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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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Sample autocorrelations of fractionally integrated noise
Hassler, Uwe - 1994
Persistent link: https://www.econbiz.de/10000913037
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(When) should cointegrating regressions be detrended? : The case of a German money demand function
Hassler, Uwe - 1996
Persistent link: https://www.econbiz.de/10000948019
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Fraktional integrierte Prozesse in der Ökonometrie : mit einer empirischen Analyse von Inflations- und Zinsdaten
Hassler, Uwe - 1993
Persistent link: https://www.econbiz.de/10000868702
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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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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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Estimation of fractional integration under temporal aggregation
Hassler, Uwe - In: Journal of econometrics 162 (2011) 2, pp. 240-247
Persistent link: https://www.econbiz.de/10009270641
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Ergodic for the mean
Hassler, Uwe - In: Economics letters 151 (2017), pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
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Estimating binary probit models under first order serial correlation
Breitung, Jörg - 1988
Persistent link: https://www.econbiz.de/10013452070
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A two-step test procedure to decide between random- and fixed-effects specifications
Breitung, Jörg - 1992
Persistent link: https://www.econbiz.de/10000840466