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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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Nonsense regressions due to neglected time-varying means
Hassler, Uwe - 2001
Persistent link: https://www.econbiz.de/10001538047
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The effect of linear time trends on residual-based tests for the null of cointegration
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680666
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When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680670
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680681
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Sample autocorrelations of fractionally integrated noise
Hassler, Uwe - 1994
Persistent link: https://www.econbiz.de/10000913037
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How spurious regressions arise when variables have linear trends
Hassler, Uwe - 1995
Persistent link: https://www.econbiz.de/10000922823
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Wealth and consumption : a multicointegrated model for Germany
Hassler, Uwe - 1997
Persistent link: https://www.econbiz.de/10000971044
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Polynomial regression of nonstationary fractionally integrated processes
Hassler, Uwe - 1997
Persistent link: https://www.econbiz.de/10000975393
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(When) should cointegrating regressions be detrended? : The case of a German money demand function
Hassler, Uwe - 1996
Persistent link: https://www.econbiz.de/10000948019