Uwe Hassler
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Affiliations
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Goethe Universität Frankfurt am Main
/ Fachbereich Wirtschaftswissenschaft
/ Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik
Research profile
author of:
- Forecasting under Long Memory and Nonstationarity (RePEc:arx:papers:1910.08202)
by Uwe Hassler & Marc-Oliver Pohle - Unlucky Number 13? Manipulating Evidence Subject to Snooping (RePEc:arx:papers:2009.02198)
by Uwe Hassler & Marc-Oliver Pohle - Long Memory in Inflation Rates: International Evidence (RePEc:bes:jnlbes:v:13:y:1995:i:1:p:37-45)
by Hassler, Uwe & Wolters, Jurgen - Unlucky Number 13? Manipulating Evidence Subject to Snooping (RePEc:bla:istatr:v:90:y:2022:i:2:p:397-410)
by Uwe Hassler & Marc‐Oliver Pohle - Regression Of Spectral Estimators With Fractionally Integrated Time Series (RePEc:bla:jtsera:v:14:y:1993:i:4:p:369-380)
by Uwe Hassler - The Periodogram Regression (RePEc:bla:jtsera:v:14:y:1993:i:5:p:549-549)
by Uwe Hassler - (Mis)Specification Of Long Memory In Seasonal Time Series (RePEc:bla:jtsera:v:15:y:1994:i:1:p:19-30)
by Uwe Hassler - The Effect of Linear Time Trends on the KPSS Test for Cointegration (RePEc:bla:jtsera:v:22:y:2001:i:3:p:283-292)
by Uwe Hassler - Seasonal Unit Root Tests Under Structural Breaks (RePEc:bla:jtsera:v:25:y:2004:i:1:p:33-53)
by Uwe Hassler & Paulo M. M. Rodrigues - Fractional cointegration in the presence of linear trends (RePEc:bla:jtsera:v:29:y:2008:i:6:p:1088-1103)
by Uwe Hassler & Francesc Marmol & Carlos Velasco - Effect of temporal aggregation on multiple time series in the frequency domain (RePEc:bla:jtsera:v:34:y:2013:i:5:p:562-573)
by Uwe Hassler - Powerful Unit Root Tests Free of Nuisance Parameters (RePEc:bla:jtsera:v:37:y:2016:i:4:p:533-554)
by Mehdi Hosseinkouchack & Uwe Hassler - Harmonically Weighted Processes (RePEc:bla:jtsera:v:41:y:2020:i:1:p:41-66)
by Uwe Hassler & Mehdi Hosseinkouchack - Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends (RePEc:bla:obuest:v:62:y:2000:i:5:p:621-632)
by Uwe Hassler - Combining Significance of Correlated Statistics with Application to Panel Data (RePEc:bla:obuest:v:68:y:2006:i:5:p:647-663)
by Matei Demetrescu & Uwe Hassler & Adina‐Ioana Tarcolea - On Critical Values of Tests against a Change in Persistence (RePEc:bla:obuest:v:70:y:2008:i:5:p:705-710)
by Uwe Hassler & Jan Scheithauer - Asymptotic Behavior of Temporal Aggregates in the Frequency Domain (RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:47-60:n:4)
by Hassler Uwe & Tsai Henghsiu - Nonsense regressions due to time-varying means (RePEc:cte:wsrepe:6361)
by Hassler, Uwe - Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends (RePEc:cte:wsrepe:6371)
by Hassler, Uwe - Fractional cointegrating regressions in the presence of linear time trends (RePEc:cte:wsrepe:9794)
by Hassler, Uwe & Marmol, Francesc - A Residual-Based Lm-Type Test Against Fractional Cointegration (RePEc:cup:etheor:v:22:y:2006:i:06:p:1091-1111_06)
by Hassler, Uwe & Breitung, Jörg - Long Memory Testing In The Time Domain (RePEc:cup:etheor:v:24:y:2008:i:01:p:176-215_08)
by Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe - Testing For General Fractional Integration In The Time Domain (RePEc:cup:etheor:v:25:y:2009:i:06:p:1793-1828_99)
by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio - Impulse Responses Of Fractionally Integrated Processes With Long Memory (RePEc:cup:etheor:v:26:y:2010:i:06:p:1855-1861_00)
by Hassler, Uwe & Kokoszka, Piotr - (When) Do Long Autoregressions Account For Neglected Changes In Parameters? (RePEc:cup:etheor:v:32:y:2016:i:06:p:1317-1348_00)
by Demetrescu, Matei & Hassler, Uwe - Dickey-Fuller cointegration tests in the presence of regime shifts at known time (RePEc:dar:wpaper:1617)
by Hassler, Uwe - A Residual LM test for fractional cointegration (RePEc:dar:wpaper:18287)
by Hassler, Uwe & Breitung, Jörg - Residual log-periodogram inference for long-run relationships (RePEc:dar:wpaper:18289)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - Seasonal unit root tests under structural breaks (RePEc:dar:wpaper:18290)
by Hassler, Uwe & Rodrigues, Paulo M. M. - The Effects of linear time trends on conintegration testing in single equations (RePEc:dar:wpaper:18294)
by Hassler, Uwe - Residual Log-Periodogram Inference for Long-Run-Relationships (RePEc:dar:wpaper:37317)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - A Residual-Based LM Test for Fractional Cointegration (RePEc:dar:wpaper:37318)
by Hassler, Uwe & Breitung, Jörg - Seasonal Unit Root Tests under Structural Breaks (RePEc:dar:wpaper:37696)
by Hassler, Uwe & Rodrigues, Paulo M. M. - Inflation-Unemployment Tradeoff and Regional Labor Market Data (RePEc:dar:wpaper:37697)
by Hassler, Uwe & Neugart, Michael - The Effect of Linear Time Trends on Cointegration Testing in Single Equations (RePEc:dar:wpaper:37698)
by Hassler, Uwe - Inflation-unemployment trade-off and regional labor market data (RePEc:dar:wpaper:57331)
by Hassler, Uwe & Neugart, Michael - A Residual-Based LM Test for Fractional Cointegration (RePEc:dar:wpaper:77555)
by Hassler, Uwe & Breitung, Jörg - Inflation-Unemployment Tradeoff and Regional Labor Market Data (RePEc:dar:wpaper:77560)
by Hassler, Uwe & Neugart, Michael - Residual Log-Periodogram Inference for Long-Run-Relationships (RePEc:dar:wpaper:77562)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - Seasonal Unit Root Tests under Structural Breaks (RePEc:dar:wpaper:77565)
by Hassler, Uwe & Rodrigues, Paulo M. M. - The Effect of Linear Time Trends on Cointegration Testing in Single Equations (RePEc:dar:wpaper:77573)
by Hassler, Uwe - Inference on the cointegration rank in fractionally integrated processes (RePEc:dar:wpaper:9323)
by Breitung, Jörg & Hassler, Uwe - A note on Phillips-Perron-type statistics for cointegration testing (RePEc:ebl:ecbull:eb-06c40007)
by Uwe Hassler - A Casebook for a first course in statistics and data analysis. : S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 (RePEc:eee:csdana:v:23:y:1996:i:1:p:201-202)
by Hassler, Uwe - On the persistence of the Eonia spread (RePEc:eee:ecolet:v:101:y:2008:i:3:p:184-187)
by Hassler, Uwe & Nautz, Dieter - Testing regression coefficients after model selection through sign restrictions (RePEc:eee:ecolet:v:107:y:2010:i:2:p:220-223)
by Hassler, Uwe - Impulse responses of antipersistent processes (RePEc:eee:ecolet:v:116:y:2012:i:3:p:454-456)
by Hassler, Uwe - Persistence under temporal aggregation and differencing (RePEc:eee:ecolet:v:124:y:2014:i:2:p:318-322)
by Hassler, Uwe - Effect of the order of fractional integration on impulse responses (RePEc:eee:ecolet:v:125:y:2014:i:2:p:311-314)
by Hassler, Uwe & Hosseinkouchack, Mehdi - Ergodic for the mean (RePEc:eee:ecolet:v:151:y:2017:i:c:p:75-78)
by Hassler, Uwe - Estimating the mean under strong persistence (RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300069)
by Hassler, Uwe & Hosseinkouchack, Mehdi - On the power of unit root tests against fractional alternatives (RePEc:eee:ecolet:v:45:y:1994:i:1:p:1-5)
by Hassler, Uwe & Wolters, Jurgen - Spurious regressions when stationary regressors are included (RePEc:eee:ecolet:v:50:y:1996:i:1:p:25-31)
by Hassler, Uwe - On the effect of seasonal adjustment on the log-periodogram regression (RePEc:eee:ecolet:v:56:y:1997:i:2:p:135-141)
by Ooms, Marius & Hassler, Uwe - Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (RePEc:eee:ecolet:v:60:y:1998:i:3:p:285-290)
by Kramer, Walter & Hassler, Uwe - Multicointegration under measurement errors (RePEc:eee:ecolet:v:96:y:2007:i:1:p:38-44)
by Hassler, Uwe - Inference on the cointegration rank in fractionally integrated processes (RePEc:eee:econom:v:110:y:2002:i:2:p:167-185)
by Breitung, Jorg & Hassler, Uwe - Residual log-periodogram inference for long-run relationships (RePEc:eee:econom:v:130:y:2006:i:1:p:165-207)
by Hassler, U. & Marmol, F. & Velasco, C. - Estimation of fractional integration under temporal aggregation (RePEc:eee:econom:v:162:y:2011:i:2:p:240-247)
by Hassler, Uwe - Persistence in the banking industry: Fractional integration and breaks in memory (RePEc:eee:empfin:v:29:y:2014:i:c:p:95-112)
by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio - Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" (RePEc:eee:jmacro:v:30:y:2008:i:2:p:757-759)
by Hassler, Uwe - Cointegration analysis under measurement errors (RePEc:eme:aecozz:s0731-9053(2009)0000024009)
by Uwe Hassler & Vladimir Kuzin - Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root (RePEc:eme:aecozz:s0731-90532023000045a003)
by Uwe Hassler & Mehdi Hosseinkouchack - A Note on the Effect of Seasonal Dummies on the Periodogram Regression (RePEc:ems:eureir:1385)
by Ooms, M. & Hassler, U. - Panel Cointegration Testing in the Presence of Linear Time Trends (RePEc:gam:jecnmx:v:4:y:2016:i:4:p:45-:d:81855)
by Uwe Hassler & Mehdi Hosseinkouchack - Estimation of fractional integration under temporal aggregation (RePEc:hal:journl:hal-00815563)
by Uwe Hassler - Grundausbildung in Ökonometrie (RePEc:jns:jbstat:v:215:y:1996:i:1:p:118-118)
by Hassler Uwe - The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschla (RePEc:jns:jbstat:v:217:y:1998:i:2:p:214-226)
by Hassler Uwe & Nautz Dieter - A Note on Correlation in Regressions Without Cointegration (RePEc:jns:jbstat:v:217:y:1998:i:4:p:518-523)
by Hassler Uwe - Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland (RePEc:jns:jbstat:v:221:y:2001:i:1:p:32-44)
by Hassler Uwe - Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten (RePEc:jns:jbstat:v:225:y:2005:i:4:p:413-426)
by Hassler Uwe & Demetrescu Matei - Hysteresis in Unemployment Rates? A Comparison between Germany and the US (RePEc:jns:jbstat:v:229:y:2009:i:2-3:p:119-129)
by Hassler Uwe & Wolters Jürgen - Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage (RePEc:jns:jbstat:v:234:y:2014:i:1:p:23-43)
by Hassler Uwe & Werkmann Verena - D. N. DeJong and C. Dave: Structural Macroeconometrics (RePEc:kap:jeczfn:v:94:y:2008:i:1:p:99-101)
by Uwe Hassler - Quantile Regression for Long Memory Testing: A Case of Realized Volatility (RePEc:oup:jfinec:v:14:y:2016:i:4:p:693-724.)
by Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia - Quantile regression for long memory testing: A case of realized volatility (RePEc:ptu:wpaper:w201207)
by Paulo M.M. Rodrigues & Uwe Hassler & Antonio Rubia - Persistence in the Banking Industry: Fractional integration and breaks in memory (RePEc:ptu:wpaper:w201406)
by Paulo M.M. Rodrigues & Uwe Hassler & Antonio Rubia - Fractional Cointegrating Regression In The Presence Of Linear Time Trends (RePEc:sce:scecf0:138)
by Uwe Hassler & Francesc Marmol & C. Velasco - Inference on the Cointegration Rank in Fractionally Integrated Processes (RePEc:sce:scecf1:233)
by Joerg Breitung and Uwe Hassler - The Effect of Linear Time Trends on Single Equation Cointegration Testing (RePEc:sce:scecf9:1111)
by Uwe Hassler - Whittle-type estimation under long memory and nonstationarity (RePEc:spr:alstar:v:104:y:2020:i:3:d:10.1007_s10182-019-00358-0)
by Ying Lun Cheung & Uwe Hassler - Unit root testing (RePEc:spr:alstar:v:90:y:2006:i:1:p:43-58)
by Jürgen Wolters & Uwe Hassler - Autoregressive distributed lag models and cointegration (RePEc:spr:alstar:v:90:y:2006:i:1:p:59-74)
by Uwe Hassler & Jürgen Wolters - Asymptotic normal tests for integration in panels with cross-dependent units (RePEc:spr:alstar:v:95:y:2011:i:2:p:187-204)
by Uwe Hassler & Matei Demetrescu & Adina Tarcolea - Jürgen Wolters (RePEc:spr:astaws:v:10:y:2016:i:1:d:10.1007_s11943-016-0181-5)
by Uwe Hassler - Jürgen Wolters (RePEc:spr:astaws:v:10:y:2016:i:1:p:5-7)
by Uwe Hassler - (When) Should cointegrating regressions be detrended? The case of a German money demand function (RePEc:spr:empeco:v:24:y:1999:i:1:p:155-172)
by Uwe Hassler - Inflation-unemployment tradeoff and regional labor market data (RePEc:spr:empeco:v:28:y:2003:i:2:p:321-334)
by Uwe Hassler & Michael Neugart - Pitfalls of post-model-selection testing: experimental quantification (RePEc:spr:empeco:v:40:y:2011:i:2:p:359-372)
by Matei Demetrescu & Uwe Hassler & Vladimir Kuzin - Detecting multiple breaks in long memory the case of U.S. inflation (RePEc:spr:empeco:v:46:y:2014:i:2:p:653-680)
by Uwe Hassler & Barbara Meller - Unit Root Testing (RePEc:spr:sprchp:978-3-540-32693-9_4)
by Jürgen Wolters & Uwe Hassler - Autoregressive Distributed Lag Models and Cointegration (RePEc:spr:sprchp:978-3-540-32693-9_5)
by Uwe Hassler & Jürgen Wolters - Stochastic Processes and Calculus (RePEc:spr:sptbec:978-3-319-23428-1)
by Uwe Hassler - Introduction to Modern Time Series Analysis (RePEc:spr:sptbec:978-3-642-33436-8)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Introduction (RePEc:spr:sptchp:978-3-319-23428-1_1)
by Uwe Hassler - Ito Integrals (RePEc:spr:sptchp:978-3-319-23428-1_10)
by Uwe Hassler - Ito’s Lemma (RePEc:spr:sptchp:978-3-319-23428-1_11)
by Uwe Hassler - Stochastic Differential Equations (SDE) (RePEc:spr:sptchp:978-3-319-23428-1_12)
by Uwe Hassler - Interest Rate Models (RePEc:spr:sptchp:978-3-319-23428-1_13)
by Uwe Hassler - Asymptotics of Integrated Processes (RePEc:spr:sptchp:978-3-319-23428-1_14)
by Uwe Hassler - Trends, Integration Tests and Nonsense Regressions (RePEc:spr:sptchp:978-3-319-23428-1_15)
by Uwe Hassler - Cointegration Analysis (RePEc:spr:sptchp:978-3-319-23428-1_16)
by Uwe Hassler - Basic Concepts from Probability Theory (RePEc:spr:sptchp:978-3-319-23428-1_2)
by Uwe Hassler - Autoregressive Moving Average Processes (ARMA) (RePEc:spr:sptchp:978-3-319-23428-1_3)
by Uwe Hassler - Spectra of Stationary Processes (RePEc:spr:sptchp:978-3-319-23428-1_4)
by Uwe Hassler - Long Memory and Fractional Integration (RePEc:spr:sptchp:978-3-319-23428-1_5)
by Uwe Hassler - Processes with Autoregressive Conditional Heteroskedasticity (ARCH) (RePEc:spr:sptchp:978-3-319-23428-1_6)
by Uwe Hassler - Wiener Processes (WP) (RePEc:spr:sptchp:978-3-319-23428-1_7)
by Uwe Hassler - Riemann Integrals (RePEc:spr:sptchp:978-3-319-23428-1_8)
by Uwe Hassler - Stieltjes Integrals (RePEc:spr:sptchp:978-3-319-23428-1_9)
by Uwe Hassler - Introduction and Basics (RePEc:spr:sptchp:978-3-642-33436-8_1)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Univariate Stationary Processes (RePEc:spr:sptchp:978-3-642-33436-8_2)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Granger Causality (RePEc:spr:sptchp:978-3-642-33436-8_3)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Vector Autoregressive Processes (RePEc:spr:sptchp:978-3-642-33436-8_4)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Nonstationary Processes (RePEc:spr:sptchp:978-3-642-33436-8_5)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Cointegration (RePEc:spr:sptchp:978-3-642-33436-8_6)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Nonstationary Panel Data (RePEc:spr:sptchp:978-3-642-33436-8_7)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Autoregressive Conditional Heteroscedasticity (RePEc:spr:sptchp:978-3-642-33436-8_8)
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler - Nonsense regressions due to neglected time-varying means (RePEc:spr:stpapr:v:44:y:2003:i:2:p:169-182)
by Uwe Hassler - Effect of neglected deterministic seasonality on unit root tests (RePEc:spr:stpapr:v:48:y:2007:i:3:p:385-402)
by Matei Demetrescu & Uwe Hassler - Detecting changes from short to long memory (RePEc:spr:stpapr:v:52:y:2011:i:4:p:847-870)
by Uwe Hassler & Jan Scheithauer - M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912 (RePEc:spr:stpapr:v:57:y:2016:i:3:d:10.1007_s00362-016-0816-1)
by Uwe Hassler - Palma, W.: Time series analysis (RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-016-0858-4)
by Uwe Hassler - Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 (RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-017-0977-6)
by Uwe Hassler - Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition (RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-019-01114-x)
by Uwe Hassler - Note on sample quantiles for ordinal data (RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1054-5)
by Uwe Hassler - Understanding nonsense correlation between (independent) random walks in finite samples (RePEc:spr:stpapr:v:63:y:2022:i:1:d:10.1007_s00362-021-01237-0)
by Uwe Hassler & Mehdi Hosseinkouchack - Testing the Newcomb-Benford Law: experimental evidence (RePEc:taf:apeclt:v:26:y:2019:i:21:p:1762-1769)
by Uwe Hassler & Mehdi Hosseinkouchack - Ratio tests under limiting normality (RePEc:taf:emetrv:v:38:y:2019:i:7:p:793-813)
by Uwe Hassler & Mehdi Hosseinkouchack - Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (RePEc:taf:japsta:v:37:y:2010:i:8:p:1381-1397)
by Matei Demetrescu & Uwe Hassler & Adina Tarcolea - Detecting multiple breaks in long memory: The case of US inflation (RePEc:zbw:bubdp1:201126)
by Hassler, Uwe & Meller, Barbara - Residual Log-Periodogram Inference for Long-Run Relationships (RePEc:zbw:darddp:dar_37317)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - A Residual-Based LM Test for Fractional Cointegration (RePEc:zbw:darddp:dar_37318)
by Hassler, Uwe & Breitung, Jörg - Seasonal Unit Root Tests under Structural Breaks (RePEc:zbw:darddp:dar_37696)
by Hassler, Uwe & Rodrigues, Paulo M. M. - Inflation-unemployment tradeoff and regional labor market data (RePEc:zbw:darddp:dar_37697)
by Hassler, Uwe & Neugart, Michael - The Effect of Linear Time Trends on Cointegration Testing in Single Equations (RePEc:zbw:darddp:dar_37698)
by Hassler, Uwe - Autoregressive distributed lag models and cointegration (RePEc:zbw:fubsbe:200522)
by Hassler, Uwe & Wolters, Jürgen - Unit root testing (RePEc:zbw:fubsbe:200523)
by Wolters, Jürgen & Hassler, Uwe - The Term Structure of Interest Rates as an Indicator of German Monetary Policy? (RePEc:zbw:sfb373:199564)
by Hassler, U. & Nautz, D. - Inference on the cointegration rank in fractionally integrated processes (RePEc:zbw:sfb373:200065)
by Breitung, Jörg & Hassler, Uwe - Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (RePEc:zbw:sfb475:199701)
by Krämer, Walter & Hassler, Uwe - Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger (RePEc:zbw:wirtdi:42107)
by Hassler, Uwe