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Minimizing the impact of the initial condition on testing for unit roots
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 135 (2006) 1/2, pp. 285-310
Persistent link: https://www.econbiz.de/10003376085
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Efficient tests for general persistent time variation in regression coefficients
Elliott, Graham; Müller, Ulrich K. - In: The review of economic studies 73 (2006) 4, pp. 907-940
Persistent link: https://www.econbiz.de/10003378024
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Confidence sets for the date of a single break in linear time series regressions
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 141 (2007) 2, pp. 1196-1218
Persistent link: https://www.econbiz.de/10003571442
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Pre and post break parameter inference
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 180 (2014) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
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Confidence sets for the date of a single break in linear time series regressions
Elliott, Graham (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003761449
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2001
Persistent link: https://www.econbiz.de/10001637809
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2002
Persistent link: https://www.econbiz.de/10001647193
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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
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Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham; Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
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The impossiblity of consistent discrimination between I(0) and I(1) processes
Müller, Ulrich K. - In: Econometric theory 24 (2008) 3, pp. 616-630
Persistent link: https://www.econbiz.de/10003894273