Hassler, Uwe Persistence under temporal aggregation and differencing. (English) Zbl 1302.91169 Econ. Lett. 124, No. 2, 318-322 (2014). MSC: 91B84 PDFBibTeX XMLCite \textit{U. Hassler}, Econ. Lett. 124, No. 2, 318--322 (2014; Zbl 1302.91169) Full Text: DOI
Hassler, Uwe; Tsai, Henghsiu Asymptotic behavior of temporal aggregates in the frequency domain. (English) Zbl 1499.62304 J. Time Ser. Econom. 5, No. 1, 47-60 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler} and \textit{H. Tsai}, J. Time Ser. Econom. 5, No. 1, 47--60 (2013; Zbl 1499.62304) Full Text: DOI
Hassler, Uwe Effect of temporal aggregation on multiple time series in the frequency domain. (English) Zbl 1282.62196 J. Time Ser. Anal. 34, No. 5, 562-573 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler}, J. Time Ser. Anal. 34, No. 5, 562--573 (2013; Zbl 1282.62196) Full Text: DOI
Hassler, Uwe Estimation of fractional integration under temporal aggregation. (English) Zbl 1441.62727 J. Econom. 162, No. 2, 240-247 (2011). MSC: 62P20 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler}, J. Econom. 162, No. 2, 240--247 (2011; Zbl 1441.62727) Full Text: DOI HAL
Hassler, U.; Marmol, F.; Velasco, C. Residual log-periodogram inference for long-run relationships. (English) Zbl 1337.62232 J. Econom. 130, No. 1, 165-207 (2006). MSC: 62M09 62M10 91B84 PDFBibTeX XMLCite \textit{U. Hassler} et al., J. Econom. 130, No. 1, 165--207 (2006; Zbl 1337.62232) Full Text: DOI Link