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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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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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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