Uwe Hassler

1. Jänner 1963

Stochastic Processes and Calculus

Épuisé

Uwe Hassler Stochastic Processes and Calculus

3,0

How spurious regressions arise when variables have linear trends

Épuisé

Uwe Hassler How spurious regressions arise when variables have linear trends

(When) should cointegrating regressions be detrended?

Épuisé

Uwe Hassler (When) should cointegrating regressions be detrended?

How spurious seasonality results from seasonal dummies regressions when time series have linear trends

Épuisé

Uwe Hassler How spurious seasonality results from seasonal dummies regressions when time series have linear trends

Wealth and consumption

Épuisé

Uwe Hassler Wealth and consumption

Polynominal regression of nonstationary fractionally integrated processes

Épuisé

Uwe Hassler Polynominal regression of nonstationary fractionally integrated processes

Fractional cointegrating regression in the presence of linear time trends

Épuisé

Uwe Hassler Fractional cointegrating regression in the presence of linear time trends

Cointegration testing in single error-correction equations in the presence of linear time trends

Épuisé

Uwe Hassler Cointegration testing in single error-correction equations in the presence of linear time trends

When do polynomial regressions of integrated series make sense?

Épuisé

Uwe Hassler When do polynomial regressions of integrated series make sense?

The effect of linear time trends on residual-based tests for the null of cointegration

Épuisé

Uwe Hassler The effect of linear time trends on residual-based tests for the null of cointegration

Simple regressions in the presence of linear time trends

Épuisé

Uwe Hassler Simple regressions in the presence of linear time trends

Forecasting money market rates in the unified Germany

Épuisé

Uwe Hassler Forecasting money market rates in the unified Germany