Uwe Hassler
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Google books | books.google.com |
| Born | Waiblingen |
| Germany | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 1179850 |
Stochastic Processes and Calculus: An Elementary Introduction with Applications
Time Series Analysis with Long Memory in View
Cointegration Testing in Single Error-correction Equations in the Presence of Linear Time Trends
Nonsense Regressions Due to Neglected Time Varying Means
Fractional Cointegrating Regression in the Presence of Linear Time Trends
(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function ; [paper Presented at the European Meeting of the Econometric Society in Istanbul, ESEM 96]
Wealth and Consumption: A Multicointegrated Model for Germany
How Spurious Regressions Arise when Variables Have Linear Trends
Nonsense Correlation and Biased Correlation Due to Heterogeneous Samples
The Effect of Linear Time Trends on Residual-based Tests for the Null of Cointegration
Simple Regressions in the Presence of Linear Time Trends
Dickey-Fuller Cointegration Tests in the Presence of Regime Shifts at Known Time
Autoregressive Distributed Lag Models and Cointegration
Unit Root Testing
Detecting Multiple Breaks in Long Memory: The Case of U. S. Inflation
Detecting Multiple Breaks in Long Memory: The Case of US Inflation
Time Series Analysis with Long Memory in View
Cointegration Testing in Single Error-correction Equations in the Presence of Linear Time Trends
Nonsense Regressions Due to Neglected Time Varying Means
Fractional Cointegrating Regression in the Presence of Linear Time Trends
(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function ; [paper Presented at the European Meeting of the Econometric Society in Istanbul, ESEM 96]
Wealth and Consumption: A Multicointegrated Model for Germany
How Spurious Regressions Arise when Variables Have Linear Trends
Nonsense Correlation and Biased Correlation Due to Heterogeneous Samples
The Effect of Linear Time Trends on Residual-based Tests for the Null of Cointegration
Simple Regressions in the Presence of Linear Time Trends
Dickey-Fuller Cointegration Tests in the Presence of Regime Shifts at Known Time
Autoregressive Distributed Lag Models and Cointegration
Unit Root Testing
Detecting Multiple Breaks in Long Memory: The Case of U. S. Inflation
Detecting Multiple Breaks in Long Memory: The Case of US Inflation
Uwe Hassler Life story
Uwe Hassler studied mathematics and economics at Freie Universität Berlin and specialized in statistics and econometrics at the London School of Economics. He completed his doctoral studies in 1993 at Freie Universität. ...
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