Jürgen; Hassler, Uwe
2005Autoregressive distributed lag models and cointegrationHassler, Uwe; Wolters, Jürgen
2011Detecting multiple breaks in long memory: The case of US inflationHassler, Uwe; Meller, Barbara
2016Panel cointegration testing in the presence of linear time trendsHassler, Uwe; Hosseinkouchack, Mehdi
2021Understanding nonsense correlation between (independent) random walks in finite samplesHassler, Uwe; Hosseinkouchack, Mehdi
2022Unlucky Number 13? Manipulating Evidence Subject to SnoopingHassler, Uwe; Pohle, Marc‐Oliver