Narrow search
Showing 1 - 10 of 25
Cover Image
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Cover Image
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
Cover Image
Nonsense regressions due to neglected time-varying means
Hassler, Uwe - 2001
Persistent link: https://www.econbiz.de/10001538047
Cover Image
When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680670
Cover Image
Polynomial regression of nonstationary fractionally integrated processes
Hassler, Uwe - 1997
Persistent link: https://www.econbiz.de/10000975393
Cover Image
When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000996933
Cover Image
Simple regressions in the presence of linear time trends
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000998164
Cover Image
Nonsense regressions due to neglected time-varying means
Hassler, Uwe - In: Statistical papers 44 (2003) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
Cover Image
Testing regression coefficients after model selection through sign restrictions
Hassler, Uwe - In: Economics letters 107 (2010) 2, pp. 220-223
Persistent link: https://www.econbiz.de/10003991941
Cover Image
On downside risk predictability through liquidity and trading activity : a quantile regression approach
Rubia, Antonio; Sanchis-Marco, Lidia - 2011
Persistent link: https://www.econbiz.de/10009724943