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Regression trendbehafteter Zeitreihen in der Ökonometrie

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Wealth and consumption : a multicointegrated model for Germany

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(When) should cointegrating regressions be detrended? : The case of a German money demand function

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Forecasting money market rates in the unified Germany

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Die Zinsstruktur am deutschen Interbanken-Geldmarkt : eine empirische Analyse für das vereinigte Deutschland

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Wealth and consumption : a multicointegrated model for the unified Germany

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Inflation-unemployment tradeoff and regional labor market data

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Inflation-unemployment tradeoff and regional labor market data

Hassler, Uwe; Neugart, Michael - 2002

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Residual log-periodogram inference for long-run relationships

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(When) Should Cointegrating Regressions Be Detrended? The Case of a German Money Demand Function

Hassler, Uwe - 1999

If an economic relationship is superimposed by a linear time trend, the regression without detrending is misspecified. The estimators of such a regression do not converge to the true parameter values. First, the asymptotic limit arising from such misspecified regressions is characterized....

Persistent link: https://www.econbiz.de/10014200423