Similar Search Results

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

(Co-)Integration testing under structural breaks - a survey with special emphasis on the German unification

Hassler, Uwe - In: Implikationen der Währungsunion für …, (pp. 113-126). 2001

Persistent link: https://www.econbiz.de/10001607085

The effects of additive outliers and measurement errors when testing for structural breaks in variance

Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468

Persistent link: https://www.econbiz.de/10009241614

Testing for causality in variance under nonstationarity in variance

Rodrigues, Paulo M. M.; Rubia, Antonio - In: Economics letters 97 (2007) 2, pp. 133-137

Persistent link: https://www.econbiz.de/10003575417

Has COVID-19 changed the factors explaining the occupancy of Airbnb accommodation? : Madrid as a case study

Más-Ferrando, Adrián; Moreno, Luis; Perles-Ribes, … - In: Journal of destination marketing & management : JDMM 31 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015076548

Seasonal unit root tests under structural breaks

Hassler, Uwe; Rodrigues, Paolo M. M. - 2002

Persistent link: https://www.econbiz.de/10001751667

Seasonal unit root tests under structural breaks

Hassler, Uwe; Rodrigues, Paulo M. M. - 2001

Persistent link: https://www.econbiz.de/10001641467

Detecting multiple breaks in long memory : the case of US inflation

Hassler, Uwe; Meller, Barbara - 2011

Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...

Persistent link: https://www.econbiz.de/10009382958

Detecting multiple breaks in long memory the case of U.S. inflation

Hassler, Uwe; Meller, Barbara - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 653-680

Persistent link: https://www.econbiz.de/10010252051

Unit root testing

Wolters, Jürgen; Hassler, Uwe - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10003285308