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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/10010102099
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TESTING MODELS OF LOW-FREQUENCY VARIABILITY
Mueller, Ulrich; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10007383632
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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. 195-214
Persistent link: https://www.econbiz.de/10006751078
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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/10007859751
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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/10007859756
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COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
Müller, Ulrich K. - In: Econometric theory 25 (2009) 3, pp. 643-648
Persistent link: https://www.econbiz.de/10008257722
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THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
MÜller, Ulrich K. - In: Econometric theory 24 (2008) 3, pp. 616-630
Persistent link: https://www.econbiz.de/10007992761
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Are forecasters reluctant to revise their predictions? Some German evidence
Kirchgässner, Gebhard; Müller, Ulrich K. - In: Journal of forecasting 25 (2006) 6, pp. 401-414
Persistent link: https://www.econbiz.de/10007277670
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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, pp. 285-310
Persistent link: https://www.econbiz.de/10007279937
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Measuring prior sensitivity and prior informativeness in large Bayesian models
Müller, Ulrich K. - In: Journal of monetary economics 59 (2012) 6, pp. 581-598
Persistent link: https://www.econbiz.de/10010040102