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Testing for general fractional integration in the time domain
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1793-1828
Persistent link: https://www.econbiz.de/10003904445
Saved in:
2
Long memory testing in the time domain
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10003894143
Saved in:
3
Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
Saved in:
4
A residual-based LM-type test against fractional cointegration
Hassler, Uwe
;
Breitung, Jörg
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10003396942
Saved in:
5
(When) do long autoregressions account for neglected changes in parameters?
Demetrescu, Matei
;
Hassler, Uwe
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1317-1348
Persistent link: https://www.econbiz.de/10011661902
Saved in:
6
LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
Saved in:
7
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier
;
Velasco, Carlos
;
Beran, J.
;
Breitung, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
Saved in:
8
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut
;
Rodrigues, Paulo M.M.
;
Balke, N.S.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
Saved in:
9
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
Hassler, Uwe
;
Rodrigues, Paulo M.M.
;
Rubia, Antonio
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1793-1828
Persistent link: https://www.econbiz.de/10008325209
Saved in:
10
Reasonable Spurious Regressions
Hassler, Uwe
- In:
Econometric theory
12
(
1996
)
4
,
pp. 743
Persistent link: https://www.econbiz.de/10007003399
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