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Estimation theory
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Müller, Ulrich K.
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
NBER Working Paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of Econometrics
6
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Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Materialien zur Bevölkerungswissenschaft
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Springer eBook Collection / Business and Economics
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Size and power of tests of stationarity in highly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 195-213
Persistent link: https://www.econbiz.de/10003091264
Saved in:
2
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:
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
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
Minimizing the impact of the initial condition on testing for unit roots
Elliott, Graham
;
Müller, Ulrich K.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 285-310
Persistent link: https://www.econbiz.de/10003376085
Saved in:
6
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:
7
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:
8
Size and power of tests of stationarity in highly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 195-214
Persistent link: https://www.econbiz.de/10006751078
Saved in:
9
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/10010102099
Saved in:
10
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/10007859751
Saved in:
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