The following pages link to Uwe Hassler (Q345390):
Displayed 50 items.
- (Q269402) (redirect page) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Book review of: M. H. Pesaran, Time series and panel data econometrics (Q345391) (← links)
- Introduction to modern time series analysis. (Q455377) (← links)
- Persistence under temporal aggregation and differencing (Q485617) (← links)
- Book review of: W. Palma, Time series analysis (Q513710) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Spurious regressions when stationary regressors are included (Q672763) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368) (← links)
- Unit root testing (Q862778) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Stochastic processes and calculus. An elementary introduction with applications (Q902299) (← links)
- Testing regression coefficients after model selection through sign restrictions (Q974210) (← links)
- Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- On the power of unit root tests against fractional alternatives (Q1327982) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- Ergodic for the mean (Q1672799) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- Book review of: W. A. Woodward (ed.) et al., Applied time series analysis with R. 2nd ed. (Q1706481) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Multicointegration under measurement errors (Q1934093) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Book review of: Katsuto Tanaka, Time series analysis. Nonstationary and noninvertible distribution theory. 2nd ed. (Q2010802) (← links)
- Note on sample quantiles for ordinal data (Q2029211) (← links)
- Understanding nonsense correlation between (independent) random walks in finite samples (Q2122808) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- Effect of the order of fractional integration on impulse responses (Q2345166) (← links)
- Stochastic integration and time series modeling. An introduction with applications from financing and econometries. (Q2382314) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- The Effect of Linear Time Trends on the KPSS Test for Cointegration (Q2740036) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- Cointegration analysis under measurement errors (Q3573015) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025) (← links)
- The periodogram regression:correction and comments (Q4337127) (← links)
- Time Series Analysis with Long Memory in View (Q4554670) (← links)
- Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)