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Uwe Hassler

Global rank #4052 95%

Institution: Goethe Universität Frankfurt am Main

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.wiwi.uni-frankfurt.de/~hassler

First Publication: 1994

Most Recent: 2020

RePEc ID: pha277 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.01 0.00 2.51
All Time 0.00 3.69 8.04 0.00 24.47

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 29.96

Publications (23)

Year Article Journal Tier Authors
2020 Estimating the mean under strong persistence Economics Letters C 2
2017 Ergodic for the mean Economics Letters C 1
2016 (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? Econometric Theory B 2
2014 Persistence under temporal aggregation and differencing Economics Letters C 1
2014 Effect of the order of fractional integration on impulse responses Economics Letters C 2
2012 Impulse responses of antipersistent processes Economics Letters C 1
2011 Estimation of fractional integration under temporal aggregation Journal of Econometrics A 1
2010 IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY Econometric Theory B 2
2010 Testing regression coefficients after model selection through sign restrictions Economics Letters C 1
2009 TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN Econometric Theory B 3
2008 LONG MEMORY TESTING IN THE TIME DOMAIN Econometric Theory B 3
2008 On Critical Values of Tests against a Change in Persistence* Oxford Bulletin of Economics and Statistics B 2
2008 On the persistence of the Eonia spread Economics Letters C 2
2007 Multicointegration under measurement errors Economics Letters C 1
2006 A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION Econometric Theory B 2
2006 Combining Significance of Correlated Statistics with Application to Panel Data* Oxford Bulletin of Economics and Statistics B 3
2006 Residual log-periodogram inference for long-run relationships Journal of Econometrics A 3
2002 Inference on the cointegration rank in fractionally integrated processes Journal of Econometrics A 2
2000 Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends Oxford Bulletin of Economics and Statistics B 1
1998 Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated Economics Letters C 2
1997 On the effect of seasonal adjustment on the log-periodogram regression Economics Letters C 2
1996 Spurious regressions when stationary regressors are included Economics Letters C 1
1994 On the power of unit root tests against fractional alternatives Economics Letters C 2