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 0 14 0 2 8 81
A Residual LM test for fractional cointegration 0 0 0 0 0 0 0 0
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 1 1
A Residual-Based LM Test for Fractional Cointegration 0 0 1 34 1 3 23 158
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 2 2
Autoregressive distributed lag models and cointegration 1 5 21 900 3 14 61 2,948
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 0 0 0 3 0 1 8 21
Detecting multiple breaks in long memory: The case of US inflation 0 0 2 123 0 0 16 204
Dickey-Fuller cointegration tests in the presence of regime shifts at known time 0 0 0 0 0 0 1 1
Estimation of fractional integration under temporal aggregation 0 0 0 6 0 0 11 36
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 0 2 248
Forecasting under Long Memory and Nonstationarity 0 0 5 22 3 5 20 23
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 2 12 26
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 2 3 5 412
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 3 3 3 3
Inference on the cointegration rank in fractionally integrated processes 1 1 1 34 2 2 6 202
Inflation-Unemployment Tradeoff and Regional Labor Market Data 0 0 0 0 0 0 2 2
Inflation-Unemployment Tradeoff and Regional Labor Market Data 0 0 0 0 0 0 1 1
Inflation-unemployment trade-off and regional labor market data 0 0 0 0 0 1 2 2
Inflation-unemployment tradeoff and regional labor market data 0 0 0 43 0 2 7 135
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 1 1 1 55
Nonsense regressions due to time-varying means 0 0 0 0 0 3 10 19
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 1 3 39 0 2 13 121
Quantile regression for long memory testing: A case of realized volatility 0 1 3 93 0 1 13 235
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 2 10 106
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 1 2 3 3
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 1 2 2
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 2 3 3
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 0 0
Seasonal Unit Root Tests under Structural Breaks 0 0 1 58 2 3 9 168
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 1 1
Seasonal unit root tests under structural breaks 0 0 0 0 0 0 0 0
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 0 0 0 0 0 0 0 0
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 0 0 0 0 0 0 0 0
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 0 0 0 78 0 0 3 235
The Effect of Linear Time Trends on Single Equation Cointegration Testing 0 0 0 0 2 2 5 486
The Effects of linear time trends on conintegration testing in single equations 0 0 0 0 0 0 0 0
The Term Structure of Interest Rates as an Indicator of German Monetary Policy? 0 0 0 0 0 0 1 194
Unit root testing 0 0 0 79 2 3 9 290
Total Working Papers 2 8 37 1,550 22 60 274 6,424


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES 0 0 0 1 0 0 2 4
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? 0 0 1 9 0 1 2 27
(When) Should cointegrating regressions be detrended? The case of a German money demand function 0 0 0 87 0 0 1 689
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 1 1 2 98 2 2 15 229
A Note on Correlation in Regressions Without Cointegration 0 0 0 3 0 0 1 8
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 1 1 1 25 1 1 4 76
A note on Phillips-Perron-type statistics for cointegration testing 0 0 0 13 1 2 5 48
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 1 10 0 0 4 41
Asymptotic normal tests for integration in panels with cross-dependent units 0 0 0 17 0 2 5 87
Autoregressive distributed lag models and cointegration 3 3 10 236 6 9 38 629
Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends 0 0 0 0 0 0 0 0
Combining Significance of Correlated Statistics with Application to Panel Data* 0 0 4 81 0 1 9 417
Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" 0 0 1 18 0 0 3 57
D. N. DeJong and C. Dave: Structural Macroeconometrics 0 0 0 132 0 0 2 294
Detecting changes from short to long memory 0 0 0 7 0 1 3 48
Detecting multiple breaks in long memory the case of U.S. inflation 0 0 7 26 1 4 15 73
Effect of neglected deterministic seasonality on unit root tests 0 0 0 8 0 1 4 43
Effect of temporal aggregation on multiple time series in the frequency domain 0 0 1 6 0 0 3 27
Effect of the order of fractional integration on impulse responses 0 1 1 14 0 1 5 43
Ergodic for the mean 1 1 4 17 2 5 10 35
Estimating the mean under strong persistence 0 4 6 6 2 7 11 11
Estimation of fractional integration under temporal aggregation 0 0 0 33 0 0 2 115
Fractional cointegration in the presence of linear trends 0 0 0 33 0 1 2 72
Grundausbildung in Ökonometrie 0 0 0 0 0 1 1 6
Harmonically Weighted Processes 0 0 1 1 1 1 6 6
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 0 1 55 0 0 3 177
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY 0 0 0 27 0 0 2 50
Impulse responses of antipersistent processes 0 0 0 9 0 0 4 43
Inference on the cointegration rank in fractionally integrated processes 1 1 4 125 3 3 11 291
Inflation-unemployment tradeoff and regional labor market data 0 0 0 127 0 2 2 572
Jürgen Wolters 0 0 0 0 0 0 2 14
Jürgen Wolters 0 0 0 0 1 1 6 21
Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition 0 0 0 1 0 1 6 8
LONG MEMORY TESTING IN THE TIME DOMAIN 0 0 2 65 1 3 8 169
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 99 0 0 4 569
Long Memory in Inflation Rates: International Evidence 0 0 0 0 3 4 27 699
M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 1 2 6 32 3 8 17 87
Multicointegration under measurement errors 0 0 0 7 0 0 4 47
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage 0 0 0 26 0 0 6 112
Nonsense regressions due to neglected time-varying means 0 0 0 7 0 1 4 37
On Critical Values of Tests against a Change in Persistence* 0 0 0 13 0 1 3 58
On the effect of seasonal adjustment on the log-periodogram regression 0 0 1 28 0 0 3 124
On the persistence of the Eonia spread 0 0 3 66 1 4 18 226
On the power of unit root tests against fractional alternatives 0 0 0 79 0 0 6 257
Palma, W.: Time series analysis 0 1 1 14 0 1 5 27
Panel Cointegration Testing in the Presence of Linear Time Trends 0 0 0 5 1 3 9 39
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 0 0 4 42
Persistence under temporal aggregation and differencing 0 0 1 6 1 2 4 28
Pitfalls of post-model-selection testing: experimental quantification 0 0 1 28 1 2 5 89
Powerful Unit Root Tests Free of Nuisance Parameters 0 0 0 4 1 1 4 17
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 1 8 0 0 8 41
REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES 0 0 0 0 0 0 1 2
Ratio tests under limiting normality 0 0 1 2 0 1 5 10
Residual log-periodogram inference for long-run relationships 0 0 0 104 0 2 9 362
Seasonal Unit Root Tests Under Structural Breaks 0 0 2 80 0 0 2 254
Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten 0 0 1 15 0 1 11 107
Spurious regressions when stationary regressors are included 0 0 1 27 0 0 5 92
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 0 74
THE PERIODOGRAM REGRESSION 0 0 0 0 0 0 0 1
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost 0 0 0 13 0 0 5 59
Testing regression coefficients after model selection through sign restrictions 0 0 0 22 0 0 0 90
Testing the Newcomb-Benford Law: experimental evidence 0 0 0 0 11 12 15 15
The Effect of Linear Time Trends on the KPSS Test for Cointegration 0 0 1 1 0 0 1 1
The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik 0 0 0 0 0 0 1 3
Unit root testing 0 0 1 74 0 2 7 201
Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 0 0 1 3 0 0 5 21
Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland 0 0 0 24 1 2 3 90
Whittle-type estimation under long memory and nonstationarity 0 0 0 0 1 2 2 2
Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger 0 0 3 14 1 2 15 86
Total Journal Articles 8 15 72 2,123 46 101 415 8,399
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to Modern Time Series Analysis 0 0 0 0 4 14 41 59
Stochastic Processes and Calculus 0 0 0 0 0 1 7 12
Total Books 0 0 0 0 4 15 48 71


Statistics updated 2020-11-03