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Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe
- In:
Statistical papers
38
(
1997
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001217591
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2
Nonsense regressions due to neglected time-varying means
Hassler, Uwe
- In:
Statistical papers
44
(
2003
)
2
,
pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
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3
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
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