Uwe Hassler
Economics and Econometrics · 2002–2007
A researcher in the Science corpus: 8 papers; trusts 9 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 16 citations into it; #5,603 of 23,481 by trust here, #8,121 by citations
- Finance — 14 citations into it; #2,609 of 10,518 by trust here, #3,280 by citations
- Statistics and Probability — 13 citations into it
Whom Uwe Hassler trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Helmut Lütkepohl
- C. Blyth
- James Davidson
- Yoosoon Chang
- Jushan Bai
- Marc Henry
- J. Breitung
- Serena Ng
- Carlos Velasco
- Peter M. Robinson
Who trusts Uwe Hassler overall
- Morten Ørregaard Nielsen
- Matei Demetrescu
- Katsumi Shimotsu
- Ignacio N. Lobato
- Christoph Hanck
- Søren Johansen
- S. Kripfganz
- James Davidson
- Carlos Velasco
Papers from Uwe Hassler's perspective
Ordered by how strongly the researchers Uwe Hassler trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Econometric Theory)
- Stochastic Limit Theory: An Introduction for Econometricians
- A PANIC Attack on Unit Roots and Cointegration
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- A model of fractional cointegration, and tests for cointegration using the bootstrap☆
- Inference on the cointegration rank in fractionally integrated processes
- An Introduction to Copulas
Their papers
- Inference on the cointegration rank in fractionally integrated processes (2002) — 124 citations
- LONG MEMORY TESTING IN THE TIME DOMAIN (2007) — 88 citations
- Combining Significance of Correlated Statistics with Application to Panel Data (2006) — 99 citations
- Residual Log-Periodogram Inference for Long-Run-Relationships (2002) — 60 citations
- Introduction to Modern Time Series Analysis (2007) — 485 citations
- Autoregressive Conditional Heteroscedasticity (2007) — 95 citations
- Autoregressive distributed lag models and cointegration (2006) — 197 citations
- Nonsensical and biased correlation due to pooling heterogeneous samples (2003) — 51 citations