← All authors Uwe Hassler Goethe University Frankfurt (from arXiv:2503.18560, 2025) · ORCID · OpenAlex
84 papers in scope · 82 published · 3 on the econ.EM arXiv · 1,974 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Marc-Oliver Pohle Sebastian Lerch Tanja Zahn Atsushi Inoue Òscar Jordà Guido M. Kuersteiner Tobias Fissler Malte Knüppel Fabian Krüger Jan-Lukas Wermuth Timo Dimitriadis Yannick Hoga Christian K. Wolf Christian Weiß Mikkel Plagborg-Møller Alessia Scudiero Masahiro Tanaka David W. Hughes Mikael Frenette Marius Puke Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 84)
Self‐Normalising Tests Using the Cauchy Distribution
published 2025 · Oxford Bulletin of Economics and Statistics
with Mehdi Hosseinkouchack
working paper 2025 · arXiv
Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence
published 2022 · Econometrics and Statistics · 1 citations
with Mehdi Hosseinkouchack
published 2022 · International Statistical Review · 2 citations · first circulated 2020
Forecasting under Long Memory
published 2021 · Journal of Financial Econometrics · 8 citations
Understanding nonsense correlation between (independent) random walks in finite samples
published 2021 · Statistical Papers · 4 citations
with Mehdi Hosseinkouchack
Estimating the mean under strong persistence
published 2020 · Economics Letters · 1 citations
with Mehdi Hosseinkouchack
Whittle-type estimation under long memory and nonstationarity
published 2019 · AStA Advances in Statistical Analysis · 3 citations
with Ying Lun Cheung
working paper 2019 · arXiv · 2 citations
Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition
published 2019 · Statistical Papers
Harmonically Weighted Processes
published 2019 · Journal of Time Series Analysis · 5 citations
with Mehdi Hosseinkouchack
Testing the Newcomb-Benford Law: experimental evidence
published 2019 · Applied Economics Letters · 9 citations
with Mehdi Hosseinkouchack
Note on sample quantiles for ordinal data
published 2018 · Statistical Papers · 3 citations
Ratio tests under limiting normality
published 2018 · Econometric Reviews · 8 citations
with Mehdi Hosseinkouchack
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
published 2018 · Statistical Papers
Ergodic for the mean
published 2016 · Economics Letters · 2 citations
Palma, W.: Time series analysis
published 2016 · Statistical Papers · 1 citations
Panel Cointegration Testing in the Presence of Linear Time Trends
published 2016 · Econometrics · 7 citations · first circulated 2014
with Mehdi Hosseinkouchack
M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912
published 2016 · Statistical Papers · 8 citations
Quantile Regression for Long Memory Testing: A Case of Realized Volatility
published 2016 · Journal of Financial Econometrics · 13 citations
Powerful Unit Root Tests Free of Nuisance Parameters
published 2016 · Journal of Time Series Analysis · 6 citations
with Mehdi Hosseinkouchack
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
published 2015 · Econometric Theory · 7 citations
with Matei Demetrescu
Effect of the order of fractional integration on impulse responses
published 2014 · Economics Letters · 1 citations
with Mehdi Hosseinkouchack
Persistence under temporal aggregation and differencing
published 2014 · Economics Letters · 7 citations · first circulated 2013
Persistence in the banking industry: Fractional integration and breaks in memory
published 2014 · Journal of Empirical Finance · 17 citations
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
published 2014 · Jahrbücher für Nationalökonomie und Statistik · 2 citations
with Verena Werkmann
Effect of temporal aggregation on multiple time series in the frequency domain
published 2013 · Journal of Time Series Analysis · 4 citations
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
published 2013 · Journal of Time Series Econometrics · 6 citations
with Henghsiu Tsai
Detecting multiple breaks in long memory the case of U.S. inflation
published 2013 · Empirical Economics · 51 citations · first circulated 2011
with Barbara Meller
Implicit and Explicit Contributions to Object Recognition: Evidence from Rapid Perceptual Learning
published 2012 · PLoS ONE · 10 citations
with Ulla Martens, P Wahl, Uwe Friese, Thomas Gruber
Impulse responses of antipersistent processes
published 2012 · Economics Letters · 5 citations
Asymptotic normal tests for integration in panels with cross-dependent units
published 2011 · AStA Advances in Statistical Analysis · 10 citations
with Matei Demetrescu, Adina I. Tarcolea
Estimation of fractional integration under temporal aggregation
published 2011 · Journal of Econometrics · 4 citations
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost
published 2010 · Journal of Applied Statistics · 6 citations
with Matei Demetrescu, Adina I. Tarcolea
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
published 2010 · Econometric Theory · 32 citations
with Piotr Kokoszka
Testing regression coefficients after model selection through sign restrictions
published 2010 · Economics Letters · 1 citations
Pitfalls of post-model-selection testing: experimental quantification
published 2009 · Empirical Economics · 18 citations
with Matei Demetrescu, Владимир Кузин
Detecting changes from short to long memory
published 2009 · Statistical Papers · 34 citations
with Jan Scheithauer
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
published 2009 · Econometric Theory · 27 citations
Hysteresis in Unemployment Rates? A Comparison between Germany and the US
published 2009 · Jahrbücher für Nationalökonomie und Statistik · 3 citations
with Jürgen Wolters
Fractional cointegration in the presence of linear trends
published 2008 · Journal of Time Series Analysis · 2 citations
with Francesc Mármol, Carlos Velasco
On Critical Values of Tests against a Change in Persistence*
published 2008 · Oxford Bulletin of Economics and Statistics · 5 citations
with Jan Scheithauer
On the persistence of the Eonia spread
published 2008 · Economics Letters · 53 citations
with Dieter Nautz
D. N. DeJong and C. Dave: Structural Macroeconometrics
published 2008 · Journal of Economics
Comment on “Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution”
published 2007 · Journal of Macroeconomics
LONG MEMORY TESTING IN THE TIME DOMAIN
published 2007 · Econometric Theory · 84 citations
with Matei Demetrescu, Владимир Кузин
Multicointegration under measurement errors
published 2007 · Economics Letters · 3 citations
Effect of neglected deterministic seasonality on unit root tests
published 2007 · Statistical Papers · 15 citations
with Matei Demetrescu
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
published 2006 · Econometric Theory · 24 citations
Combining Significance of Correlated Statistics with Application to Panel Data*
published 2006 · Oxford Bulletin of Economics and Statistics · 90 citations
with Matei Demetrescu, Adina-Ioana Tarcolea
A note on Phillips-Perron-type statistics for cointegration testing
published 2006 · Economics bulletin · 2 citations
no link
Autoregressive distributed lag models and cointegration
published 2006 · Allgemeines Statistisches Archiv · 109 citations
with Jürgen Wolters
Unit root testing
published 2006 · Allgemeines Statistisches Archiv · 20 citations
with Jürgen Wolters
Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten
published 2005 · Jahrbücher für Nationalökonomie und Statistik · 1 citations
with Matei Demetrescu
Residual log-periodogram inference for long-run relationships
published 2005 · Journal of Econometrics · 53 citations
with Francesc Mármol, Carlos Velasco
Asymptotically Normal Unit Root Testing: Extensions to Panel Data and Structural Breaks
published 2004 · Biochimica et Biophysica Acta · 2 citations
with Matei Demetrescu, Adina I. Tarcolea
Seasonal Unit Root Tests Under Structural Breaks*
published 2004 · Journal of Time Series Analysis · 2 citations
Nonsensical and biased correlation due to pooling heterogeneous samples
published 2003 · Journal of the Royal Statistical Society Series D (The Statistician) · 49 citations
with Thorsten Thadewald
Nonsense regressions due to neglected time-varying means
published 2003 · Statistical Papers · 27 citations · first circulated 1999
Inflation-unemployment tradeoff and regional labor market data
published 2003 · Empirical Economics · 10 citations
with Michael Neugart
Inference on the cointegration rank in fractionally integrated processes
published 2002 · Journal of Econometrics · 118 citations · first circulated 2000
Dickey-Fuller cointegration tests in the presence of regime shifts at known time
published 2002 · Allgemeines Statistisches Archiv · 4 citations
The Effect of Linear Time Trends on the KPSS Test for Cointegration
published 2001 · Journal of Time Series Analysis · 10 citations
Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland
published 2001 · Jahrbücher für Nationalökonomie und Statistik · 4 citations
Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends
published 2000 · Oxford Bulletin of Economics and Statistics · 14 citations · first circulated 1999
Fractional Cointegrating Regression In The Presence Of Linear Time Trends
published 2000 · Computing in Economics and Finance · first circulated 1998
with Francesc Mármol, Carlos Velasco
no link
(When) Should cointegrating regressions be detrended? The case of a German money demand function
published 1999 · Empirical Economics · 10 citations
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
published 1998 · Economics Letters · 13 citations · first circulated 1997
with Walter Krämer
A Note on Correlation in Regressions Without Cointegration
published 1998 · Jahrbücher für Nationalökonomie und Statistik · 1 citations
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 Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik
published 1998 · Jahrbücher für Nationalökonomie und Statistik · 4 citations
with Dieter Nautz
On the effect of seasonal adjustment on the log-periodogram regression
published 1997 · Economics Letters · 18 citations
with Marius Ooms
Sample autocorrelations of nonsationary fractionally integrated series
published 1997 · Statistical Papers · 17 citations
A Casebook for a first course in statistics and data analysis.
published 1996 · Computational Statistics & Data Analysis · 7 citations
Reasonable Spurious Regressios
published 1996 · Econometric Theory
Grundausbildung in Ökonometrie
published 1996 · Jahrbücher für Nationalökonomie und Statistik
Spurious regressions when stationary regressors are included
published 1996 · Economics Letters · 22 citations
Long Memory in Inflation Rates: International Evidence
published 1995 · Journal of Business and Economic Statistics · 302 citations
with Jürgen Wolters
The periodogram regression:correction and comments
published 1995 · Communication in Statistics-Theory and Methods · 1 citations
The sample autocorrelation function of I(1) processes
published 1994 · Statistical Papers · 10 citations
On the power of unit root tests against fractional alternatives
published 1994 · Economics Letters · 309 citations
with Jürgen Wolters
(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
published 1994 · Journal of Time Series Analysis · 105 citations
Unit root tests: the autoregressive approach in comparison with the periodogram regression
published 1993 · Statistical Papers · 17 citations
THE PERIODOGRAM REGRESSION
published 1993 · Journal of Time Series Analysis · 1 citations
REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
published 1993 · Journal of Time Series Analysis · 108 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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