Uwe Hassler

January 1, 1963

How spurious regressions arise when variables have linear trends

Esaurito

Uwe Hassler How spurious regressions arise when variables have linear trends

4,3

(When) should cointegrating regressions be detrended?

Esaurito

Uwe Hassler (When) should cointegrating regressions be detrended?

4,3

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

Esaurito

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

4,3

Wealth and consumption

Esaurito

Uwe Hassler Wealth and consumption

4,3

Polynominal regression of nonstationary fractionally integrated processes

Esaurito

Uwe Hassler Polynominal regression of nonstationary fractionally integrated processes

4,3

Fractional cointegrating regression in the presence of linear time trends

Esaurito

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

Esaurito

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?

Esaurito

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

4,3

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

Esaurito

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

Esaurito

Uwe Hassler Simple regressions in the presence of linear time trends

4,3

Forecasting money market rates in the unified Germany

Esaurito

Uwe Hassler Forecasting money market rates in the unified Germany

4,3

Nonsense regressions due to neglected time varying means

Esaurito

Uwe Hassler Nonsense regressions due to neglected time varying means

4,3