The following pages link to Ulrich K. Müller (Q265022):
Displayed 25 items.
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Refining the central limit theorem approximation via extreme value theory (Q2273731) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix (Q2869956) (← links)
- <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997) (← links)
- Efficient Estimation of the Parameter Path in Unstable Time Series Models (Q3065364) (← links)
- Efficient Tests Under a Weak Convergence Assumption (Q3168951) (← links)
- Efficient Tests for General Persistent Time Variation in Regression Coefficients (Q3421390) (← links)
- Testing Models of Low-Frequency Variability (Q3535755) (← links)
- Valid Inference in Partially Unstable Generalized Method of Moments Models (Q3601196) (← links)
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
- Measuring Uncertainty about Long-Run Predictions (Q4610832) (← links)
- Credibility of Confidence Sets in Nonstandard Econometric Problems (Q4613449) (← links)
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (Q4614276) (← links)
- Long-Run Covariability (Q4630012) (← links)
- Generalized Local‐to‐Unity Models (Q5020506) (← links)
- Linear regression with many controls of limited explanatory power (Q5164485) (← links)
- Tests for Unit Roots and the Initial Condition (Q5472986) (← links)
- 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 (Q5895097) (← links)
- Spatial Correlation Robust Inference in Linear Regression and Panel Models (Q6190718) (← links)