Access Statistics for Uwe Hassler

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Effect of Seasonal Dummies on the Periodogram Regression 0 0 1 1 0 2 6 6
A Residual-Based LM Test for Fractional Cointegration 0 3 16 58 6 19 54 206
A note on the effect of seasonal dummies on the periodogram regression 0 0 0 79 1 3 13 566
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 1 3 11 206
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 19 3 4 12 747
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 1 8 41 313
Inflation-unemployment tradeoff and regional labor market data 6 10 22 71 8 16 69 274
Residual Log-Periodogram Inference for Long-Run Relationships 2 2 10 62 3 5 23 272
Seasonal Unit Root Tests under Structural Breaks 2 11 59 219 5 21 130 657
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 1 5 17 54 3 13 35 176
The Effect of Linear Time Trends on Single Equation Cointegration Testing 0 0 0 0 2 4 43 395
The Term Structure of Interest Rates as an Indicator of German Monetary Policy? 0 0 0 0 0 0 11 156
Total Working Papers 11 31 125 563 33 98 448 3,974

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(When) Should cointegrating regressions be detrended? The case of a German money demand function 0 0 4 74 0 0 6 650
A Casebook for a first course in statistics and data analysis.: S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 0 1 7 21 1 6 15 55
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 1 8 8 0 2 19 19
A note on Phillips-Perron-type statistics for cointegration testing 1 5 15 31 3 8 41 117
Autoregressive distributed lag models and cointegration 1 6 31 116 3 13 69 273
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 1 2 12 50 1 3 26 173
Combining Significance of Correlated Statistics with Application to Panel Data 1 3 12 32 7 12 57 221
Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" 0 0 2 3 0 0 8 12
D. N. DeJong and C. Dave: Structural Macroeconometrics 1 7 30 41 3 14 60 81
Fractional cointegration in the presence of linear trends 3 5 17 17 4 7 25 25
Inference on the cointegration rank in fractionally integrated processes 1 2 14 60 1 4 21 150
Inflation-unemployment tradeoff and regional labor market data 2 2 5 107 5 6 15 509
LONG MEMORY TESTING IN THE TIME DOMAIN 0 2 12 12 2 7 27 27
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 2 4 18 62 7 20 89 307
Long Memory in Inflation Rates: International Evidence 0 0 0 0 2 7 45 474
Multicointegration under measurement errors 0 1 2 6 0 2 4 17
Nonsense regressions due to neglected time-varying means 0 0 0 0 0 2 2 2
On Critical Values of Tests against a Change in Persistence 0 0 2 2 0 0 8 8
On the effect of seasonal adjustment on the log-periodogram regression 0 1 2 14 0 1 6 79
On the persistence of the Eonia spread 2 3 16 16 4 10 56 56
On the power of unit root tests against fractional alternatives 1 3 18 40 2 4 33 125
Reasonable Spurious Regressios 0 0 1 1 0 1 2 2
Residual log-periodogram inference for long-run relationships 0 2 19 64 1 3 55 218
Seasonal Unit Root Tests Under Structural Breaks* 1 1 8 49 3 3 22 151
Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates 0 0 0 0 2 4 11 11
Spurious regressions when stationary regressors are included 0 0 5 10 0 0 11 45
Unit root testing 0 2 11 46 1 3 17 86
Wealth and Consumption - A Multicointegrated Model for the Unified Germany 0 0 0 0 0 2 2 2
Total Journal Articles 17 53 271 882 52 144 752 3,895
2 registered items for which data could not be found
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Statistics updated 2009-11-04