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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~subject:"Autocorrelation"
~subject:"Statistical test"
~type:"article"
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Zeitreihenanalyse
Autocorrelation
Statistical test
Estimation theory
15
Schätztheorie
15
Time series analysis
5
Correlation
3
Induktive Statistik
3
Korrelation
3
Regression analysis
3
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Statistical inference
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Statistischer Test
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Müller, Ulrich K.
Phillips, Peter C. B.
40
Lee, Lung-fei
30
Baltagi, Badi H.
23
Leybourne, Stephen James
20
Sun, Yixiao
19
Linton, Oliver
18
Teräsvirta, Timo
18
Perron, Pierre
17
Robinson, Peter M.
17
Taylor, Robert
17
Bera, Anil K.
16
Gao, Jiti
16
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Su, Liangjun
16
Chambers, Marcus J.
14
Hassler, Uwe
14
Chan, Ngai Hang
13
Dufour, Jean-Marie
13
Li, Qi
13
Stock, James H.
13
White, Halbert
13
Andrews, Donald W. K.
12
Cai, Zongwu
12
Jin, Fei
12
Westerlund, Joakim
12
Zhu, Ke
12
Granger, C. W. J.
11
Harvey, David I.
11
Hendry, David F.
11
Kapetanios, George
11
Li, Dong
11
McAleer, Michael
11
Mills, Terence C.
11
Pesaran, M. Hashem
11
Watson, Mark W.
11
Xiao, Zhijie
11
Zakoïan, Jean-Michel
11
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10
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Journal of econometrics
5
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economic studies
1
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ECONIS (ZBW)
9
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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
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
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
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:
8
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:
9
Efficient tests for general persistent time variation in regression coefficients
Elliott, Graham
;
Müller, Ulrich K.
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 907-940
Persistent link: https://www.econbiz.de/10003378024
Saved in:
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