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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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Size and power of tests for stationarity in highly autocorrelated time series
Müller, Ulrich K. - 2002
Persistent link: https://www.econbiz.de/10001732436
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The impossiblity 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/10003894273
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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. 581-597
Persistent link: https://www.econbiz.de/10009672934
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HAC corrections for strongly autocorrelated time series
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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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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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
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Nearly efficient unit root tests when the alternative is trendstationary
Müller, Ulrich K. - 2000
Persistent link: https://www.econbiz.de/10013442981
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Optimally testing general breaking processes in linear time series models
Elliott, Graham; Müller, Ulrich K. - 2003
Persistent link: https://www.econbiz.de/10001753313
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2001
Persistent link: https://www.econbiz.de/10001637809