Similar Search Results - EconBiz

Are forecasters reluctant to revise their predictions? : Some German evidence

Kirchgässner, Gebhard; Müller, Ulrich K. - In: Journal of forecasting 25 (2006) 6, pp. 401-413

Persistent link: https://www.econbiz.de/10003378442

Ecological tax reform and involuntary unemployment : simulation results for Switzerland

Kirchgässner, Gebhard; Müller, Ulrich K.; Savioz, Marcel - 1998

Persistent link: https://www.econbiz.de/10013442869

Are forecasters reluctant to revise their predictions? Some German evidence

Müller, Ulrich K.; Kirchgässner, Gebhard - In: Journal of Forecasting 25 (2006) 6, pp. 401-413

People are reluctant to admit mistakes. This could also be true of economic forecasters. If revisions of past forecasts are costly, then it will become optimal for forecasters to only partially adjust a past forecast in the light of new information. The unwillingness to admit to the mistake in...

Persistent link: https://www.econbiz.de/10005635587

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

A theory of robust long-run variance estimation

Müller, Ulrich K. - In: Journal of econometrics 141 (2007) 2, pp. 1331-1352

Persistent link: https://www.econbiz.de/10003571463

Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix

Müller, Ulrich K. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1805-1849

Persistent link: https://www.econbiz.de/10010230633

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

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

Size and power of tests of stationarity in highly autocorrelated time series

Müller, Ulrich K. - In: Journal of econometrics 128 (2005) 2, pp. 195-213

Persistent link: https://www.econbiz.de/10003091264

Size and power of tests for stationarity in highly autocorrelated time series

Müller, Ulrich K. - 2002

Persistent link: https://www.econbiz.de/10001732436

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