Uwe Hassler : Citation Profile


Are you Uwe Hassler?

Goethe Universität Frankfurt am Main

12

H index

17

i10 index

787

Citations

RESEARCH PRODUCTION:

69

Articles

39

Papers

2

Books

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 29
   Journals where Uwe Hassler has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 42 (5.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha277
   Updated: 2020-10-24    RAS profile: 2020-09-01    
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Relations with other researchers


Works with:

Hosseinkouchack, Mehdi (6)

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 (135)

Caporale, Guglielmo Maria (54)

Rodrigues, Paulo (43)

GUPTA, RANGAN (40)

Nielsen, Morten (28)

Sibbertsen, Philipp (24)

Miller, Stephen (18)

Demetrescu, Matei (18)

Baum, Christopher (16)

Canarella, Giorgio (15)

YAYA, OLAOLUWA (15)

Cites to:

Phillips, Peter (33)

Breitung, Jörg (21)

Demetrescu, Matei (20)

Wolters, Juergen (17)

Granger, Clive (17)

Taylor, Robert (13)

Andrews, Donald (12)

Nielsen, Morten (12)

Baillie, Richard (12)

Diebold, Francis (11)

Campbell, John (11)

Main data


Where Uwe Hassler has published?


Journals with more than one article published# docs
Economics Letters12
Journal of Time Series Analysis9
Statistical Papers7
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)7
Econometric Theory5
Empirical Economics4
AStA Advances in Statistical Analysis4
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
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Working Papers / Banco de Portugal, Economics and Research Department2
Discussion Papers / Free University Berlin, School of Business & Economics2

Recent works citing Uwe Hassler (2020 and 2019)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2020Unit-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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2020Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53.

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2019Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470.

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2020Gravity-Model Estimation with Time-Interval Data: Revisiting the Impact of Free Trade Agreements. (2020). Yotov, Yoto ; Larch, Mario ; Egger, Peter H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8553.

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2020States and Wars: China’s Long March towards Unity and its Consequences, 221 BC – 1911 AD. (2020). Ma, Debin ; Shuo, Chen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:505.

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2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2019A moment-based notion of time dependence for functional time series. (2019). Gleim, Alexander ; Salish, Nazarii . In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:377-392.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2020Issues in the estimation of mis-specified models of fractionally integrated processes. (2020). Poskitt, D S ; Nadarajah, K ; Martin, Gael M. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:559-573.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2019Re-examining the movements of crude oil spot and futures prices over time. (2019). Holmes, Mark ; Otero, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:224-236.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo M ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). Ling, Pui Kiew ; Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Furuoka, Fumitaka. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

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2020Bias corrections for exponentially transformed forecasts: Are they worth the effort?. (2020). Demetrescu, Matei ; Titova, Anna ; Golosnoy, Vasyl. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:761-780.

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2019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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2020Air transport demand and economic development in sub-Saharan Africa: Direction of causality. (2020). Holmgren, Johan ; Brthen, Svein ; Tolcha, Tassew Dufera. In: Journal of Transport Geography. RePEc:eee:jotrge:v:86:y:2020:i:c:s0966692319309421.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent. (2019). Lai, Yongzeng ; Yan, Lizhao ; Yang, Xianglin ; Cheng, Cheng ; Liu, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119311720.

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2019A novel approach to detect volatility clusters in financial time series. (2019). Sanchez-Granero, M A ; Fernandez-Martinez, M ; Trinidad, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314098.

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2020High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

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2019Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models. (2019). Kripfganz, Sebastian ; Schneider, Daniel C. In: Discussion Papers. RePEc:exe:wpaper:1901.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2020Temporal Aggregation and Long Memory for Asset Price Volatility. (2020). Perron, Pierre ; Shi, Wendong . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:182-:d:399544.

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2019Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM. (2019). Sarker, Niluthpaul ; Bhowmik, Probir Kumar ; Zheng, Changjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:325-:d:303730.

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2019A Comparison of Semiparametric Tests for Fractional Cointegration. (2019). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-651.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2020Self-employment by gender in the EU: convergence and clusters. (2020). Cuestas, Juan ; Mourelle, Estefania ; Gil-Alana, Luis ; Faria, Joo Ricardo. In: Working Papers. RePEc:jau:wpaper:2020/22.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2020Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. (2020). Andersson, Fredrik ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09900-3.

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2020Destructive entrepreneurship in the small business sector: bankruptcy fraud in Sweden, 1830–2010. (2020). Lin, Xiang ; Gratzer, Karl ; Box, Marcus. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:2:d:10.1007_s11187-018-0043-3.

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2019Exchange rate pass-through to import prices in Europe: A panel cointegration approach. (2019). Arsova, Antonia. In: Working Paper Series in Economics. RePEc:lue:wpaper:384.

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2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach. (2019). Poskitt, Donald ; Martin, Gael M ; Nadarajah, Kanchana. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-7.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: Discussion Papers. RePEc:not:notgts:19/01.

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2019Inflation in Argentina: Analysis of Persistence Using Fractional Integration. (2019). Gil-Alana, Luis A ; Isoardi, Mateo. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8.

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2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:102190.

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2020Aggregation of Seasonal Long-Memory Processes. (2020). del Barrio Castro, Tomás ; Rachinger, Heiko. In: MPRA Paper. RePEc:pra:mprapa:102890.

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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Working Papers. RePEc:ptu:wpaper:w201912.

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2019Climate change scenarios for Paraguayan power demand 2017–2050. (2019). Trotter, Ian ; Benitez, Angel Manuel. In: Climatic Change. RePEc:spr:climat:v:156:y:2019:i:3:d:10.1007_s10584-019-02470-1.

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2019Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK. (2019). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1471-2.

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2019Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pereira, Joo Pedro ; Pesquita, Vasco . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

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2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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2020Exploring the dynamics in the environmental discourse: the longitudinal interaction among public opinion, presidential opinion, media coverage, policymaking in 3 decades and an integrated model of med. (2020). Stephens, Lowndes F ; Liu, Zhaoxi ; Yao, Qingjiang. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:40:y:2020:i:1:d:10.1007_s10669-019-09746-y.

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2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

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2019Unit Root Tests for Dependent Micropanels. (2019). Choi, In. In: The Japanese Economic Review. RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12170.

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2020Persistence of the Misery Index in African Countries. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02184-y.

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2020Lack of fit test for long memory regression models. (2020). Wang, Lihong. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:3:d:10.1007_s00362-017-0974-9.

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2020Robust Estimation of the Memory Parameter. (2020). Mangat, Manveer K ; Stark, Thomas ; Reschenhofer, Erhard. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_5.

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Works by Uwe Hassler:


YearTitleTypeCited
2019Forecasting under Long Memory and Nonstationarity In: Papers.
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1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
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article189
1993REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
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1993THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis.
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1994(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis.
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article1
2001The Effect of Linear Time Trends on the KPSS Test for Cointegration In: Journal of Time Series Analysis.
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article0
2004Seasonal Unit Root Tests Under Structural Breaks* In: Journal of Time Series Analysis.
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article9
2002Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics.
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2008Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis.
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2013Effect of temporal aggregation on multiple time series in the frequency domain In: Journal of Time Series Analysis.
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article1
2016Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis.
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article1
2020Harmonically Weighted Processes In: Journal of Time Series Analysis.
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2000 Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends. In: Oxford Bulletin of Economics and Statistics.
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2006Combining Significance of Correlated Statistics with Application to Panel Data* In: Oxford Bulletin of Economics and Statistics.
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2008On Critical Values of Tests against a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
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2013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics.
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1999Nonsense regressions due to time-varying means In: DES - Working Papers. Statistics and Econometrics. WS.
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1999Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Fractional cointegrating regressions in the presence of linear time trends In: DES - Working Papers. Statistics and Econometrics. WS.
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2000FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS.(2000) In: Computing in Economics and Finance 2000.
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2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
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2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
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2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
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2010IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory.
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2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
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2002Dickey-Fuller cointegration tests in the presence of regime shifts at known time In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Residual log-periodogram inference for long-run relationships In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2006Residual log-periodogram inference for long-run relationships.(2006) In: Journal of Econometrics.
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2002Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics.
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2002The Effects of linear time trends on conintegration testing in single equations In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2002) In: Darmstadt Discussion Papers in Economics.
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2002A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics.
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2002Inflation-Unemployment Tradeoff and Regional Labor Market Data In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2003Inflation-unemployment trade-off and regional labor market data.(2003) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Inflation-Unemployment Tradeoff and Regional Labor Market Data.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2003Inflation-unemployment tradeoff and regional labor market data.(2003) In: Empirical Economics.
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2002Inflation-unemployment tradeoff and regional labor market data.(2002) In: Darmstadt Discussion Papers in Economics.
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2002Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper52
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