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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
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Efficient estimation of the parameter path in unstable time series models
Müller, Ulrich K.; Petalas, Philippe-Emmanuel - In: The review of economic studies 77 (2010) 4, pp. 1508-1539
Persistent link: https://www.econbiz.de/10009238360
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Valid inference in partially unstable generalized method of moments models
Li, Hong; Müller, Ulrich K. - In: The review of economic studies 76 (2009) 1, pp. 343-365
Persistent link: https://www.econbiz.de/10003805771
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Measuring uncertainty about long-run predictions
Müller, Ulrich K.; Watson, Mark W. - In: The review of economic studies 83 (2016) 4, pp. 1711-1740
Persistent link: https://www.econbiz.de/10011656576
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Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 253, pp. 1107-1126
Persistent link: https://www.econbiz.de/10007638911
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820