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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~subject:"Autocorrelation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Autocorrelation
Estimation theory
33
Schätztheorie
33
Time series analysis
14
Theorie
9
Theory
9
Correlation
5
Korrelation
5
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4
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Müller, Ulrich K.
Engle, Robert F.
Phillips, Peter C. B.
34
Lee, Lung-fei
29
Leybourne, Stephen James
18
Sun, Yixiao
18
Teräsvirta, Timo
18
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Baltagi, Badi H.
15
Gao, Jiti
15
Linton, Oliver
15
Robinson, Peter M.
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Perron, Pierre
13
Chan, Ngai Hang
11
Granger, C. W. J.
11
Hendry, David F.
11
Jin, Fei
11
Mills, Terence C.
11
Stock, James H.
11
Zhu, Ke
11
Baillie, Richard
10
Cavaliere, Giuseppe
10
Kapetanios, George
10
Koop, Gary
10
Li, Dong
10
Ling, Shiqing
10
Tauchen, George Eugene
10
Watson, Mark W.
10
Xiao, Zhijie
10
Zakoïan, Jean-Michel
10
Bollerslev, Tim
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Jia
9
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in economics and econometrics ; Volume 2
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
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Journal of applied econometrics
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ECONIS (ZBW)
16
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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
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
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:
5
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:
6
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:
7
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
8
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:
9
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:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
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