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Efficient Tests under a Weak C...
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Müller, Ulrich K.
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HAC corrections for strongly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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2
Measuring prior sensitivity and prior informativeness in large Bayesian models
Müller, Ulrich K.
- In:
Journal of monetary economics
59
(
2012
)
6
,
pp. 581-597
Persistent link: https://www.econbiz.de/10009672934
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3
Nearly efficient unit root tests when the alternative is trendstationary
Müller, Ulrich K.
-
2000
Persistent link: https://www.econbiz.de/10013442981
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4
Valid inference in partially unstable generalized method of moments models
Li, Hong
;
Müller, Ulrich K.
- In:
The review of economic studies
76
(
2009
)
1
,
pp. 343-365
Persistent link: https://www.econbiz.de/10003805771
Saved in:
5
Measuring uncertainty about long-run prediction
Müller, Ulrich K.
;
Watson, Mark W.
-
2013
Persistent link: https://www.econbiz.de/10009730746
Saved in:
6
Inference with few heterogeneous clusters
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10011477087
Saved in:
7
Tests for unit roots and the initial observation
Müller, Ulrich K.
;
Elliott, Graham
-
2001
Persistent link: https://www.econbiz.de/10001637809
Saved in:
8
Tests for unit roots and the initial observation
Müller, Ulrich K.
;
Elliott, Graham
-
2002
Persistent link: https://www.econbiz.de/10001647193
Saved in:
9
Tests for unit roots and the initial condition
Müller, Ulrich K.
;
Elliott, Graham
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1269-1286
Persistent link: https://www.econbiz.de/10001792666
Saved in:
10
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
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