Uwe Hassler

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Unlucky Number 13? Manipulating Evidence Subject to Snooping	2023-12-14	Paper
Understanding nonsense correlation between (independent) random walks in finite samples	2022-04-07	Paper
Ratio tests under limiting normality	2022-03-04	Paper
Note on sample quantiles for ordinal data	2021-06-03	Paper
New Proofs of the Basel Problem using Stochastic Processes	2021-03-24	Paper
Whittle-type estimation under long memory and nonstationarity	2021-01-15	Paper
Asymptotic normal tests for integration in panels with cross-dependent units	2020-10-12	Paper
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost	2020-09-29	Paper
Harmonically Weighted Processes	2020-05-27	Paper
Estimating the mean under strong persistence	2020-02-27	Paper
Book review of: Katsuto Tanaka, Time series analysis. Nonstationary and noninvertible distribution theory. 2nd ed.	2019-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q5233260	2019-09-10	Paper
Time Series Analysis with Long Memory in View	2018-11-09	Paper
Ergodic for the mean	2018-09-11	Paper
Book review of: W. A. Woodward (ed.) et al., Applied time series analysis with R. 2nd ed.	2018-03-22	Paper
Asymptotic behavior of temporal aggregates in the frequency domain	2018-02-07	Paper
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?	2017-05-10	Paper
Book review of: W. Palma, Time series analysis	2017-03-07	Paper
Book review of: M. H. Pesaran, Time series and panel data econometrics	2016-12-01	Paper
Estimation of fractional integration under temporal aggregation	2016-08-12	Paper
Powerful Unit Root Tests Free of Nuisance Parameters	2016-06-27	Paper
Residual log-periodogram inference for long-run relationships	2016-04-18	Paper
Stochastic processes and calculus. An elementary introduction with applications	2016-01-08	Paper
Effect of the order of fractional integration on impulse responses	2015-05-19	Paper
Persistence under temporal aggregation and differencing	2015-01-12	Paper
Effect of temporal aggregation on multiple time series in the frequency domain	2014-02-25	Paper
Multicointegration under measurement errors	2013-01-28	Paper
Impulse responses of antipersistent processes	2012-12-19	Paper
Introduction to modern time series analysis.	2012-10-05	Paper
Detecting changes from short to long memory	2012-01-13	Paper
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY	2011-04-21	Paper
Cointegration analysis under measurement errors	2010-06-30	Paper
Testing regression coefficients after model selection through sign restrictions	2010-05-27	Paper
Fractional cointegration in the presence of linear trends	2010-04-22	Paper
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN	2009-12-15	Paper
LONG MEMORY TESTING IN THE TIME DOMAIN	2009-06-11	Paper
Effect of neglected deterministic seasonality on unit root tests	2007-10-23	Paper
Stochastic integration and time series modeling. An introduction with applications from financing and econometries.	2007-10-08	Paper
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION	2007-04-23	Paper
Unit root testing	2007-01-24	Paper
Autoregressive distributed lag models and cointegration	2007-01-24	Paper
Dickey-Fuller cointegration tests in the presence of regime shifts at known time	2006-03-28	Paper
Seasonal Unit Root Tests Under Structural Breaks*	2004-11-24	Paper
Nonsense regressions due to neglected time-varying means	2003-08-31	Paper
Inference on the cointegration rank in fractionally integrated processes.	2003-02-17	Paper
The Effect of Linear Time Trends on the KPSS Test for Cointegration	2001-09-16	Paper
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated	1999-01-12	Paper
On the effect of seasonal adjustment on the log-periodogram regression	1998-06-30	Paper
Sample autocorrelations of nonstationary fractionally integrated series	1997-10-26	Paper
The periodogram regression:correction and comments	1997-05-19	Paper
Spurious regressions when stationary regressors are included	1997-02-28	Paper
The sample autocorrelation function of \(I(1)\) processes	1994-07-07	Paper
On the power of unit root tests against fractional alternatives	1994-07-03	Paper
(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES	1994-06-29	Paper
REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES	1994-03-13	Paper

Research outcomes over time

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