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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~language:"eng"
~subject:"Autocorrelation"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Autocorrelation
Estimation theory
14
Schätztheorie
14
Time series analysis
4
Correlation
3
Induktive Statistik
3
Korrelation
3
Regression analysis
3
Regressionsanalyse
3
Statistical inference
3
Statistical test
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Statistischer Test
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Autokorrelation
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HAC
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HAR
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Panel study
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1
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Bayes-Statistik
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Cointegration
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Confidence interval
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Confidence sets
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Econometrics
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Forecasting model
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High dimensional linear regression
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Article
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Article in journal
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English
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Müller, Ulrich K.
Phillips, Peter C. B.
33
Lee, Lung-fei
28
Leybourne, Stephen James
18
Baltagi, Badi H.
16
Linton, Oliver
16
Lütkepohl, Helmut
16
Sun, Yixiao
16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
14
Johansen, Søren
14
Robinson, Peter M.
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Jin, Fei
11
Xiao, Zhijie
11
Zhu, Ke
11
Baillie, Richard
10
Cavaliere, Giuseppe
10
Kapetanios, George
10
Koop, Gary
10
Li, Dong
10
Ling, Shiqing
10
McAleer, Michael
10
Tauchen, George Eugene
10
Chan, Ngai Hang
9
Demetrescu, Matei
9
Harvey, David I.
9
Hendry, David F.
9
Li, Jia
9
Lucas, André
9
Westerlund, Joakim
9
Bauwens, Luc
8
Chen, Xiaohong
8
Davis, Richard A.
8
Franses, Philip Hans
8
Granger, C. W. J.
8
Hong, Yongmiao
8
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
6
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1
Nearly weighted risk minimal unbiased estimation
Müller, Ulrich K.
;
Wang, Yulong
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10012302499
Saved in:
2
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
Saved in:
3
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
Saved in:
4
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
5
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
Saved in:
6
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
Saved in:
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