Ulrich K. Müller

Available identifiers

zbMath Open muller.ulrich-kMaRDI QIDQ265022

List of research outcomes

Publication	Date of Publication	Type
HAC Corrections for Strongly Autocorrelated Time Series	2025-01-20	Paper
Rejoinder	2025-01-20	Paper
Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson	2024-10-23	Paper
Spatial correlation robust inference	2024-05-13	Paper
Spatial Correlation Robust Inference in Linear Regression and Panel Models	2024-03-06	Paper
Generalized Local‐to‐Unity Models	2022-01-06	Paper
Linear regression with many controls of limited explanatory power	2021-11-11	Paper
Refining the central limit theorem approximation via extreme value theory	2019-09-25	Paper
Nearly weighted risk minimal unbiased estimation	2019-04-30	Paper
Long-Run Covariability	2019-03-29	Paper
Credibility of Confidence Sets in Nonstandard Econometric Problems	2019-01-31	Paper
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis	2019-01-30	Paper
Measuring Uncertainty about Long-Run Predictions	2019-01-23	Paper
Minimizing the impact of the initial condition on testing for unit roots	2016-06-10	Paper
Confidence sets for the date of a single break in linear time series regressions	2016-05-27	Paper
A theory of robust long-run variance estimation	2016-05-27	Paper
Size and power of tests of stationarity in highly autocorrelated time series	2016-04-01	Paper
Pre and post break parameter inference	2014-06-04	Paper
Low-frequency robust cointegration testing	2014-03-18	Paper
Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix	2014-01-07	Paper
Efficient Tests Under a Weak Convergence Assumption	2011-04-27	Paper
Efficient Estimation of the Parameter Path in Unstable Time Series Models	2011-01-05	Paper
t-Statistic Based Correlation and Heterogeneity Robust Inference	2010-12-30	Paper
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	2009-09-30	Paper
THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES	2009-06-11	Paper
Valid Inference in Partially Unstable Generalized Method of Moments Models	2009-02-10	Paper
Testing Models of Low-Frequency Variability	2008-11-14	Paper
Efficient Tests for General Persistent Time Variation in Regression Coefficients	2007-02-12	Paper
Tests for Unit Roots and the Initial Condition	2006-06-19	Paper

Research outcomes over time

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