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LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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A Note on the Effect of Seasonal Dummies on the Periodogram Regression
Ooms, M.; Hassler, U. - Erasmus University Rotterdam, Econometric Institute - 1996
We discuss how prior regression on seasonal dummies leads to singularities in periodogram regression procedures for the detection of long memory. We suggest a modified procedure. We illustrate the problems using monthly inflation data from Hassler and Wolters (1995).
Persistent link: https://www.econbiz.de/10004972178
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A Note on the Effect of Seasonal Dummies on the Periodogram Regression
Ooms, Marius; Hassler, U. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
We discuss how prior regression on seasonal dummies leads to singularities in periodogram regression procedures for the detection of long memory. We suggest a modified procedure. We illustrate the problems using monthly inflation data from Hassler and Wolters (1995).
Persistent link: https://www.econbiz.de/10010837732
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On the effect of seasonal aqustment on fhe log-peffodogram regression
Ooms, M.; Hassler, U. - In: Economics letters 56 (1997) 2, pp. 135-142
Persistent link: https://www.econbiz.de/10006790675
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Spurious regressions when stationary regressors are included
Hassler, U. - In: Economics letters 50 (1996) 1, pp. 25-32
Persistent link: https://www.econbiz.de/10006794748
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On the power of unit root tests against fractional alternatives
Hassler, U.; Wolters, J. - In: Economics letters 45 (1994) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006802505
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New Developments in Time Series Econometrics
Dufour, Jean-Marie; Raj, Baldev; Hassler, U. - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 115 (1995) 2, pp. 307-309
Persistent link: https://www.econbiz.de/10006404519
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Inference on the Cointegration Rank in Fractionally Integrated Processes
Breitung, J.; Hassler, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795064
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The Term Structure of Interest Rates as an Indicator of German Monetary Policy?
HASSLER, U.; NAUTZ, D. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795099
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Residual log-periodogram inference for long-run relationships
Hassler, U.; Marmol, F.; Velasco, C. - In: Journal of Econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10005192884