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~person:"Hassler, Uwe"
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Search: subject:"Unit root test"
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Einheitswurzeltest
17
Unit root test
17
Theorie
15
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8
Structural break
6
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Hassler, Uwe
Phillips, Peter C. B.
109
Chang, Tsangyao
98
Gil-Alaña, Luis A.
79
Taylor, Robert
79
Narayan, Paresh Kumar
74
Westerlund, Joakim
70
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56
Su, Chi-Wei
53
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48
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44
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38
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37
Lee, Junsoo
36
Wagner, Martin
35
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34
Smyth, Russell
33
Yu, Jun
30
Rodrigues, Paulo M. M.
29
Breitung, Jörg
28
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27
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27
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26
Pesaran, M. Hashem
26
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25
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25
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25
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25
Saikkonen, Pentti
25
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24
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24
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23
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23
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23
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22
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22
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21
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20
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20
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20
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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3
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1
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
2
Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe
;
Werkmann, Verena
- In:
Jahrbücher für Nationalökonomie und Statistik
234
(
2014
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010232366
Saved in:
3
Unit root testing
Wolters, Jürgen
(
contributor
);
Hassler, Uwe
(
contributor
)
-
2005
-Fuller
unit
root
test
. Econometric Theory 14 355-363. Nankervis, J. C., Savin, N. E. (1985). Testing the autoregressive parameter …
Persistent link: https://www.econbiz.de/10003274103
Saved in:
4
Seasonal Unit Root Tests Under Structural Breaks
Hassler, Uwe
;
Rodrigues, Paulo M.M
-
2004
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at known time and a new break corrected test is suggested. We show that the widely used HEGY test, as well as an LM variant thereof, are asymptotically robust to seasonal mean shifts of finite...
Persistent link: https://www.econbiz.de/10014072954
Saved in:
5
Seasonal unit root tests under structural breaks
Hassler, Uwe
;
Rodrigues, Paulo M. M.
-
2002
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at known time and a new break corrected test is suggested. We show that the widely used HEGY test as well as an LM variant thereof are asymptotically robust to seasonal mean shifts of finite...
Persistent link: https://www.econbiz.de/10011524510
Saved in:
6
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
For univariate time series we suggest a new variant of efficient score tests against fractional alternatives. This test has three important merits. First, by means of simulations we observe that it is superior in terms of size and power in some situations of practical interest. Second, it is...
Persistent link: https://www.econbiz.de/10009611546
Saved in:
7
Testing for the general fractional unit root hypothesis in the time domain
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
-
2008
Persistent link: https://www.econbiz.de/10003827435
Saved in:
8
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
Hassler, Uwe
;
Werkmann, Verena
- In:
Jahrbücher für Nationalökonomie und Statistik
234
(
2014
)
1
,
pp. 23-43
Summary This paper adds to the issue of inference regarding potentially nonstationary panels where units are correlated. Recently, it has been proposed to tackle this problem by computing individual p-values and combining them to an overall joint significance. We adopt and illustrate this fairly...
Persistent link: https://www.econbiz.de/10014609474
Saved in:
9
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
Hassler, Uwe
;
Werkmann, Verena
- In:
Journal of Economics and Statistics (Jahrbuecher fuer …
234
(
2014
)
1
,
pp. 23-43
This paper adds to the issue of inference regarding potentially nonstationary panels where units are correlated. Recently, it has been proposed to tackle this problem by computing individual p-values and combining them to an overall joint significance. We adopt and illustrate this fairly general...
Persistent link: https://www.econbiz.de/10010907926
Saved in:
10
Effect of neglected deterministic seasonality on unit root tests
Demetrescu, Maetei
;
Hassler, Uwe
- In:
Statistical papers
48
(
2007
)
3
,
pp. 385-402
Persistent link: https://www.econbiz.de/10003443077
Saved in:
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