Uwe Hassler

January 1, 1963

How spurious regressions arise when variables have linear trends

Épuisé

Uwe Hassler How spurious regressions arise when variables have linear trends

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(When) should cointegrating regressions be detrended?

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Uwe Hassler (When) should cointegrating regressions be detrended?

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

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

4,3

Wealth and consumption

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Uwe Hassler Wealth and consumption

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Polynominal regression of nonstationary fractionally integrated processes

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Uwe Hassler Polynominal regression of nonstationary fractionally integrated processes

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Fractional cointegrating regression in the presence of linear time trends

Épuisé

Uwe Hassler Fractional cointegrating regression in the presence of linear time trends

4,3

Cointegration testing in single error-correction equations in the presence of linear time trends

Épuisé

Uwe Hassler Cointegration testing in single error-correction equations in the presence of linear time trends

4,3

When do polynomial regressions of integrated series make sense?

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Uwe Hassler When do polynomial regressions of integrated series make sense?

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

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

4,3

Simple regressions in the presence of linear time trends

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Uwe Hassler Simple regressions in the presence of linear time trends

4,3

Forecasting money market rates in the unified Germany

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Uwe Hassler Forecasting money market rates in the unified Germany

4,3

Nonsense regressions due to neglected time varying means

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Uwe Hassler Nonsense regressions due to neglected time varying means

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