Uwe Hassler

1. leden 1963

Stochastische Integration und Zeitreihenmodellierung

Vyprodáno

Uwe Hassler Stochastische Integration und Zeitreihenmodellierung

3,0

Stochastic Processes and Calculus

Vyprodáno

Uwe Hassler Stochastic Processes and Calculus

3,0

Fraktional integrierte Prozesse in der Ökonometrie

Vyprodáno

Uwe Hassler Fraktional integrierte Prozesse in der Ökonometrie

How spurious regressions arise when variables have linear trends

Vyprodáno

Uwe Hassler How spurious regressions arise when variables have linear trends

(When) should cointegrating regressions be detrended?

Vyprodáno

Uwe Hassler (When) should cointegrating regressions be detrended?

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

Vyprodáno

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

Wealth and consumption

Vyprodáno

Uwe Hassler Wealth and consumption

Polynominal regression of nonstationary fractionally integrated processes

Vyprodáno

Uwe Hassler Polynominal regression of nonstationary fractionally integrated processes

Fractional cointegrating regression in the presence of linear time trends

Vyprodáno

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

Vyprodáno

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?

Vyprodáno

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

Vyprodáno

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