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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
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Tests for unit roots and the initial observation
Müller, Ulrich K.; Elliott, Graham - 2002
Persistent link: https://www.econbiz.de/10001647193
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Tests for unit roots and the initial observation
Müller, Ulrich K. - 2002
Persistent link: https://www.econbiz.de/10001658463
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Tests for unit roots and the initial condition
Müller, Ulrich K.; Elliott, Graham - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1269-1286
Persistent link: https://www.econbiz.de/10001792666
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Kundenbindung im E-Commerce : Personalisierung als Instrument des Customer Relationship Marketing
Müller, Ulrich - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002524739
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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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Tests for Unit Roots and the Initial Observation
Elliott, Graham; Müller, Ulrich K. - 2002
The paper analyzes the impact of the initial observation on the problem of testing for unit roots. To this end, we derive a family of optimal tests that maximize a weighted average power criterion with respect to the initial observation. We then investigate the relationship of this optimal...
Persistent link: https://www.econbiz.de/10014120894