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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
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2
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:
3
Reasonable Spurious Regressions
Hassler, Uwe
- In:
Econometric theory
12
(
1996
)
4
,
pp. 743
Persistent link: https://www.econbiz.de/10007003399
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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/10007393746
Saved in:
5
PROBLEMS AND SOLUTIONS - SOLUTIONS - The KPSS Test for Cointegration in Case of Bivariate Regressions with Linear Trends
Hassler, Uwe
- In:
Econometric theory
16
(
2000
)
3
,
pp. 451-452
Persistent link: https://www.econbiz.de/10006983604
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6
PROBLEMS AND SOLUTIONS - PROBLEMS - The KPSS Test for Cointegration in Case of Bivariate Regressions with Linear Trends
Hassler, Uwe
- In:
Econometric theory
15
(
1999
)
4
,
pp. 629
Persistent link: https://www.econbiz.de/10006987528
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7
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1862
Persistent link: https://www.econbiz.de/10008719743
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8
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:
9
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:
10
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
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