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 0 0 2 72
A Residual-Based LM Test for Fractional Cointegration 0 0 1 33 2 2 7 134
Autoregressive distributed lag models and cointegration 1 4 22 879 2 14 59 2,879
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 0 0 0 3 0 0 2 13
Detecting multiple breaks in long memory: The case of US inflation 0 1 7 121 1 3 14 186
Estimation of fractional integration under temporal aggregation 0 0 0 6 0 0 3 21
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 1 2 4 245
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 1 1 3 12
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 1 4 407
Inference on the cointegration rank in fractionally integrated processes 0 0 1 33 2 3 7 194
Inflation-unemployment tradeoff and regional labor market data 0 0 0 43 1 1 2 128
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 1 1 2 54
Nonsense regressions due to time-varying means 0 0 0 0 0 1 4 8
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 0 35 1 1 5 104
Quantile regression for long memory testing: A case of realized volatility 0 0 1 89 0 0 4 217
Residual Log-Periodogram Inference for Long-Run Relationships 1 1 1 10 2 3 5 96
Seasonal Unit Root Tests under Structural Breaks 0 0 0 57 0 0 4 159
The Effect of Linear Time Trends on Cointegration Testing in Single Equations 0 0 1 78 0 0 5 232
The Effect of Linear Time Trends on Single Equation Cointegration Testing 0 0 0 0 0 0 1 481
The Term Structure of Interest Rates as an Indicator of German Monetary Policy? 0 0 0 0 0 0 0 192
Unit root testing 0 0 0 79 4 7 10 280
Total Working Papers 2 6 35 1,494 18 40 147 6,114


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 1 1 1 1 2 2 2
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? 0 0 0 8 0 0 1 25
(When) Should cointegrating regressions be detrended? The case of a German money demand function 0 0 0 87 0 0 0 686
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 3 5 95 0 4 10 213
A Note on Correlation in Regressions Without Cointegration 0 0 1 3 0 0 2 7
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 24 0 0 0 70
A note on Phillips-Perron-type statistics for cointegration testing 0 0 0 13 1 1 1 41
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 9 1 2 3 36
Asymptotic normal tests for integration in panels with cross-dependent units 0 0 0 17 1 1 3 80
Autoregressive distributed lag models and cointegration 0 2 10 225 0 5 32 588
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends 0 0 0 69 1 1 1 252
Combining Significance of Correlated Statistics with Application to Panel Data* 0 0 1 77 0 0 4 405
Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" 0 0 0 17 0 1 1 54
D. N. DeJong and C. Dave: Structural Macroeconometrics 0 0 0 132 0 0 0 292
Detecting changes from short to long memory 0 0 0 7 0 1 1 45
Detecting multiple breaks in long memory the case of U.S. inflation 0 0 2 19 1 3 10 54
Effect of neglected deterministic seasonality on unit root tests 0 0 1 8 0 0 1 38
Effect of temporal aggregation on multiple time series in the frequency domain 0 0 0 5 1 2 2 24
Effect of the order of fractional integration on impulse responses 0 0 2 12 1 2 6 37
Ergodic for the mean 0 0 3 12 0 2 8 24
Estimation of fractional integration under temporal aggregation 0 0 1 33 1 1 7 112
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 1 70
Grundausbildung in Ökonometrie 0 0 0 0 1 1 2 5
Hysteresis in Unemployment Rates? A Comparison between Germany and the US 0 0 1 54 0 0 1 173
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY 0 1 2 27 0 1 2 48
Impulse responses of antipersistent processes 0 0 1 9 1 2 7 39
Inference on the cointegration rank in fractionally integrated processes 0 0 1 120 1 3 7 276
Inflation-unemployment tradeoff and regional labor market data 0 0 0 127 1 1 3 569
Jürgen Wolters 0 0 0 0 0 2 3 11
Jürgen Wolters 0 0 0 0 1 2 2 13
LONG MEMORY TESTING IN THE TIME DOMAIN 0 0 2 60 1 1 8 158
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 99 0 0 0 565
Long Memory in Inflation Rates: International Evidence 0 0 0 0 1 2 13 669
M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 0 0 7 26 0 1 21 70
Multicointegration under measurement errors 0 0 0 7 0 0 0 41
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage 0 0 0 26 1 1 5 105
Nonsense regressions due to neglected time-varying means 0 0 0 7 0 2 4 33
On Critical Values of Tests against a Change in Persistence* 0 0 0 13 0 1 2 54
On the effect of seasonal adjustment on the log-periodogram regression 0 1 1 25 0 2 5 117
On the persistence of the Eonia spread 0 0 2 61 0 0 9 204
On the power of unit root tests against fractional alternatives 0 0 1 79 0 0 6 248
Palma, W.: Time series analysis 0 0 0 13 1 1 3 22
Panel Cointegration Testing in the Presence of Linear Time Trends 0 0 0 5 2 2 5 27
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 3 3 6 38
Persistence under temporal aggregation and differencing 0 0 0 5 0 0 2 23
Pitfalls of post-model-selection testing: experimental quantification 0 0 1 27 0 0 4 84
Powerful Unit Root Tests Free of Nuisance Parameters 0 0 0 4 1 1 4 13
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 7 2 2 5 30
REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES 0 0 0 0 1 1 1 1
Ratio tests under limiting normality 0 0 0 0 1 3 3 3
Reasonable Spurious Regressios 0 0 0 9 0 0 0 24
Residual log-periodogram inference for long-run relationships 0 0 2 104 1 1 3 351
Seasonal Unit Root Tests Under Structural Breaks* 0 0 0 78 1 1 1 251
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 14 2 3 8 94
Spurious regressions when stationary regressors are included 0 0 0 26 2 3 5 87
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 1 71
THE PERIODOGRAM REGRESSION 0 0 0 0 1 1 1 1
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost 0 0 0 13 0 0 0 54
Testing regression coefficients after model selection through sign restrictions 0 0 0 22 0 0 0 90
The Effect of Linear Time Trends on the KPSS Test for Cointegration 0 0 0 0 0 0 0 0
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 2 2
Unit root testing 0 0 0 73 2 4 5 193
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 2 0 1 6 16
Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland 0 2 2 24 1 3 6 87
Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger 0 0 0 11 0 0 1 71
Total Journal Articles 0 10 52 2,115 38 80 268 8,186


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 2 2 7 18
Stochastic Processes and Calculus 0 0 0 0 1 3 3 4
Total Books 0 0 0 0 3 5 10 22


Statistics updated 2019-10-05