Uwe Hassler : Citation Profile

Goethe Universität Frankfurt am Main

16

H index

24

i10 index

1223

Citations

RESEARCH PRODUCTION:

74

Articles

41

Papers

2

Books

28

Chapters

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 38
   Journals where Uwe Hassler has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 44 (3.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha277
   Updated: 2025-12-13    RAS profile: 2025-09-11    
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Relations with other researchers

Works with:

Hosseinkouchack, Mehdi (3)

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 (202)

Caporale, Guglielmo Maria (83)

Rodrigues, Paulo (65)

GUPTA, RANGAN (46)

Sibbertsen, Philipp (43)

Nielsen, Morten (34)

YAYA, OLAOLUWA (24)

Demetrescu, Matei (24)

Miller, Stephen (22)

Canarella, Giorgio (20)

Baum, Christopher (19)

Cites to:

Phillips, Peter (43)

Breitung, Jörg (23)

Demetrescu, Matei (20)

Andrews, Donald (16)

Perron, Pierre (15)

Taylor, Robert (15)

Baillie, Richard (13)

Nielsen, Morten (12)

Stock, James (12)

Velasco, Carlos (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
Journal of Financial Econometrics2
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
Papers / arXiv.org3
Discussion Papers / Free University Berlin, School of Business & Economics2
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 (2025 and 2024)

YearTitle of citing document
2024A Time Trend and Persistence Analysis of Sunflower Oil and Olive Oil Prices in the Context of the Russia-Ukraine War. (2024). Monge, Manuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348135.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2025Predicting the Price of Gold in the Financial Markets Using Hybrid Models. (2025). Modarres, Mohammad ; Rashidi, Mohammadhossein. In: Papers. RePEc:arx:papers:2505.01402.

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2025The Optimal Magnitude of Government Spending: Evidence from Cambodia. (2025). Bartha, Zoltan ; Hok, Leanghak. In: Papers. RePEc:arx:papers:2510.02368.

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2024Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11.

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2024INVESTIGATING THE EFFECT OF AN UNDERDEVELOPED FINANCIAL SECTOR ON NON-OIL EXPORT IN NIGERIA. (2024). Ogunjumo, Rotimi. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:240:p:107-130.

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2024A residual‐based nonparametric variance ratio no‐cointegration test. (2024). Reichold, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:847-856.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Persistence and Nonlinearities in the US Federal Funds Rate. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11913.

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2024Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:44712.

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2024Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2024Impact of, Human Capital, Economic Factors, Energy Consumption, and Urban Growth on Environmental Sustainability in Morocco: An ARDL Approach. (2024). Hamid, Lakhmaiss ; el Asli, Hamdi ; Mohamed, Azeroual ; Zineb, Afif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-65.

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2024Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies. (2024). Gil-Alana, Luis ; Carmona-Gonzalez, Nieves ; Martin-Valmayor, Miguel A ; Sanchez-Martin, Maria-Pilar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:390-403.

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2024Technological progress and economic dynamics: Unveiling the long memory of total factor productivity. (2024). Skare, Marinko ; Qin, Yong ; Wu, Tong ; Xu, Zeshui ; Xiao, Anran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:326-343.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

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2024Evaluation of the energy saving potential in electric motors applying a load-based voltage control method. (2024). Santos, Vladimir Sousa ; Cabello, Mario J. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017869.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2025Effect of infrastructure and technological factors on slum online commerce and product delivery: A structural functionalism perspective. (2025). Armah, Abdul Karim ; Li, Jinfa ; Wei, Mengdi. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:85:y:2025:i:c:s0969698925000712.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030.

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2024Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis. (2024). Monge, Manuel ; Infante, Juan ; Lazcano, Ana. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000450.

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2025Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration. (2025). Gil-Alana, Luis ; Martn-Valmayor, Miguel A ; Goenechea, Maria ; Solarin, Sakiru. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032124010530.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2025Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77.

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2025Linkage and coordination: Industrial digital transformation from the perspective of innovation ecosystem. (2025). Huang, Cui ; Wang, YU ; Ye, Xuanting ; Zhang, Jian. In: Technovation. RePEc:eee:techno:v:144:y:2025:i:c:s0166497225000604.

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2024Fiscal sustainability and the composition of government investment: The case of investment in road infrastructure. (2024). Valila, Timo. In: Transport Policy. RePEc:eee:trapol:v:145:y:2024:i:c:p:105-125.

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2024A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects. (2024). Olaniran, Saidat Fehintola ; Ismail, Mohd Tahir ; Allohibi, Jeza ; Alharbi, Abdulmajeed Atiah. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1172-:d:1375219.

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2025Time Series Analysis of the Dynamics of Merger and Acquisition Cycles in the Global Water Sector. (2025). Infante, Juan ; Monge, Manuel ; Hurtado, Rafael. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1146-:d:1624673.

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2024Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility. (2024). Gupta, Amulya ; Yuan, Jie ; Zhang, Zhu. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:6:p:1400-1416.

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2024Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches. (2024). Ahmad, Yamin ; Lo, Ming Chien ; Check, Adam. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0.

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2025Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis. (2025). Kotsios, Stelios ; Drakonakis, Emmanouil. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10581-w.

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2025Analyzing Stationarity in World Coffee Prices. (2025). Gil-Alana, Luis ; Komatsu, Flores C. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10630-4.

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2024Private and public debt convergence: a fractional cointegration approach. (2024). Gil-Alana, Luis ; Malmierca-Ordoqui, Maria ; Bermejo, Lorenzo. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:1:d:10.1007_s10663-023-09594-9.

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2024Oil prices and the euro exchange rate. (2024). Michail, Nektarios ; Louka, Kyriaki G. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:4:d:10.1007_s10368-024-00622-y.

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2024An Assessment of Inflation Targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_05.

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2024Why is Labor in the SSA LDCs Moving from One Low Productivity Sector to Another?. (2024). Azenui, Ngwinui Belinda. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:36:y:2024:i:1:d:10.1057_s41287-023-00599-5.

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2024Luxury goods and services in recession periods. Time trends and persistence analysis. (2024). Monge, Manuel ; Ceron, Berta Marcos. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:23:y:2024:i:6:d:10.1057_s41272-023-00469-z.

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2025Time trends and persistence of the return difference between growth and value investment strategies. (2025). Hurtado, Rafael ; Infante, Juan ; Monge, Manuel. In: PLOS ONE. RePEc:plo:pone00:0332690.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024The effect of the Covid-19 pandemic on tourism in Africa. (2024). Mudida, Robert ; Gil-Alana, Luis. In: MPRA Paper. RePEc:pra:mprapa:123141.

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2025Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455.

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2025Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:24-12.

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2024Assessing the Degree of Market Power in the Rice Milling Industry of Sri Lanka: An Application of the NEIO Approach. (2024). Weerasooriya, Senal ; Mufeeth, Musthapha ; Weerahewa, Jeevika. In: Studies in Microeconomics. RePEc:sae:miceco:v:12:y:2024:i:2:p:115-134.

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2024Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Walterspacher, Stephan ; Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x.

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2024Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w.

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2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Aruchunan, Elayaraja. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025Persistence in China’s household consumption level: implications for the new growth model. (2025). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Larrarte, Andoni Maiza. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-025-09709-x.

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2025Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries. (2025). Gil-Alana, Luis ; Gonzlez-Blanch, Mara Jess ; Lafuente, Carmen ; Solarin, Sakiru Adebola. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02034-4.

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2024Persistence in Tax Revenues: Evidence from Some OECD Countries. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00386-x.

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2024Ageing ascendances labour force participation in India: myth or reality?. (2024). Maity, Shrabanti ; Sinha, Anup ; Roy, Niranjan. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:3:d:10.1007_s40847-023-00296-3.

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2024The effect of economic policy uncertainty under fractional integration. (2024). Ramirez, Carlos. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-022-00233-y.

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2025Assessing the impact of Covid-19 on the Italian comic book industry: a panel vector autoregressive analysis of financial ratios. (2025). Magrini, Alessandro ; Rimediotti, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02122-w.

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2024Long-run inequality persistence in the U.S., 1870–2019. (2024). Sanso-Navarro, Marcos ; Gayn-Navarro, Carlos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:1:d:10.1007_s11205-024-03309-8.

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2025Labour market mismatches in G7 countries: a fractional integration approach. (2025). Poza, Carlos ; Alberiko, Luis ; Gonzlez-Blanch, Mara Jess. In: Applied Economics. RePEc:taf:applec:v:57:y:2025:i:7:p:736-752.

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2025Going viral: Inflation narratives and the macroeconomy. (2024). Weinig, Max ; Fritsche, Ulrich. In: WiSo-HH Working Paper Series. RePEc:zbw:uhhwps:307613.

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Works by Uwe Hassler:

YearTitleTypeCited
2019Forecasting under Long Memory and Nonstationarity In: Papers.
[Full Text][Citation analysis]		paper3
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.
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This paper has nother version. Agregated cites: 1		article
2025Simultaneous Inference Bands for Autocorrelations In: Papers.
[Full Text][Citation analysis]		paper0
1995Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]		article224
1993REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article39
1993THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
1994(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article26
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]		article10
2002Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
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2009Seasonal Unit Root Tests under Structural Breaks.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 10		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]		article5
2016Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2020Harmonically Weighted Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
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.
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This paper has nother 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]		article67
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]		article2
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 nother version. Agregated cites: 2		paper
2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article16
2008LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]		article53
2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
[Full Text][Citation analysis]		article16
2010IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]		article12
2016(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory.
[Full Text][Citation analysis]		article4
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
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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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2009Residual Log-Periodogram Inference for Long-Run-Relationships.(2009) 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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2009The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2009) 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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2009A Residual-Based LM Test for Fractional Cointegration.(2009) 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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2009Inflation-Unemployment Tradeoff and Regional Labor Market Data.(2009) 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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2002Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics.
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2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
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2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
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1998Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters.
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1997Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports.
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2011Estimation of fractional integration under temporal aggregation.(2011) In: Post-Print.
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2014Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance.
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2014Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers.
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2009Cointegration analysis under measurement errors In: Advances in Econometrics.
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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 Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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1998A Note on Correlation in Regressions Without Cointegration In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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).
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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).
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2009Hysteresis in Unemployment Rates? A Comparison between Germany and the US In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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).
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2008D. N. DeJong and C. Dave: Structural Macroeconometrics In: Journal of Economics.
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2016Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: Journal of Financial Econometrics.
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2012Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers.
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2020Whittle-type estimation under long memory and nonstationarity In: AStA Advances in Statistical Analysis.
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2006Unit root testing In: AStA Advances in Statistical Analysis.
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2006Unit Root Testing.(2006) In: Springer Books.
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2005Unit root testing.(2005) In: Discussion Papers.
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2006Autoregressive Distributed Lag Models and Cointegration.(2006) In: Springer Books.
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2005Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers.
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2011Asymptotic normal tests for integration in panels with cross-dependent units In: AStA Advances in Statistical Analysis.
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2016Jürgen Wolters.(2016) In: AStA Wirtschafts- und Sozialstatistisches Archiv.
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1999(When) Should cointegrating regressions be detrended? The case of a German money demand function In: Empirical Economics.
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2011Pitfalls of post-model-selection testing: experimental quantification In: Empirical Economics.
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2014Detecting multiple breaks in long memory the case of U.S. inflation In: Empirical Economics.
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2011Detecting multiple breaks in long memory: The case of US inflation.(2011) In: Discussion Paper Series 1: Economic Studies.
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2016Stochastic Processes and Calculus In: Springer Texts in Business and Economics.
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2013Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics.
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2016Introduction In: Springer Texts in Business and Economics.
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2016Ito Integrals In: Springer Texts in Business and Economics.
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2016Ito’s Lemma In: Springer Texts in Business and Economics.
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2016Stochastic Differential Equations (SDE) In: Springer Texts in Business and Economics.
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2016Interest Rate Models In: Springer Texts in Business and Economics.
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2016Asymptotics of Integrated Processes In: Springer Texts in Business and Economics.
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2016Trends, Integration Tests and Nonsense Regressions In: Springer Texts in Business and Economics.
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2016Cointegration Analysis In: Springer Texts in Business and Economics.
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2016Basic Concepts from Probability Theory In: Springer Texts in Business and Economics.
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2016Autoregressive Moving Average Processes (ARMA) In: Springer Texts in Business and Economics.
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2016Spectra of Stationary Processes In: Springer Texts in Business and Economics.
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2016Long Memory and Fractional Integration In: Springer Texts in Business and Economics.
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2016Processes with Autoregressive Conditional Heteroskedasticity (ARCH) In: Springer Texts in Business and Economics.
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2016Wiener Processes (WP) In: Springer Texts in Business and Economics.
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2016Riemann Integrals In: Springer Texts in Business and Economics.
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2016Stieltjes Integrals In: Springer Texts in Business and Economics.
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2013Introduction and Basics In: Springer Texts in Business and Economics.
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2013Univariate Stationary Processes In: Springer Texts in Business and Economics.
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2013Granger Causality In: Springer Texts in Business and Economics.
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2013Vector Autoregressive Processes In: Springer Texts in Business and Economics.
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2013Nonstationary Processes In: Springer Texts in Business and Economics.
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2013Cointegration In: Springer Texts in Business and Economics.
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2013Nonstationary Panel Data In: Springer Texts in Business and Economics.
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2013Autoregressive Conditional Heteroscedasticity In: Springer Texts in Business and Economics.
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2003Nonsense regressions due to neglected time-varying means In: Statistical Papers.
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2007Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers.
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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.
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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.
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2019Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition In: Statistical Papers.
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2003Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
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