16
H index
23
i10 index
1197
Citations
Uwe Hassler : Citation Profile
Goethe Universität Frankfurt am Main | RESEARCH PRODUCTION: 73 Articles 40 Papers 2 Books 28 Chapters RESEARCH ACTIVITY:
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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:
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Main data
Where Uwe Hassler has published?
Recent works citing Uwe Hassler (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475. Full description at Econpapers || Download paper |
| 2025 | Testing 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. Full description at Econpapers || Download paper |
| 2024 | Persistence 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. 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 |
| 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 |
| 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 |
| 2024 | An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030. Full description at Econpapers || Download paper |
| 2024 | Monetary 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. 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 |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Let 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. Full description at Econpapers || Download paper |
| 2025 | Stochastic 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. 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 |
| 2024 | The effect of the Covid-19 pandemic on tourism in Africa. (2024). Mudida, Robert ; Gil-Alana, Luis. In: MPRA Paper. RePEc:pra:mprapa:123141. Full description at Econpapers || Download paper |
| 2025 | Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455. Full description at Econpapers || Download paper |
| 2024 | Assessing 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. Full description at Econpapers || Download paper |
| 2024 | Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan ; Walterspacher, Stephan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x. Full description at Econpapers || Download paper |
| 2024 | Fractional 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Ageing 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. Full description at Econpapers || Download paper |
| 2024 | Long-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. Full description at Econpapers || Download paper |
| 2024 | . 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 | 224 |
| 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 | 26 |
| 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 | 2 |
| 2020 | Harmonically Weighted Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2000 | Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 1999 | Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends.(1999) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 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 |
| 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 | 16 |
| 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 | 169 |
| 1996 | Spurious regressions when stationary regressors are included In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 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 | 2 |
| 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 | 8 |
| 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: 8 | 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 | The 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). [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 | 1 |
| 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 | 79 |
| 2006 | Autoregressive Distributed Lag Models and Cointegration.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 79 | chapter | |
| 2005 | Autoregressive distributed lag models and cointegration.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | 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 | 48 |
| 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: 48 | paper | |
| 2016 | Stochastic Processes and Calculus In: Springer Texts in Business and Economics. [Citation analysis] | book | 5 |
| 2013 | Introduction to Modern Time Series Analysis In: Springer Texts in Business and Economics. [Citation analysis] | book | 91 |
| 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 | 12 |
| 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 |
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