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Uwe Hassler

Personal Details

First Name:Uwe
Middle Name:
Last Name:Hassler
Suffix:
RePEc Short-ID:pha277
[This author has chosen not to make the email address public]
http://www.wiwi.uni-frankfurt.de/~hassler

Affiliation

Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik
Fachbereich Wirtschaftswissenschaft
Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany
http://www.wiwi.uni-frankfurt.de/economics/
RePEc:edi:aeffmde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Uwe Hassler & Marc-Oliver Pohle, 2020. "Unlucky Number 13? Manipulating Evidence Subject to Snooping," Papers 2009.02198, arXiv.org.
  2. Uwe Hassler & Marc-Oliver Pohle, 2019. "Forecasting under Long Memory and Nonstationarity," Papers 1910.08202, arXiv.org.
  3. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
  4. Paulo M.M. Rodrigues & Uwe Hassler, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.
  5. Uwe Hassler, 2011. "Estimation of fractional integration under temporal aggregation," Post-Print hal-00815563, HAL.
  6. Hassler, Uwe & Meller, Barbara, 2011. "Detecting multiple breaks in long memory: The case of US inflation," Discussion Paper Series 1: Economic Studies 2011,26, Deutsche Bundesbank.
  7. Hassler, Uwe & Wolters, Jürgen, 2005. "Autoregressive distributed lag models and cointegration," Discussion Papers 2005/22, Free University Berlin, School of Business & Economics.
  8. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  9. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal unit root tests under structural breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18290, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  10. Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual log-periodogram inference for long-run relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18289, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  11. Breitung, Jörg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 9323, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  12. Hassler, Uwe, 2002. "Dickey-Fuller cointegration tests in the presence of regime shifts at known time," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 1617, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  13. Hassler, Uwe, 2002. "The Effects of linear time trends on conintegration testing in single equations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18294, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  14. Hassler, Uwe & Breitung, Jörg, 2002. "A Residual-Based LM Test for Fractional Cointegration," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37318, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  15. Hassler, Uwe & Neugart, Michael, 2002. "Inflation-Unemployment Tradeoff and Regional Labor Market Data," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37697, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  16. Hassler, Uwe & Breitung, Jörg, 2002. "A Residual LM test for fractional cointegration," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18287, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  17. 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.
  18. Hassler, Uwe, 1999. "Nonsense regressions due to time-varying means," DES - Working Papers. Statistics and Econometrics. WS 6361, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Hassler, Uwe, 1999. "Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends," DES - Working Papers. Statistics and Econometrics. WS 6371, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. Hassler, Uwe & Marmol, Francesc, 1998. "Fractional cointegrating regressions in the presence of linear time trends," DES - Working Papers. Statistics and Econometrics. WS 9794, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Krämer, Walter & Hassler, Uwe, 1997. "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Technical Reports 1997,01, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  22. Ooms, M. & Hassler, U., 1996. "A Note on the Effect of Seasonal Dummies on the Periodogram Regression," Econometric Institute Research Papers EI 9629-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Hassler, U. & Nautz, D., 1995. "The Term Structure of Interest Rates as an Indicator of German Monetary Policy?," SFB 373 Discussion Papers 1995,64, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Uwe Hassler & Marc-Oliver Pohle, 2023. "Forecasting under Long Memory," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 742-778.
  2. Uwe Hassler & Marc‐Oliver Pohle, 2022. "Unlucky Number 13? Manipulating Evidence Subject to Snooping," International Statistical Review, International Statistical Institute, vol. 90(2), pages 397-410, August.
  3. Uwe Hassler & Mehdi Hosseinkouchack, 2022. "Understanding nonsense correlation between (independent) random walks in finite samples," Statistical Papers, Springer, vol. 63(1), pages 181-195, February.
  4. Uwe Hassler & Mehdi Hosseinkouchack, 2020. "Harmonically Weighted Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(1), pages 41-66, January.
  5. Uwe Hassler, 2020. "Note on sample quantiles for ordinal data," Statistical Papers, Springer, vol. 61(6), pages 2383-2391, December.
  6. Hassler, Uwe & Hosseinkouchack, Mehdi, 2020. "Estimating the mean under strong persistence," Economics Letters, Elsevier, vol. 188(C).
  7. Ying Lun Cheung & Uwe Hassler, 2020. "Whittle-type estimation under long memory and nonstationarity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(3), pages 363-383, September.
  8. Uwe Hassler & Mehdi Hosseinkouchack, 2019. "Ratio tests under limiting normality," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 793-813, August.
  9. Uwe Hassler, 2019. "Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition," Statistical Papers, Springer, vol. 60(4), pages 1419-1420, August.
  10. Uwe Hassler & Mehdi Hosseinkouchack, 2019. "Testing the Newcomb-Benford Law: experimental evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 26(21), pages 1762-1769, December.
  11. Uwe Hassler, 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," Statistical Papers, Springer, vol. 59(1), pages 417-418, March.
  12. Uwe Hassler, 2017. "Palma, W.: Time series analysis," Statistical Papers, Springer, vol. 58(1), pages 283-284, March.
  13. Hassler, Uwe, 2017. "Ergodic for the mean," Economics Letters, Elsevier, vol. 151(C), pages 75-78.
  14. Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, vol. 4(4), pages 1-16, November.
  15. Uwe Hassler, 2016. "Jürgen Wolters," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 5-7, February.
  16. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
  17. Mehdi Hosseinkouchack & Uwe Hassler, 2016. "Powerful Unit Root Tests Free of Nuisance Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 533-554, July.
  18. Demetrescu, Matei & Hassler, Uwe, 2016. "(When) Do Long Autoregressions Account For Neglected Changes In Parameters?," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1317-1348, December.
  19. Uwe Hassler, 2016. "M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912," Statistical Papers, Springer, vol. 57(3), pages 859-860, September.
  20. Hassler Uwe & Werkmann Verena, 2014. "Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(1), pages 23-43, February.
  21. Hassler, Uwe, 2014. "Persistence under temporal aggregation and differencing," Economics Letters, Elsevier, vol. 124(2), pages 318-322.
  22. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2014. "Persistence in the banking industry: Fractional integration and breaks in memory," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 95-112.
  23. Hassler, Uwe & Hosseinkouchack, Mehdi, 2014. "Effect of the order of fractional integration on impulse responses," Economics Letters, Elsevier, vol. 125(2), pages 311-314.
  24. Uwe Hassler & Barbara Meller, 2014. "Detecting multiple breaks in long memory the case of U.S. inflation," Empirical Economics, Springer, vol. 46(2), pages 653-680, March.
  25. Uwe Hassler, 2013. "Effect of temporal aggregation on multiple time series in the frequency domain," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(5), pages 562-573, September.
  26. Hassler Uwe & Tsai Henghsiu, 2013. "Asymptotic Behavior of Temporal Aggregates in the Frequency Domain," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 47-60, January.
  27. Hassler, Uwe, 2012. "Impulse responses of antipersistent processes," Economics Letters, Elsevier, vol. 116(3), pages 454-456.
  28. Hassler, Uwe, 2011. "Estimation of fractional integration under temporal aggregation," Journal of Econometrics, Elsevier, vol. 162(2), pages 240-247, June.
  29. Uwe Hassler & Jan Scheithauer, 2011. "Detecting changes from short to long memory," Statistical Papers, Springer, vol. 52(4), pages 847-870, November.
  30. Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 187-204, June.
  31. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
  32. Matei Demetrescu & Uwe Hassler & Adina Tarcolea, 2010. "Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1381-1397.
  33. Hassler, Uwe & Kokoszka, Piotr, 2010. "Impulse Responses Of Fractionally Integrated Processes With Long Memory," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1855-1861, December.
  34. Hassler, Uwe, 2010. "Testing regression coefficients after model selection through sign restrictions," Economics Letters, Elsevier, vol. 107(2), pages 220-223, May.
  35. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2009. "Testing For General Fractional Integration In The Time Domain," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1793-1828, December.
  36. Hassler Uwe & Wolters Jürgen, 2009. "Hysteresis in Unemployment Rates? A Comparison between Germany and the US," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 119-129, April.
  37. Hassler, Uwe & Nautz, Dieter, 2008. "On the persistence of the Eonia spread," Economics Letters, Elsevier, vol. 101(3), pages 184-187, December.
  38. 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.
  39. Uwe Hassler, 2008. "D. N. DeJong and C. Dave: Structural Macroeconometrics," Journal of Economics, Springer, vol. 94(1), pages 99-101, June.
  40. 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.
  41. Uwe Hassler & Francesc Marmol & Carlos Velasco, 2008. "Fractional cointegration in the presence of linear trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1088-1103, November.
  42. Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe, 2008. "Long Memory Testing In The Time Domain," Econometric Theory, Cambridge University Press, vol. 24(1), pages 176-215, February.
  43. Hassler, Uwe, 2007. "Multicointegration under measurement errors," Economics Letters, Elsevier, vol. 96(1), pages 38-44, July.
  44. Matei Demetrescu & Uwe Hassler, 2007. "Effect of neglected deterministic seasonality on unit root tests," Statistical Papers, Springer, vol. 48(3), pages 385-402, September.
  45. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 59-74, March.
  46. Hassler, Uwe & Breitung, Jörg, 2006. "A Residual-Based Lm-Type Test Against Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1091-1111, December.
  47. Uwe Hassler, 2006. "A note on Phillips-Perron-type statistics for cointegration testing," Economics Bulletin, AccessEcon, vol. 3(17), pages 1-7.
  48. 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.
  49. 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.
  50. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
  51. Hassler Uwe & Demetrescu Matei, 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," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(4), pages 413-426, August.
  52. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, January.
  53. Uwe Hassler & Michael Neugart, 2003. "Inflation-unemployment tradeoff and regional labor market data," Empirical Economics, Springer, vol. 28(2), pages 321-334, April.
  54. Hassler, Uwe, 2003. "Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 83(12), pages 811-816.
  55. Uwe Hassler, 2003. "Nonsense regressions due to neglected time-varying means," Statistical Papers, Springer, vol. 44(2), pages 169-182, April.
  56. 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.
  57. Hassler Uwe, 2001. "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(1), pages 32-44, February.
  58. Uwe Hassler, 2001. "The Effect of Linear Time Trends on the KPSS Test for Cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(3), pages 283-292, May.
  59. Uwe Hassler, 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 621-632, December.
  60. 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.
  61. 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.
  62. Hassler Uwe, 1998. "A Note on Correlation in Regressions Without Cointegration," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 217(4), pages 518-523, August.
  63. Hassler Uwe & Nautz Dieter, 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 Deutschla," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 217(2), pages 214-226, April.
  64. 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.
  65. Hassler Uwe, 1996. "Grundausbildung in Ökonometrie," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 215(1), pages 118-118, February.
  66. 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.
  67. Hassler, Uwe, 1996. "Spurious regressions when stationary regressors are included," Economics Letters, Elsevier, vol. 50(1), pages 25-31, January.
  68. 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.
  69. 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.
  70. Uwe Hassler, 1994. "(Mis)Specification Of Long Memory In Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(1), pages 19-30, January.
  71. Uwe Hassler, 1993. "The Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(5), pages 549-549, September.
  72. Uwe Hassler, 1993. "Regression Of Spectral Estimators With Fractionally Integrated Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(4), pages 369-380, July.

Chapters

  1. Uwe Hassler & Mehdi Hosseinkouchack, 2023. "Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 97-114, Emerald Group Publishing Limited.
  2. Uwe Hassler, 2016. "Ito’s Lemma," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 11, pages 239-258, Springer.
  3. Uwe Hassler, 2016. "Asymptotics of Integrated Processes," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 14, pages 303-330, Springer.
  4. Uwe Hassler, 2016. "Spectra of Stationary Processes," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 4, pages 77-101, Springer.
  5. Uwe Hassler, 2016. "Wiener Processes (WP)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 7, pages 151-177, Springer.
  6. Uwe Hassler, 2016. "Trends, Integration Tests and Nonsense Regressions," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 15, pages 331-352, Springer.
  7. Uwe Hassler, 2016. "Basic Concepts from Probability Theory," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 2, pages 13-43, Springer.
  8. Uwe Hassler, 2016. "Processes with Autoregressive Conditional Heteroskedasticity (ARCH)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 6, pages 127-148, Springer.
  9. Uwe Hassler, 2016. "Cointegration Analysis," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 16, pages 353-382, Springer.
  10. Uwe Hassler, 2016. "Stieltjes Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 9, pages 199-211, Springer.
  11. Uwe Hassler, 2016. "Ito Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 10, pages 213-237, Springer.
  12. Uwe Hassler, 2016. "Introduction," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 1, pages 1-10, Springer.
  13. Uwe Hassler, 2016. "Stochastic Differential Equations (SDE)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 12, pages 261-283, Springer.
  14. Uwe Hassler, 2016. "Long Memory and Fractional Integration," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 5, pages 103-126, Springer.
  15. Uwe Hassler, 2016. "Autoregressive Moving Average Processes (ARMA)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 3, pages 45-75, Springer.
  16. Uwe Hassler, 2016. "Riemann Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 8, pages 179-197, Springer.
  17. Uwe Hassler, 2016. "Interest Rate Models," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 13, pages 285-302, Springer.
  18. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Introduction and Basics," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 1, pages 1-25, Springer.
  19. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Cointegration," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 6, pages 205-249, Springer.
  20. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Autoregressive Conditional Heteroscedasticity," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 8, pages 281-310, Springer.
  21. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Vector Autoregressive Processes," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 4, pages 127-154, Springer.
  22. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Nonstationary Processes," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 5, pages 155-203, Springer.
  23. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Granger Causality," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 3, pages 95-125, Springer.
  24. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Nonstationary Panel Data," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 7, pages 251-279, Springer.
  25. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Univariate Stationary Processes," Springer Texts in Business and Economics, in: Introduction to Modern Time Series Analysis, edition 2, chapter 2, pages 27-93, Springer.
  26. Uwe Hassler & Vladimir Kuzin, 2009. "Cointegration analysis under measurement errors," Advances in Econometrics, in: Measurement Error: Consequences, Applications and Solutions, pages 131-150, Emerald Group Publishing Limited.
  27. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive Distributed Lag Models and Cointegration," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 5, pages 57-72, Springer.
  28. Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.

Books

  1. Uwe Hassler, 2016. "Stochastic Processes and Calculus," Springer Texts in Business and Economics, Springer, edition 1, number 978-3-319-23428-1, October.
  2. Gebhard Kirchgässner & Jürgen Wolters & Uwe Hassler, 2013. "Introduction to Modern Time Series Analysis," Springer Texts in Business and Economics, Springer, edition 2, number 978-3-642-33436-8, October.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2011-12-19 2012-06-25 2019-10-28
  2. NEP-ECM: Econometrics (2) 2011-12-19 2012-06-25
  3. NEP-CBA: Central Banking (1) 2011-12-19
  4. NEP-FOR: Forecasting (1) 2019-10-28
  5. NEP-MAC: Macroeconomics (1) 2011-12-19
  6. NEP-MON: Monetary Economics (1) 2011-12-19

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