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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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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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Spurious regressions when stationary regressors are included
Hassler, Uwe - In: Economics letters 50 (1996) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
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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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(Co-)Integration testing under structural breaks - a survey with special emphasis on the German unification
Hassler, Uwe - In: Implikationen der Währungsunion für …, (pp. 113-126). 2001
Persistent link: https://www.econbiz.de/10001607085
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(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Hassler, Uwe - In: Empirical economics : a journal of the Institute for … 24 (1999) 1, pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
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The effect of linear time trends on cointegration testing in single equations
Hassler, Uwe - 2002
Persistent link: https://www.econbiz.de/10001751617