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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
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Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2015
Persistent link: https://www.econbiz.de/10011350551
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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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Long-run covariability
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011627684
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An econometric model of international long-run growth dynamics
Müller, Ulrich K.; Stock, James H.; Watson, Mark W. - 2019
Persistent link: https://www.econbiz.de/10012174807
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Low-frequency econometrics
Müller, Ulrich K.; Watson, Mark W. - 2017
Persistent link: https://www.econbiz.de/10011901897
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Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - In: Journal of econometrics 174 (2013) 2, pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
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Measuring uncertainty about long-run prediction
Müller, Ulrich K.; Watson, Mark W. - 2013
Persistent link: https://www.econbiz.de/10009730746
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003389841
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Low-frequency robust cointegration testing
Müller, Ulrich K.; Watson, Mark W. - 2009
Persistent link: https://www.econbiz.de/10003878139