15
H index
23
i10 index
1171
Citations
Uwe Hassler : Citation Profile
Goethe Universität Frankfurt am Main | RESEARCH PRODUCTION: 71 Articles 40 Papers 2 Books 28 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
30 years (1993 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Uwe Hassler. | Is cited by:
| Cites to:
|
Main data
Where Uwe Hassler has published?
Recent works citing Uwe Hassler (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907. Full description at Econpapers || Download paper |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
| 2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219. Full description at Econpapers || Download paper |
| 2024 | Response Surface Regressions for Critical Value Bounds and Approximate p?values in Equilibrium Correction Models. (2020). Kripfganz, Sebastian ; Schneider, Daniel C. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1456-1481. Full description at Econpapers || Download paper |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10682. Full description at Econpapers || Download paper |
| 2023 | The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095. Full description at Econpapers || Download paper |
| 2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper |
| 2024 | Modelling 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. Full description at Econpapers || Download paper |
| 2023 | Exploring the critical demand drivers of electricity consumption in Thailand. (2023). Uddin, Gazi ; Troster, Victor ; Ahmed, Ali ; Taghizadeh-Hesary, Farhad ; Phoumin, Han ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003730. Full description at Econpapers || Download paper |
| 2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper |
| 2023 | Variable Split Convolutional Attention: A novel Deep Learning model applied to the household electric power consumption. (2023). Pereira, Fernando Lobo ; Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007156. Full description at Econpapers || Download paper |
| 2023 | On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327. Full description at Econpapers || Download paper |
| 2023 | Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities. (2023). Lux, Thomas ; Sattarhoff, Cristina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1678-1697. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2024 | Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984. Full description at Econpapers || Download paper |
| 2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
| 2023 | MAntRA: A framework for model agnostic reliability analysis. (2023). Chakraborty, Souvik ; Nayek, Rajdip ; Tripura, Tapas ; More, Kalpesh Sanjay ; Mathpati, Yogesh Chandrakant. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001485. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101. Full description at Econpapers || Download paper |
| 2024 | Fiscal 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. Full description at Econpapers || Download paper |
| 2023 | Application of ARDL modelling in global structural shocks and their dynamic impact on FDI. (2023). Doac, Erika-Maria ; Siriteanu, Adelina-Andreea. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:8:y:2023:i:14:p:181-191. Full description at Econpapers || Download paper |
| 2023 | Wheat 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Towards a Sustainable Future: Economic Cybernetics in Analyzing Romania’s Circular Economy. (2023). Delcea, Camelia ; Chiri, Nora ; Nica, Ionu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14433-:d:1252736. Full description at Econpapers || Download paper |
| 2023 | Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: a time-series analsys to unveil short- and long-run dynamics.. (2023). Santolino, Miguel ; Estvez, Marc ; Alcaiz, Manuela. In: IREA Working Papers. RePEc:ira:wpaper:202313. Full description at Econpapers || Download paper |
| 2023 | Precious 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. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
| 2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x. Full description at Econpapers || Download paper |
| 2023 | Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6. Full description at Econpapers || Download paper |
| 2023 | Profitability of private equity: mean reversion and transitory shocks. (2023). Puertolas-Montanes, Francisco ; Gil-Alana, Luis Alberiko. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7. Full description at Econpapers || Download paper |
| 2023 | Measuring Persistence in the US Equity Gender Diversity Index. (2023). Gil-Alana, Luis A ; Rio, Marta ; Infante, Juan. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:167:y:2023:i:1:d:10.1007_s11205-023-03104-x. Full description at Econpapers || Download paper |
| 2023 | Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z. Full description at Econpapers || Download paper |
| 2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246. Full description at Econpapers || Download paper |
| 2023 | Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present. (2023). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Roubaud, David ; Lahiani, Amine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634. Full description at Econpapers || Download paper |
| 2023 | Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908. Full description at Econpapers || Download paper |
Works by Uwe Hassler:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Forecasting under Long Memory and Nonstationarity In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Unlucky Number 13? Manipulating Evidence Subject to Snooping In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Unlucky Number 13? Manipulating Evidence Subject to Snooping.(2022) In: International Statistical Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1995 | Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 223 |
| 1993 | REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 38 |
| 1993 | THE PERIODOGRAM REGRESSION In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1994 | (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 25 |
| 2001 | The Effect of Linear Time Trends on the KPSS Test for Cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2004 | Seasonal Unit Root Tests Under Structural Breaks In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2002 | Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Seasonal 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 nother version. Agregated cites: 9 | paper | |
| 2009 | Seasonal Unit Root Tests under Structural Breaks.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Seasonal Unit Root Tests under Structural Breaks.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2008 | Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Effect of temporal aggregation on multiple time series in the frequency domain In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2016 | Powerful Unit Root Tests Free of Nuisance Parameters In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2020 | Harmonically Weighted Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2006 | Combining Significance of Correlated Statistics with Application to Panel Data* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 65 |
| 2008 | On Critical Values of Tests against a Change in Persistence* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1999 | Nonsense regressions due to time-varying means In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Fractional cointegrating regressions in the presence of linear time trends In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2000 | FRACTIONAL 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 | |
| 2006 | A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
| 2008 | LONG MEMORY TESTING IN THE TIME DOMAIN In: Econometric Theory. [Full Text][Citation analysis] | article | 53 |
| 2009 | TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 2010 | IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2016 | (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2002 | Dickey-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] | paper | 1 |
| 2002 | A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 1 |
| 2002 | Residual log-periodogram inference for long-run relationships In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 33 |
| 2002 | Residual 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 nother version. Agregated cites: 33 | paper | |
| 2009 | Residual Log-Periodogram Inference for Long-Run-Relationships.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2006 | Residual log-periodogram inference for long-run relationships.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2002 | Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2002 | The Effects of linear time trends on conintegration testing in single equations In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 1 |
| 2002 | The 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 nother version. Agregated cites: 1 | paper | |
| 2009 | The Effect of Linear Time Trends on Cointegration Testing in Single Equations.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | The 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 nother version. Agregated cites: 1 | paper | |
| 2002 | A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 1 |
| 2009 | A Residual-Based LM Test for Fractional Cointegration.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | Inflation-Unemployment Tradeoff and Regional Labor Market Data In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 10 |
| 2003 | Inflation-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 nother version. Agregated cites: 10 | paper | |
| 2009 | Inflation-Unemployment Tradeoff and Regional Labor Market Data.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2003 | Inflation-unemployment tradeoff and regional labor market data.(2003) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2002 | Inflation-unemployment tradeoff and regional labor market data.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2002 | Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 66 |
| 2002 | Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2001 | Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2000 | Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2006 | A note on Phillips-Perron-type statistics for cointegration testing In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 1996 | A Casebook for a first course in statistics and data analysis. : S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | On the persistence of the Eonia spread In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 2010 | Testing regression coefficients after model selection through sign restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Impulse responses of antipersistent processes In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Persistence under temporal aggregation and differencing In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Effect of the order of fractional integration on impulse responses In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Ergodic for the mean In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Estimating the mean under strong persistence In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1994 | On the power of unit root tests against fractional alternatives In: Economics Letters. [Full Text][Citation analysis] | article | 162 |
| 1996 | Spurious regressions when stationary regressors are included In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 1997 | On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1998 | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1997 | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | Multicointegration under measurement errors In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2011 | Estimation of fractional integration under temporal aggregation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2011 | Estimation of fractional integration under temporal aggregation.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2014 | Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2014 | Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Comment on Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Cointegration analysis under measurement errors In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 2 |
| 2023 | Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 1996 | A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Panel Cointegration Testing in the Presence of Linear Time Trends In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1996 | Grundausbildung in Ökonometrie In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 1998 | A Note on Correlation in Regressions Without Cointegration In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2001 | Wealth 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] | article | 1 |
| 2005 | Spurious 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] | article | 5 |
| 2009 | Hysteresis 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] | article | 2 |
| 2014 | Multiple 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] | article | 1 |
| 2008 | D. N. DeJong and C. Dave: Structural Macroeconometrics In: Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2012 | Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2023 | Forecasting under Long Memory* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1999 | The Effect of Linear Time Trends on Single Equation Cointegration Testing In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 2020 | Whittle-type estimation under long memory and nonstationarity In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
| 2006 | Unit root testing In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 8 |
| 2006 | Unit Root Testing.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 8 | chapter | |
| 2005 | Unit root testing.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Autoregressive distributed lag models and cointegration In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 76 |
| 2006 | Autoregressive Distributed Lag Models and Cointegration.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 76 | chapter | |
| 2005 | Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 2011 | Asymptotic normal tests for integration in panels with cross-dependent units In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 12 |
| 2016 | Jürgen Wolters In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2016 | Jürgen Wolters.(2016) In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] This paper has nother 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] | article | 1 |
| 2011 | Pitfalls of post-model-selection testing: experimental quantification In: Empirical Economics. [Full Text][Citation analysis] | article | 13 |
| 2014 | Detecting multiple breaks in long memory the case of U.S. inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 46 |
| 2011 | Detecting 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 nother version. Agregated cites: 46 | paper | |
| 2016 | Stochastic Processes and Calculus In: Springer Texts in Business and Economics. [Citation analysis] | book | 4 |
| 2013 | Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics. [Citation analysis] | book | 89 |
| 2016 | Introduction In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Ito Integrals In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Ito’s Lemma In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Stochastic Differential Equations (SDE) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Interest Rate Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Asymptotics of Integrated Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Trends, Integration Tests and Nonsense Regressions In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Cointegration Analysis In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Basic Concepts from Probability Theory In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Autoregressive Moving Average Processes (ARMA) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Spectra of Stationary Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Long Memory and Fractional Integration In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Processes with Autoregressive Conditional Heteroskedasticity (ARCH) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Wiener Processes (WP) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Riemann Integrals In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Stieltjes Integrals In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Introduction and Basics In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Univariate Stationary Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 2 |
| 2013 | Granger Causality In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Vector Autoregressive Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 2 |
| 2013 | Nonstationary Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Cointegration In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Nonstationary Panel Data In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2013 | Autoregressive Conditional Heteroscedasticity In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2003 | Nonsense regressions due to neglected time-varying means In: Statistical Papers. [Full Text][Citation analysis] | article | 11 |
| 2007 | Effect of neglected deterministic seasonality on unit root tests In: Statistical Papers. [Full Text][Citation analysis] | article | 9 |
| 2011 | Detecting changes from short to long memory In: Statistical Papers. [Full Text][Citation analysis] | article | 17 |
| 2016 | M. 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] | article | 0 |
| 2017 | Palma, W.: Time series analysis In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2018 | Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2019 | Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2020 | Note on sample quantiles for ordinal data In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2022 | Understanding nonsense correlation between (independent) random walks in finite samples In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2019 | Testing the Newcomb-Benford Law: experimental evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | Ratio tests under limiting normality In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2010 | Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 1995 | The Term Structure of Interest Rates as an Indicator of German Monetary Policy? In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
| 2003 | Zeitabhängige 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] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team