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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~subject:"Autocorrelation"
~subject:"Statistical inference"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Autocorrelation
Statistical inference
Estimation theory
15
Schätztheorie
15
Time series analysis
5
Correlation
3
Induktive Statistik
3
Korrelation
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Müller, Ulrich K.
Phillips, Peter C. B.
38
Lee, Lung-fei
29
Leybourne, Stephen James
18
Sun, Yixiao
18
Teräsvirta, Timo
18
Linton, Oliver
17
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
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16
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16
Baltagi, Badi H.
15
Chambers, Marcus J.
15
Andrews, Donald W. K.
14
Hassler, Uwe
13
Perron, Pierre
13
Watson, Mark W.
13
Xiao, Zhijie
13
Ling, Shiqing
12
Stock, James H.
12
Chan, Ngai Hang
11
Granger, C. W. J.
11
Hendry, David F.
11
Inoue, Atsushi
11
Jin, Fei
11
Li, Qi
11
Mills, Terence C.
11
Nielsen, Morten Ørregaard
11
Peng, Liang
11
Westerlund, Joakim
11
Zakoïan, Jean-Michel
11
Zhu, Ke
11
Baillie, Richard
10
Cavaliere, Giuseppe
10
Chernozhukov, Victor
10
Francq, Christian
10
Kapetanios, George
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics ; Volume 2
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
9
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1
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
2
Spatial correlation robust inference
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
6
,
pp. 2901-2935
Persistent link: https://www.econbiz.de/10013482329
Saved in:
3
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:
4
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
5
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:
6
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:
7
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:
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:
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