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Efficient Tests under a Weak Convergence Assumption
Müller, Ulrich K., (2009)
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
Jansson, Michael, (2008)
Semiparametric power envelopes for tests of the unit root hypothesis
Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K., (2018)
Nearly efficient unit root tests when the alternative is trendstationary
Müller, Ulrich K., (2000)
The impossiblity of consistent discrimination between I(0) and I(1) processes
Müller, Ulrich K., (2008)