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 14 4 5 9 79
A Residual-Based LM Test for Fractional Cointegration 0 1 1 34 3 10 17 149
Autoregressive distributed lag models and cointegration 3 6 18 887 8 14 61 2,910
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 0 0 0 3 0 5 7 19
Detecting multiple breaks in long memory: The case of US inflation 1 1 5 123 2 6 16 195
Estimation of fractional integration under temporal aggregation 0 0 0 6 0 4 13 33
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 1 5 248
Forecasting under Long Memory and Nonstationarity 0 1 21 21 2 4 14 14
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 9 12 23
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 1 2 3 409
Inference on the cointegration rank in fractionally integrated processes 0 0 0 33 0 2 10 200
Inflation-unemployment tradeoff and regional labor market data 0 0 0 43 0 1 5 132
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 0 1 54
Nonsense regressions due to time-varying means 0 0 0 0 2 4 7 14
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 2 3 38 0 8 15 117
Quantile regression for long memory testing: A case of realized volatility 0 0 2 90 1 4 13 228
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 1 10 1 5 9 101
Seasonal Unit Root Tests under Structural Breaks 0 0 1 58 1 2 5 163
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 0 0 0 78 0 2 3 235
The Effect of Linear Time Trends on Single Equation Cointegration Testing 0 0 0 0 0 1 2 483
The Term Structure of Interest Rates as an Indicator of German Monetary Policy? 0 0 0 0 0 0 1 193
Unit root testing 0 0 0 79 0 0 12 283
Total Working Papers 4 11 53 1,531 25 89 240 6,282


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 1 1 0 0 4 4
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? 0 0 1 9 0 0 2 26
(When) Should cointegrating regressions be detrended? The case of a German money demand function 0 0 0 87 0 0 3 689
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 0 0 5 96 0 5 13 221
A Note on Correlation in Regressions Without Cointegration 0 0 0 3 0 1 1 8
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 24 0 1 4 74
A note on Phillips-Perron-type statistics for cointegration testing 0 0 0 13 0 2 5 45
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 1 1 10 0 1 4 38
Asymptotic normal tests for integration in panels with cross-dependent units 0 0 0 17 0 1 5 84
Autoregressive distributed lag models and cointegration 2 3 11 229 4 9 36 603
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 0 0 0 69 0 0 4 255
Combining Significance of Correlated Statistics with Application to Panel Data* 0 1 3 79 0 2 8 411
Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" 0 0 0 17 0 0 1 54
D. N. DeJong and C. Dave: Structural Macroeconometrics 0 0 0 132 1 1 2 294
Detecting changes from short to long memory 0 0 0 7 0 1 3 47
Detecting multiple breaks in long memory the case of U.S. inflation 0 4 7 25 0 5 17 66
Effect of neglected deterministic seasonality on unit root tests 0 0 1 8 0 1 3 40
Effect of temporal aggregation on multiple time series in the frequency domain 1 1 1 6 1 2 4 26
Effect of the order of fractional integration on impulse responses 0 0 3 13 0 4 10 42
Ergodic for the mean 0 0 3 13 0 0 8 26
Estimation of fractional integration under temporal aggregation 0 0 1 33 0 1 9 114
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 0 70
Grundausbildung in Ökonometrie 0 0 0 0 0 0 1 5
Harmonically Weighted Processes 0 1 1 1 0 3 3 3
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 1 1 55 1 2 3 176
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY 0 0 2 27 0 2 4 50
Impulse responses of antipersistent processes 0 0 0 9 1 3 8 43
Inference on the cointegration rank in fractionally integrated processes 2 2 5 124 3 7 17 288
Inflation-unemployment tradeoff and regional labor market data 0 0 0 127 0 0 2 570
Jürgen Wolters 0 0 0 0 0 0 4 13
Jürgen Wolters 0 0 0 0 0 2 6 17
Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition 0 0 1 1 0 2 4 4
LONG MEMORY TESTING IN THE TIME DOMAIN 0 0 4 64 0 2 8 165
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 99 0 3 3 568
Long Memory in Inflation Rates: International Evidence 0 0 0 0 3 7 21 680
M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 1 2 5 28 2 6 14 76
Multicointegration under measurement errors 0 0 0 7 0 3 5 46
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage 0 0 0 26 1 4 7 110
Nonsense regressions due to neglected time-varying means 0 0 0 7 0 1 3 34
On Critical Values of Tests against a Change in Persistence* 0 0 0 13 0 1 3 56
On the effect of seasonal adjustment on the log-periodogram regression 0 0 3 27 0 2 10 123
On the persistence of the Eonia spread 0 1 5 65 1 10 24 221
On the power of unit root tests against fractional alternatives 0 0 1 79 1 3 9 255
Palma, W.: Time series analysis 0 0 0 13 0 2 3 24
Panel Cointegration Testing in the Presence of Linear Time Trends 0 0 0 5 0 1 8 32
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 0 2 8 41
Persistence under temporal aggregation and differencing 0 0 0 5 0 1 3 25
Pitfalls of post-model-selection testing: experimental quantification 1 1 2 28 1 2 5 86
Powerful Unit Root Tests Free of Nuisance Parameters 0 0 0 4 0 2 5 15
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 1 1 1 8 2 6 13 39
REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES 0 0 0 0 0 0 1 1
Ratio tests under limiting normality 1 1 2 2 1 2 9 9
Residual log-periodogram inference for long-run relationships 0 0 2 104 0 6 11 359
Seasonal Unit Root Tests Under Structural Breaks* 0 1 2 80 0 1 4 254
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 0 14 1 7 14 104
Spurious regressions when stationary regressors are included 0 0 0 26 0 0 4 87
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 4 74
THE PERIODOGRAM REGRESSION 0 0 0 0 0 0 1 1
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost 0 0 0 13 0 2 2 56
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 0 1 1 1
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 0 2
Unit root testing 0 0 0 73 0 1 7 195
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 1 1 2 3 1 2 6 19
Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland 0 0 2 24 0 1 4 88
Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger 2 3 3 14 2 11 12 83
Total Journal Articles 12 25 83 2,154 27 150 431 8,426


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 5 8 13 27
Stochastic Processes and Calculus 0 0 0 0 1 2 6 7
Total Books 0 0 0 0 6 10 19 34


Statistics updated 2020-03-04