Uwe Hassler
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Goethe Universität Frankfurt am Main
→ Fachbereich Wirtschaftswissenschaft
→ Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik
 website
 location: Frankfurt am Main, Germany
Research profile
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Spurious regressions when stationary regressors are included
by Hassler, Uwe

On the effect of seasonal adjustment on the logperiodogram regression
by Ooms, Marius & Hassler, Uwe

On the power of unit root tests against fractional alternatives
by Hassler, Uwe & Wolters, Jurgen

Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
by Kramer, Walter & Hassler, Uwe

Inference on the cointegration rank in fractionally integrated processes
by Breitung, Jorg & Hassler, Uwe

The Effect of Linear Time Trends on Single Equation Cointegration Testing
by Uwe Hassler

Long Memory in Inflation Rates: International Evidence.
by Hassler, Uwe & Wolters, Jurgen

FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS
by Uwe Hassler & Francesc Marmol & C. Velasco

Cointegration Testing in Single ErrorCorrection Equations in the Presence of Linear Time Trends.
by Hassler, Uwe

(When) Should cointegrating regressions be detrended? The case of a German money demand function
by Uwe Hassler

Inference on the Cointegration Rank in Fractionally Integrated Processes
by Joerg Breitung and Uwe Hassler

Seasonal Unit Root Tests Under Structural Breaks*
by Uwe Hassler & Paulo M. M. Rodrigues

Residual logperiodogram inference for longrun relationships
by Hassler, U. & Marmol, F. & Velasco, C.

Unit root testing
by Jürgen Wolters & Uwe Hassler

Combining Significance of Correlated Statistics with Application to Panel Data*
by Matei Demetrescu & Uwe Hassler & Adina‐Ioana Tarcolea

Autoregressive distributed lag models and cointegration
by Uwe Hassler & Jürgen Wolters

Inflationunemployment tradeoff and regional labor market data
by Uwe Hassler & Michael Neugart

A Casebook for a first course in statistics and data analysis. : S. Chatterjee, M.S. Handcock and J.S. Simonoff (1995): Wiley & Sons, ISBN 0471110302, [pound sign] 19.95, pp. 314
by Hassler, Uwe

Multicointegration under measurement errors
by Hassler, Uwe

D. N. DeJong and C. Dave: Structural Macroeconometrics
by Uwe Hassler

Comment on "Longrun relationships between labor and capital: Indirect evidence on the elasticity of substitution"
by Hassler, Uwe

On Critical Values of Tests against a Change in Persistence*
by Uwe Hassler & Jan Scheithauer

Fractional cointegration in the presence of linear trends
by Uwe Hassler & Francesc Marmol & Carlos Velasco

A RESIDUALBASED LMTYPE TEST AGAINST FRACTIONAL COINTEGRATION
by Hassler, Uwe & Breitung, JÃrg

On the persistence of the Eonia spread
by Hassler, Uwe & Nautz, Dieter

LONG MEMORY TESTING IN THE TIME DOMAIN
by Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe

Nonsense regressions due to neglected timevarying means
by Uwe Hassler

Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten
by Hassler Uwe & Demetrescu Matei

Reasonable Spurious Regressios
by Hassler, Uwe

Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland
by Hassler Uwe

Hysteresis in Unemployment Rates? A Comparison between Germany and the US
by Hassler Uwe & Wolters Jürgen

TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio

Unit root testing
by Wolters, Jürgen & Hassler, Uwe

Autoregressive distributed lag models and cointegration
by Hassler, Uwe & Wolters, Jürgen

Testing regression coefficients after model selection through sign restrictions
by Hassler, Uwe

Effect of neglected deterministic seasonality on unit root tests
by Matei Demetrescu & Uwe Hassler

Testing for stationarity in large panels with crossdependence, and US evidence on unit labor cost
by Matei Demetrescu & Uwe Hassler & Adina Tarcolea

IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
by Hassler, Uwe & Kokoszka, Piotr

Pitfalls of postmodelselection testing: experimental quantification
by Matei Demetrescu & Uwe Hassler & Vladimir Kuzin

Estimation of fractional integration under temporal aggregation
by Hassler, Uwe

Asymptotic normal tests for integration in panels with crossdependent units
by Uwe Hassler & Matei Demetrescu & Adina Tarcolea

Detecting changes from short to long memory
by Uwe Hassler & Jan Scheithauer

Detecting multiple breaks in long memory: The case of US inflation
by Hassler, Uwe & Meller, Barbara

Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
by Hassler, Uwe

Quantile regression for long memory testing: A case of realized volatility
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia

The Term Structure of Interest Rates as an Indicator of German Monetary Policy?
by Hassler, U. & Nautz, D.

Inference on the cointegration rank in fractionally integrated processes
by Breitung, Jörg & Hassler, Uwe

Impulse responses of antipersistent processes
by Hassler, Uwe

A note on PhillipsPerrontype statistics for cointegration testing
by Uwe Hassler

Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
by Hassler Uwe & Tsai Henghsiu

Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
by Krämer, Walter & Hassler, Uwe

A Note on the Effect of Seasonal Dummies on the Periodogram Regression
by Ooms, M. & Hassler, U.

Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
by Hassler Uwe & Werkmann Verena

Effect of temporal aggregation on multiple time series in the frequency domain
by Uwe Hassler

Detecting multiple breaks in long memory the case of U.S. inflation
by Uwe Hassler & Barbara Meller

Estimation of fractional integration under temporal aggregation
by Uwe Hassler

Persistence in the Banking Industry: Fractional integration and breaks in memory
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia

Persistence under temporal aggregation and differencing
by Hassler, Uwe

Effect of the order of fractional integration on impulse responses
by Hassler, Uwe & Hosseinkouchack, Mehdi

Persistence in the banking industry: Fractional integration and breaks in memory
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio

Seasonal Unit Root Tests under Structural Breaks
by Hassler, Uwe & Rodrigues, Paulo M. M.

The Effect of Linear Time Trends on Cointegration Testing in Single Equations
by Hassler, Uwe

A ResidualBased LM Test for Fractional Cointegration
by Hassler, Uwe & Breitung, Jörg

Inflationunemployment tradeoff and regional labor market data
by Hassler, Uwe & Neugart, Michael

Residual LogPeriodogram Inference for LongRun Relationships
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos

Nonsense regressions due to timevarying means
by Hassler, Uwe

Cointegration Testing in Single ErrorCorrection Equations in the Presence of Linear Time Trends
by Hassler, Uwe

Jürgen Wolters
by Uwe Hassler

Fractional cointegrating regressions in the presence of linear time trends
by Marmol, Francesc & Hassler, Uwe

Jürgen Wolters
by Uwe Hassler

Quantile Regression for Long Memory Testing: A Case of Realized Volatility
by Uwe Hassler & Paulo M. M. Rodrigues & Antonio Rubia

(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
by Demetrescu, Matei & Hassler, Uwe

Panel Cointegration Testing in the Presence of Linear Time Trends
by Uwe Hassler & Mehdi Hosseinkouchack

Powerful Unit Root Tests Free of Nuisance Parameters
by Mehdi Hosseinkouchack & Uwe Hassler

A Note on Correlation in Regressions Without Cointegration
by Hassler Uwe

M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912
by Uwe Hassler

Grundausbildung in Ökonometrie
by Hassler Uwe

The Link between German Short and LongTerm Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz und langfristigen Zinssätzen in Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik
by Hassler Uwe & Nautz Dieter

Ergodic for the mean
by Hassler, Uwe

Palma, W.: Time series analysis
by Uwe Hassler

Introduction to Modern Time Series Analysis
by Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler

Stochastic Processes and Calculus
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
by Uwe Hassler

THE PERIODOGRAM REGRESSION
by Uwe Hassler

REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
by Uwe Hassler

(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
by Uwe Hassler

The Effect of Linear Time Trends on the KPSS Test for Cointegration
by Uwe Hassler

Ratio tests under limiting normality
by Uwe Hassler & Mehdi Hosseinkouchack

Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition
by Uwe Hassler

Forecasting under Long Memory and Nonstationarity
by Uwe Hassler & MarcOliver Pohle

Harmonically Weighted Processes
by Uwe Hassler & Mehdi Hosseinkouchack