Uwe Hassler : Citation Profile

Are you Uwe Hassler?

Goethe Universität Frankfurt am Main

15

H index

22

i10 index

1084

Citations

RESEARCH PRODUCTION:

72

Articles

40

Papers

2

Books

26

Chapters

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 37
   Journals where Uwe Hassler has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 44 (3.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha277
   Updated: 2023-05-27    RAS profile: 2022-08-07    
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Relations with other researchers

Works with:

Hosseinkouchack, Mehdi (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Uwe Hassler.

Is cited by:

Gil-Alana, Luis (177)

Caporale, Guglielmo Maria (75)

Rodrigues, Paulo (56)

GUPTA, RANGAN (45)

Nielsen, Morten (34)

Sibbertsen, Philipp (31)

Demetrescu, Matei (23)

YAYA, OLAOLUWA (23)

Miller, Stephen (22)

Canarella, Giorgio (20)

Baum, Christopher (19)

Cites to:

Phillips, Peter (35)

Breitung, Jörg (23)

Demetrescu, Matei (20)

Andrews, Donald (16)

Taylor, Robert (15)

Perron, Pierre (15)

Baillie, Richard (13)

Nielsen, Morten (12)

Diebold, Francis (11)

Campbell, John (11)

Pötscher, Benedikt (11)

Main data

Where Uwe Hassler has published?

Journals with more than one article published# docs
Economics Letters12
Journal of Time Series Analysis9
Statistical Papers9
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)7
Econometric Theory5
AStA Advances in Statistical Analysis4
Empirical Economics4
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
AStA Wirtschafts- und Sozialstatistisches Archiv2

Working Papers Series with more than one paper published# docs
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)17
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
Discussion Papers / Free University Berlin, School of Business & Economics2
Papers / arXiv.org2
Working Papers / Banco de Portugal, Economics and Research Department2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Uwe Hassler (2022 and 2021)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Applying the National Income Identity Approach in Examining Determinants of Economic Growth in South Africa. (2022). Bila, Santos ; Gumede, Vusi. In: African Journal of Economic Review. RePEc:ags:afjecr:320588.

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2021.

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2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2021Benfords laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity. (2021). Ausloos, Marcel ; Shakeel, Muhammad ; Dhesi, Gurjeet ; Ficcadenti, Valerio. In: Papers. RePEc:arx:papers:2104.07962.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2023Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2022Simplify and Improve: Revisiting Bulgarias Revenue Forecasting Models. (2022). Telarico, Fabio Ashtar. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:6:p:633-654.

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2021Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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2022Gravity Estimations with Interval Data: Revisiting the Impact of Free Trade Agreements. (2022). Yotov, Yoto ; Larch, Mario ; Egger, Peter. In: Economica. RePEc:bla:econom:v:89:y:2022:i:353:p:44-61.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

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2022Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340.

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2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

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2021The Relationship between Prices and Output in the UK and the US. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8970.

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2021Unemployment Persistence in Europe: Evidence from the 27 EU Countries. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trejo, Pablo Vicente. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9392.

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2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields. (2022). Yaya, Olaoluwa Simon ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9554.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2022Modelling Profitability of Private Equity: A Fractional Integration Approach. (2022). Gil-Alana, Luis ; Puertolas, Francisco ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9843.

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2022Measuring core inflation in the euro area. (2000). MORANA, CLAUDIO. In: Working Paper Series. RePEc:ecb:ecbwps:20000036.

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2021The Impact of Foreign Direct Investment on the Economic Growth of Egypt (1980-2018). (2021). Marwa, Elsherif ; Ashraf, Salah ; Alaa, Safwat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-9.

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2021The Effect of Export and Import on Economic Growth in Indonesia. (2021). Rostin, Rostin ; Gamsir, Gamsir ; Rahim, Manat ; Adam, Pasrun ; Syarif, Muh ; Millia, Heppi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-06-3.

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2021Impact of Production Sharing Contract Price Sliding Royalty: The case of Nigeria’s Deepwater Operation. (2021). Adeleye, Ngozi ; Obomanu, Tamunotonjo ; Okafor, Ikechukwu S ; Okoye, Lawrence U ; Okoro, Emmanuel E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-32.

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2022Analysis of Data Inflation Energy and Gasoline Price by Vector Autoregressive Model. (2022). Usman, Mustofa ; Wamiliana, Wamiliana ; Pratama, D N ; Paujiah, Sipa ; Russel, Edwin ; Ambya, Ambya ; Nairobi, Nairobi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-12.

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2022Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia. (2022). Wamiliana, Wamiliana ; Widiarti, Widiarti ; Warsono, Warsono ; Ansori, Muslim ; Russel, Edwin ; Loves, Luvita ; Usman, Mustofa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-9.

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2022Analysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015–2022. (2022). , Faiz ; Alam, Iskandar Ali ; Kufepaksi, Mahatma ; Russel, Edwin ; Wamiliana, Wamiliana ; Sarida, Munti ; Komarudin, M ; Usman, Mustofa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-22.

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2022Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2022The drift burst hypothesis. (2022). Reno, Roberto ; Oomen, Roel ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:461-497.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2021Aggregation of Seasonal Long-Memory Processes. (2021). del Barrio Castro, Tomás ; Rachinger, Heiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:95-106.

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2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

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2021Extending the Fama and French model with a long term memory factor. (2021). POUCHKAREV, I ; Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Lopez-Garcia, M N. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

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2021Energy transition without dirty capital stranding. (2021). Zhang, Lin ; Shi, Xunpeng ; Jin, Wei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s014098832100390x.

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2021Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803.

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2021Impacts of urbanization on carbon emissions: An empirical analysis from OECD countries. (2021). Wei, Yi-Ming ; Liao, Hua ; Liu, Lan-Cui ; Wang, Wei-Zheng. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000409.

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2022Research on influencing factors of renewable energy, energy efficiency, on technological innovation. Does trade, investment and human capital development matter?. (2022). Kolani, Kibir ; Ugwuoke, Ifeanyi Celestine ; Okolo, Chukwuemeka Valentine ; Wen, Jun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005838.

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2021Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Jalalifar, Saba ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100274x.

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2021Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767.

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2022The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379.

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2022How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x.

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2021U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis. (2021). Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:88-95.

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2022A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues. (2022). Borgia, Sofia ; Poza, Carlos ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:1-12.

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2021Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set. (2021). Winkelried, Diego. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000027.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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2021How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses. (2021). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Adekoya, Oluwasegun ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002841.

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2021Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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2022Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

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2021Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity. (2021). Shakeel, Muhammad ; Dhesi, Gurjeet ; Ficcadenti, Valerio ; Ausloos, Marcel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002417.

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2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

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2021The recovery of global stock markets indices after impacts due to pandemics. (2021). Tenreiro, Jose A ; Inacio Jr., C. M. C., ; David, S A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309429.

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2023Wheat Import Demand in Mexico: Evidence of Quantile Cointegration. (2023). Rios-Bolivar, Humberto ; Trejo-Garcia, Jose C ; Valencia-Romero, Ramon. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:980-:d:1136064.

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2021Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:39-:d:660147.

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2022Stochastic Modeling of Renewable Energy Sources for Capacity Credit Evaluation. (2022). Audomvongseree, Kulyos ; Diewvilai, Radhanon ; Junlakarn, Siripha. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5103-:d:861568.

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2021.

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2021Did Financial Consumers Benefit from the Digital Transformation? An Empirical Investigation. (2021). Kesuma, Prida Erni ; Park, Soojin ; Cho, Man. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:57-:d:659135.

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2022Social Security Payments and Financialization: Lessons from the Greek Case. (2022). Stamatopoulos, Theodoros ; Yfantopoulos, John ; Kyriakopoulos, Dionysios. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:615-:d:1006158.

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2022Unsustainable Urban Development Based on Temporary Workers: A Study on the Changes of Immigration in Macau between 1992 and 2019. (2022). Jiang, Lei ; Zhou, BO. In: Land. RePEc:gam:jlands:v:11:y:2022:i:11:p:1985-:d:964307.

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2023.

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2021.

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2022Commodity Prices after COVID-19: Persistence and Time Trends. (2022). Lazcano, Ana ; Monge, Manuel. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:128-:d:840676.

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2021.

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2022.

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2021Sustainable Earnings: How Can Herd Behavior in Financial Accumulation Feed into a Resilient Economic System?. (2021). Charles, Aurelie ; Sguotti, Damiano. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:5776-:d:559168.

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2021How Does Sustainable Rural Tourism Cause Rural Community Development?. (2021). Wu, Renhong ; Gao, Xiaodan ; He, Yugang ; Choi, Baek-Ryul ; Wang, Yinhui. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13516-:d:696677.

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2023??????????? ? ???????????????. (2023). Telarico, Fabio Ashtar. In: Post-Print. RePEc:hal:journl:hal-03989969.

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2022Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory. (2022). Sibbertsen, Philipp ; Mboya, Mwasi. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-705.

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2021Does Human Capital Mitigate Resource Curse? Evidence in the Short- and Long-Run. (2021). Asirvatham, Jebaraj ; Coulibaly, Ibrahima . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:10:p:157.

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2022CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE. (2022). Opuala-Charles, Silva ; Udeaja, Elias A ; Salisu, Afees A. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:25:y:2022:i:2b:p:155-172.

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2023Precious Metal Prices: A Tale of Four U.S. Recessions. (2023). Gil-Alana, Luis ; de Gracia, Fernando Perez ; Garcia-Del, Pedro ; Agnese, Pablo. In: IZA Discussion Papers. RePEc:iza:izadps:dp16012.

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2021Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; Ogundunmade, Tayo P ; Abu, Nurudeen. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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2021Self-employment by gender in the EU: convergence and clusters. (2021). Gil-Alana, Luis ; Cuestas, Juan ; Faria, Joo Ricardo ; Mourelle, Estefania. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:3:d:10.1007_s10663-020-09494-2.

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2021Sustainable Earnings: How Can Herd-behaviour on Financial Accumulation Feed into a Resilient Economic System?. (2021). Sguotti, Damiano ; Charles, Aurelie. In: LIS Working papers. RePEc:lis:liswps:811.

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2021Machine learning in energy forecasts with an application to high frequency electricity consumption data. (2021). Wetzel, Heike ; Henze, Janosch ; Heilmann, Erik. In: MAGKS Papers on Economics. RePEc:mar:magkse:202135.

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2021How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. (2021). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Vo, Xuan Vinh ; Adekoya, Oluwasegun B. In: MPRA Paper. RePEc:pra:mprapa:109829.

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2021Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Solarin, Sakiru Adebola. In: Working Papers. RePEc:pre:wpaper:202170.

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2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

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2022Volatility shocks in energy commodities: The influence of COVID-19. (2022). Munishi, Emmanuel ; Dickson, Pastory. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:11:y:2022:i:2:p:214-227.

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2022.

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2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

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2022A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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2022The impact of climate change on budget balances and debt in the Middle East and North Africa (MENA) region. (2022). Giovanis, Eleftherios ; Ozdamar, Oznur. In: Climatic Change. RePEc:spr:climat:v:172:y:2022:i:3:d:10.1007_s10584-022-03388-x.

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2021Fast computation and practical use of amplitudes at non-Fourier frequencies. (2021). Mangat, Manveer K ; Reschenhofer, Erhard. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-01061-4.

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2021Monitoring memory parameter change-points in long-memory time series. (2021). Chen, Zhanshou ; Li, Fuxiao ; Xiao, Yanting. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01840-4.

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2021Exchange rate pass-through to import prices in Europe: a panel cointegration approach. (2021). Arsova, Antonia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01858-8.

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2021Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches. (2021). Adekoya, Oluwasegun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01913-4.

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2021Model-based indicators for the identification of cyclical systemic risk. (2021). Mencia, Javier ; Galan, Jorge E. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-01993-2.

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2022Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. (2022). Tsionas, Mike ; Sakellaris, Plutarchos ; Bertsatos, Georgios. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02041-3.

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2022Tests for segmented cointegration: an application to US governments budgets. (2022). , Paulo ; Martins, Luis F. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7.

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2022Improvement in Hurst exponent estimation and its application to financial markets. (2022). Gomez-Aguila, A ; Trinidad-Segovia, J E ; Sanchez-Granero, M A. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00394-x.

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2022The relationship between prices and output in the UK and the US. (2022). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Caporale, Guglielmo Maria. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00231-4.

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2021A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7.

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2021A comparison of semiparametric tests for fractional cointegration. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01169-1.

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2021Bootstrapping regression models with locally stationary disturbances. (2021). Muoz, Joel ; Vilar, Jose A ; Mateu, Jorge ; Ferreira, Guillermo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00721-3.

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2021The relationship between information and communication technologies and female labour force participation in Turkey. (2021). Kemal, Elik Ali ; Ozge, Bari-Tuzemen ; Samet, Tuzemen. In: Economics and Business Review. RePEc:vrs:ecobur:v:7:y:2021:i:4:p:121-145:n:7.

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2021Are EU Members’ Economies an “Engine” of the EU Candidates’ Economies?. (2021). Milan, Kosti ; Marija, Radulovi. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:21:y:2021:i:2:p:97-117:n:3.

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2022On the Factor Structure of Bond Returns. (2022). Gospodinov, Nikolay ; Crump, Richard. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:295-314.

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More than 100 citations found, this list is not complete...

Works by Uwe Hassler:

YearTitleTypeCited
2019Forecasting under Long Memory and Nonstationarity In: Papers.
[Full Text][Citation analysis]		paper2
2020Unlucky Number 13? Manipulating Evidence Subject to Snooping In: Papers.
[Full Text][Citation analysis]		paper1
2022Unlucky Number 13? Manipulating Evidence Subject to Snooping.(2022) In: International Statistical Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]		article211
1993REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article36
1993THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1994(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article24
2001The Effect of Linear Time Trends on the KPSS Test for Cointegration In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2004Seasonal Unit Root Tests Under Structural Breaks In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2002Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2008Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2013Effect of temporal aggregation on multiple time series in the frequency domain In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2016Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2020Harmonically Weighted Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2000Cointegration Testing in Single Error?Correction Equations in the Presence of Linear Time Trends In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
1999Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends.(1999) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2006Combining Significance of Correlated Statistics with Application to Panel Data* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article60
2008On Critical Values of Tests against a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
1999Nonsense regressions due to time-varying means In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1998Fractional cointegrating regressions in the presence of linear time trends In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2000FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article15
2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]		article51
2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]		article15
2010IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]		article8
2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
[Full Text][Citation analysis]		article3
2002Dickey-Fuller cointegration tests in the presence of regime shifts at known time In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper1
2002A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper1
2002Residual log-periodogram inference for long-run relationships In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper32
2002Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2002Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2006Residual log-periodogram inference for long-run relationships.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2002Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2002The Effects of linear time trends on conintegration testing in single equations In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper1
2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]		paper1
2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Inflation-Unemployment Tradeoff and Regional Labor Market Data In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]		paper10
2003Inflation-unemployment trade-off and regional labor market data.(2003) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2002Inflation-Unemployment Tradeoff and Regional Labor Market Data.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2003Inflation-unemployment tradeoff and regional labor market data.(2003) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2002Inflation-unemployment tradeoff and regional labor market data.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2002Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper64
2002Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		article
2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 64		paper
2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2006A note on Phillips-Perron-type statistics for cointegration testing In: Economics Bulletin.
[Full Text][Citation analysis]		article1
1996A 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 In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2008On the persistence of the Eonia spread In: Economics Letters.
[Full Text][Citation analysis]		article23
2010Testing regression coefficients after model selection through sign restrictions In: Economics Letters.
[Full Text][Citation analysis]		article0
2012Impulse responses of antipersistent processes In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Persistence under temporal aggregation and differencing In: Economics Letters.
[Full Text][Citation analysis]		article2
2014Effect of the order of fractional integration on impulse responses In: Economics Letters.
[Full Text][Citation analysis]		article0
2017Ergodic for the mean In: Economics Letters.
[Full Text][Citation analysis]		article0
2020Estimating the mean under strong persistence In: Economics Letters.
[Full Text][Citation analysis]		article0
1994On the power of unit root tests against fractional alternatives In: Economics Letters.
[Full Text][Citation analysis]		article152
1996Spurious regressions when stationary regressors are included In: Economics Letters.
[Full Text][Citation analysis]		article12
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]		article9
1998Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters.
[Full Text][Citation analysis]		article6
1997Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2007Multicointegration under measurement errors In: Economics Letters.
[Full Text][Citation analysis]		article1
2011Estimation of fractional integration under temporal aggregation In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2011Estimation of fractional integration under temporal aggregation.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2014Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2014Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2008Comment on Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2016Panel Cointegration Testing in the Presence of Linear Time Trends In: Econometrics.
[Full Text][Citation analysis]		article0
1996Grundausbildung in Ökonometrie In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
1998The 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 In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
1998A Note on Correlation in Regressions Without Cointegration In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2001Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article1
2005Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article5
2009Hysteresis in Unemployment Rates? A Comparison between Germany and the US In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article1
2014Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article1
2008D. N. DeJong and C. Dave: Structural Macroeconometrics In: Journal of Economics.
[Full Text][Citation analysis]		article0
2016Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article12
2012Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1999The Effect of Linear Time Trends on Single Equation Cointegration Testing In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
2020Whittle-type estimation under long memory and nonstationarity In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article0
2006Unit root testing In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article7
2006Unit Root Testing.(2006) In: Springer Books.
[Citation analysis]
This paper has another version. Agregated cites: 7		chapter
2005Unit root testing.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 7		paper
2006Autoregressive distributed lag models and cointegration In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article60
2006Autoregressive Distributed Lag Models and Cointegration.(2006) In: Springer Books.
[Citation analysis]
This paper has another version. Agregated cites: 60		chapter
2005Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 60		paper
2011Asymptotic normal tests for integration in panels with cross-dependent units In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article11
2016Jürgen Wolters In: AStA Wirtschafts- und Sozialstatistisches Archiv.
[Full Text][Citation analysis]		article0
2016Jürgen Wolters.(2016) In: AStA Wirtschafts- und Sozialstatistisches Archiv.
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This paper has another version. Agregated cites: 0		article
1999(When) Should cointegrating regressions be detrended? The case of a German money demand function In: Empirical Economics.
[Full Text][Citation analysis]		article1
2011Pitfalls of post-model-selection testing: experimental quantification In: Empirical Economics.
[Full Text][Citation analysis]		article13
2014Detecting multiple breaks in long memory the case of U.S. inflation In: Empirical Economics.
[Full Text][Citation analysis]		article42
2011Detecting multiple breaks in long memory: The case of US inflation.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2016Stochastic Processes and Calculus In: Springer Texts in Business and Economics.
[Citation analysis]		book3
2013Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics.
[Citation analysis]		book81
2016Introduction In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Ito Integrals In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Ito’s Lemma In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Stochastic Differential Equations (SDE) In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Interest Rate Models In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Asymptotics of Integrated Processes In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Trends, Integration Tests and Nonsense Regressions In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Cointegration Analysis In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Basic Concepts from Probability Theory In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Autoregressive Moving Average Processes (ARMA) In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Spectra of Stationary Processes In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Long Memory and Fractional Integration In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Processes with Autoregressive Conditional Heteroskedasticity (ARCH) In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Wiener Processes (WP) In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Riemann Integrals In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2016Stieltjes Integrals In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Introduction and Basics In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Univariate Stationary Processes In: Springer Texts in Business and Economics.
[Citation analysis]		chapter1
2013Granger Causality In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Vector Autoregressive Processes In: Springer Texts in Business and Economics.
[Citation analysis]		chapter2
2013Nonstationary Processes In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Cointegration In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Nonstationary Panel Data In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2013Autoregressive Conditional Heteroscedasticity In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2003Nonsense regressions due to neglected time-varying means In: Statistical Papers.
[Full Text][Citation analysis]		article11
2007Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers.
[Full Text][Citation analysis]		article9
2011Detecting changes from short to long memory In: Statistical Papers.
[Full Text][Citation analysis]		article16
2016M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912 In: Statistical Papers.
[Full Text][Citation analysis]		article0
2017Palma, W.: Time series analysis In: Statistical Papers.
[Full Text][Citation analysis]		article0
2018Wayne 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 In: Statistical Papers.
[Full Text][Citation analysis]		article0
2019Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition In: Statistical Papers.
[Full Text][Citation analysis]		article0
2020Note on sample quantiles for ordinal data In: Statistical Papers.
[Full Text][Citation analysis]		article0
2022Understanding nonsense correlation between (independent) random walks in finite samples In: Statistical Papers.
[Full Text][Citation analysis]		article0
2019Testing the Newcomb-Benford Law: experimental evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2019Ratio tests under limiting normality In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2010Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
1995The Term Structure of Interest Rates as an Indicator of German Monetary Policy? In: SFB 373 Discussion Papers.
[Citation analysis]		paper5
2003Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
[Full Text][Citation analysis]		article1

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