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Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112
Persistent link: https://www.econbiz.de/10011300502
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How spurious seasonality results from seasonal dummies regressions when time series have linear trends
Hassler, Uwe; Nautz, Dieter - 1997
Persistent link: https://www.econbiz.de/10000960059
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Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Mármol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000982033
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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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How spurious regressions arise when variables have linear trends
Hassler, Uwe - 1995
Persistent link: https://www.econbiz.de/10000922823
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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/10000996930
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When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000996933
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000997609
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Simple regressions in the presence of linear time trends
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000998164
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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