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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
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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
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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
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A control function approach for testing the usefulness of trending variables in forecast models and linearn regression
Elliott, Graham - In: Journal of econometrics 164 (2011) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10009270408
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Testing for a trend with persistent errors
Elliott, Graham - In: Journal of econometrics 219 (2020) 2, pp. 314-328
Persistent link: https://www.econbiz.de/10012483388
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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
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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
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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
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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
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Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham; Timmermann, Allan - In: Journal of econometrics 122 (2004) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10006756218