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Information about:
Uwe Hassler

Personal Details | Affiliation | Works
This is information that was supplied by Uwe Hassler in registering through RePEc. If you are Uwe Hassler , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Uwe
Middle Name:
Last Name: Hassler
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RePEc Short-ID: pha277

Email: [This author has chosen not to make the email address public]
Homepage: http://www.wiwi.uni-frankfurt.de/~hassler
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Uwe Hassler, 2002. "The Effect of Linear Time Trends on Cointegration Testing in Single Equations," Darmstadt Discussion Papers in Economics 111, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]

  2. Uwe Hassler & Francesc Marmol & Carlos Velasco, 2002. "Residual Log-Periodogram Inference for Long-Run Relationships," Darmstadt Discussion Papers in Economics 115, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    Published as:

  3. Uwe Hassler & Jörg Breitung, 2002. "A Residual-Based LM Test for Fractional Cointegration," Darmstadt Discussion Papers in Economics 114, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]

  4. Uwe Hassler & Michael Neugart, 2002. "Inflation-unemployment tradeoff and regional labor market data," Darmstadt Discussion Papers in Economics 112, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    Published as:

  5. Uwe Hassler & Paulo M. M. Rodrigues, 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 113, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    Published as:

  6. Joerg Breitung and Uwe Hassler, 2001. "Inference on the Cointegration Rank in Fractionally Integrated Processes," Computing in Economics and Finance 2001 233, Society for Computational Economics.
    Other versions:
    Published as:

  7. Uwe Hassler & Francesc Marmol & C. Velasco, 2000. "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000 138, Society for Computational Economics.

  8. Uwe Hassler, 1999. "The Effect of Linear Time Trends on Single Equation Cointegration Testing," Computing in Economics and Finance 1999 1111, Society for Computational Economics.

  9. Ooms, Marius & Hassler, Uwe, 1996. "A note on the effect of seasonal dummies on the periodogram regression," Econometric Institute Report 35, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  10. U. Hassler & D. Nautz, . "The Term Structure of Interest Rates as an Indicator of German Monetary Policy?," Sonderforschungsbereich 373 1995-64, Humboldt Universitaet Berlin.

Articles

  1. Hassler, Uwe & Nautz, Dieter, 2008. "On the persistence of the Eonia spread," Economics Letters, Elsevier, vol. 101(3), pages 184-187, December. [Downloadable!] (restricted)

  2. Uwe Hassler & Jan Scheithauer, 2008. "On Critical Values of Tests against a Change in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 705-710, October. [Downloadable!] (restricted)

  3. Uwe Hassler & Francesc Marmol & Carlos Velasco, 2008. "Fractional cointegration in the presence of linear trends," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(6), pages 1088-1103, November. [Downloadable!] (restricted)

  4. Hassler, Uwe, 2008. "Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution"," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 757-759, June. [Downloadable!] (restricted)

  5. Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe, 2008. "Long Memory Testing In The Time Domain," Econometric Theory, Cambridge University Press, vol. 24(01), pages 176-215, February. [Downloadable!]

  6. Uwe Hassler, 2008. "D. N. DeJong and C. Dave: Structural Macroeconometrics," Journal of Economics, Springer, vol. 94(1), pages 99-101, 06. [Downloadable!] (restricted)

  7. Hassler, Uwe, 2007. "Multicointegration under measurement errors," Economics Letters, Elsevier, vol. 96(1), pages 38-44, July. [Downloadable!] (restricted)

  8. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 59-74, March. [Downloadable!] (restricted)

  9. Hassler, Uwe & Breitung, J rg, 2006. "A Residual-Based Lm-Type Test Against Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1091-1111, December. [Downloadable!]

  10. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 43-58, March. [Downloadable!] (restricted)

  11. Hassler, U. & Marmol, F. & Velasco, C., 2006. "Residual log-periodogram inference for long-run relationships," Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January. [Downloadable!] (restricted)
    Other versions:

  12. Uwe Hassler, 2006. "A note on Phillips-Perron-type statistics for cointegration testing," Economics Bulletin, Economics Bulletin, vol. 3(17), pages 1-7. [Downloadable!]

  13. Matei Demetrescu & Uwe Hassler & Adina-Ioana Tarcolea, 2006. "Combining Significance of Correlated Statistics with Application to Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 647-663, October. [Downloadable!] (restricted)

  14. Uwe Hassler & Matei Demetrescu, 2005. "Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(4), pages 413-426, July.

  15. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 33-53, 01. [Downloadable!] (restricted)
    Other versions:

  16. Uwe Hassler & Michael Neugart, 2003. "Inflation-unemployment tradeoff and regional labor market data," Empirical Economics, Springer, vol. 28(2), pages 321-334, 04. [Downloadable!] (restricted)
    Other versions:

  17. Uwe Hassler, 2003. "Nonsense regressions due to neglected time-varying means," Statistical Papers, Springer, vol. 44(2), pages 169-182, April. [Downloadable!] (restricted)

  18. Breitung, Jorg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 110(2), pages 167-185, October. [Downloadable!] (restricted)
    Other versions:

  19. Uwe Hassler, 2001. "Wealth and Consumption - A Multicointegrated Model for the Unified Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 221(1), pages 32-44. [Downloadable!] (restricted)

  20. Hassler, Uwe, 2000. " Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(5), pages 621-32, December. [Downloadable!] (restricted)

  21. Uwe Hassler, 1999. "(When) Should cointegrating regressions be detrended? The case of a German money demand function," Empirical Economics, Springer, vol. 24(1), pages 155-172. [Downloadable!] (restricted)

  22. Kramer, Walter & Hassler, Uwe, 1998. "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Economics Letters, Elsevier, vol. 60(3), pages 285-290, September. [Downloadable!] (restricted)

  23. Ooms, Marius & Hassler, Uwe, 1997. "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, vol. 56(2), pages 135-141, October. [Downloadable!] (restricted)

  24. Hassler, Uwe, 1996. "Reasonable Spurious Regressios," Econometric Theory, Cambridge University Press, vol. 12(04), pages 743-744, October. [Downloadable!]

  25. Hassler, Uwe, 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," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 201-202, November. [Downloadable!] (restricted)

  26. Hassler, Uwe, 1996. "Spurious regressions when stationary regressors are included," Economics Letters, Elsevier, vol. 50(1), pages 25-31, January. [Downloadable!] (restricted)

  27. Hassler, Uwe & Wolters, Jurgen, 1995. "Long Memory in Inflation Rates: International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 37-45, January.

  28. Hassler, Uwe & Wolters, Jurgen, 1994. "On the power of unit root tests against fractional alternatives," Economics Letters, Elsevier, vol. 45(1), pages 1-5, May. [Downloadable!] (restricted)

  29. RePEc:cup:etheor:v:24:y:2007:i:01:p:176-215 is not listed on IDEAS

  30. RePEc:cup:etheor:v:24:y:2007:i:01:p:176-215_08 is not listed on IDEAS

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This page was last updated on 2009-11-20.

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