Introduction to modern time series analysis G Kirchgässner, J Wolters, U Hassler Springer Science & Business Media, 2012 | 1016 | 2012 |
Long memory in inflation rates: International evidence U Hassler, J Wolters Journal of Business & Economic Statistics 13 (1), 37-45, 1995 | 479 | 1995 |
On the power of unit root tests against fractional alternatives U Hassler, J Wolters Economics letters 45 (1), 1-5, 1994 | 342 | 1994 |
Autoregressive distributed lag models and cointegration U Hassler, J Wolters Allgemeines Statistisches Archiv 90, 59-74, 2006 | 247 | 2006 |
Inference on the cointegration rank in fractionally integrated processes J Breitung, U Hassler Journal of Econometrics 110 (2), 167-185, 2002 | 152 | 2002 |
Regression of spectral estimators with fractionally integrated time series U Hassler Journal of Time Series Analysis 14 (4), 369-380, 1993 | 137 | 1993 |
Combining significance of correlated statistics with application to panel data M Demetrescu, U Hassler, AI Tarcolea Oxford Bulletin of Economics and Statistics 68 (5), 647-663, 2006 | 128 | 2006 |
(Mis) specification of long memory in seasonal time series U Hassler Journal of Time Series Analysis 15 (1), 19-30, 1994 | 110 | 1994 |
Long memory testing in the time domain M Demetrescu, V Kuzin, U Hassler Econometric Theory 24 (1), 176-215, 2008 | 100 | 2008 |
Detecting multiple breaks in long memory the case of US inflation U Hassler, B Meller Empirical Economics 46, 653-680, 2014 | 69 | 2014 |
Ökonometrie L Auer Eine Einführung, Berlin et al.: Springer, 2003 | 67 | 2003 |
On the persistence of the Eonia spread U Hassler, D Nautz Economics Letters 101 (3), 184-187, 2008 | 65 | 2008 |
Nonsensical and biased correlation due to pooling heterogeneous samples U Hassler, T Thadewald Journal of the Royal Statistical Society Series D: The Statistician 52 (3 …, 2003 | 57 | 2003 |
Leitfaden zum Testen und Schätzen von Kointegration U Hassler Arbeiten mit ökonometrischen Modellen, 85-115, 2004 | 52* | 2004 |
Time series analysis with long memory in view U Hassler John Wiley & Sons, 2018 | 51 | 2018 |
Stochastic processes and calculus U Hassler Springer, 2016 | 50 | 2016 |
Detecting changes from short to long memory U Hassler, J Scheithauer Statistical Papers 52, 847-870, 2011 | 47 | 2011 |
Unit root testing J Wolters, U Hassler Allgemeines Statistisches Archiv 90, 43-58, 2006 | 46 | 2006 |
Residual log-periodogram inference for long-run relationships U Hassler, F Marmol, C Velasco Journal of Econometrics 130 (1), 165-207, 2006 | 44 | 2006 |
A residual-based LM-type test against fractional cointegration U Hassler, J Breitung Econometric Theory 22 (6), 1091-1111, 2006 | 36 | 2006 |