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Estimation of fractional integration under temporal aggregation
Hassler, Uwe - In: Journal of econometrics 162 (2011) 2, pp. 240-247
Persistent link: https://www.econbiz.de/10009270641
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - In: Journal of econometrics 110 (2002) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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Estimation of fractional integration under temporal aggregation
Hassler, Uwe - In: Journal of econometrics 162 (2011) 2, pp. 240-248
Persistent link: https://www.econbiz.de/10008997624
Cover Image
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - In: Journal of econometrics 110 (2002) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10006766974