Ulrich K. Müller

发表

Low-Frequency Robust Cointegration Testing

Mark W. Watson, Ulrich K. Müller, M. Watson, 2009 .

RISK OF BAYESIAN INFERENCE IN MISSPECIFIED MODELS, AND THE SANDWICH COVARIANCE MATRIX

Ulrich K. Müller, 2013 .

Measuring prior sensitivity and prior informativeness in large Bayesian models

Ulrich K. Müller, 2012 .

Minimizing the impact of the initial condition on testing for unit roots

Graham Elliott, Ulrich K. Müller, G. Elliott, 2006 .

Nearly weighted risk minimal unbiased estimation

Ulrich K. Müller, Yulong Wang, 2019, Journal of Econometrics.

NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS

Mark W. Watson, Graham Elliott, Ulrich K. Müller, 2015 .

Confidence Sets for the Date of a Single Break in Linear Time Series Regressions

Graham Elliott, Ulrich K. Müller, G. Elliott, 2004 .

Efficient Tests for General Persistent Time Variation in Regression Coefficients

Graham Elliott, Ulrich K. Müller, G. Elliott, 2006 .

t-Statistic Based Correlation and Heterogeneity Robust Inference

Ulrich K. Müller, Rustam Ibragimov, R. Ibragimov, 2007 .

Credibility of Confidence Sets in Nonstandard Econometric Problems

Ulrich K. Müller, A. Norets, Andriy Norets, 2016 .

Coverage Inducing Priors in Nonstandard Inference Problems

Ulrich K. Müller, A. Norets, Andriy Norets, 2016 .

Tests for Unit Roots and the Initial Condition

Graham Elliott, Ulrich K. Müller, G. Elliott, 2003 .

Spatial Correlation Robust Inference (cid:3)

Ulrich K. Müller, M. Watson, 2022 .

Spatial Unit Roots

Ulrich K. Müller, M. Watson, 2022 .

Comprehensive evidence implies a higher social cost of CO2

Brian C. Prest, Ulrich K. Müller, A. Raftery, 2022, Nature.

t-Statistic Based Correlation and Heterogeneity Robust Inference

Ulrich K. Müller, Rustam Ibragimov, R. Ibragimov, 2007 .

Forecasts in a Slightly Misspecified Finite Order VAR

Ulrich K. Müller, J. Stock, 2011 .

Re ning the Central Limit Theorem Approximation via Extreme Value Theory

Ulrich K. Müller, 2018 .

Inference with Few Heterogeneous Clusters

Ulrich K. Müller, R. Ibragimov, 2016, Review of Economics and Statistics.

Measuring Uncertainty about Long-Run Predictions

Ulrich K. Müller, M. Watson, 2016 .

Testing Models of Low-Frequency Variability

Ulrich K. Müller, M. Watson, Mark W. Watson, 2006 .

Local Projection Inference Is Simpler and More Robust Than You Think

Serena Ng, Domenico Giannone, Marco Del Negro, 2020, Econometrica.

Long-Run Covariability

Ulrich K. Müller, M. Watson, 2017 .

Valid Inference in Partially Unstable Generalized Method of Moments Models

Ulrich K. Müller, Hong Li, 2009 .

Valid Inference in Partially Unstable GMM Models

Ulrich K. Müller, Hong Li, 2007 .

Low-Frequency Econometrics

Ulrich K. Müller, M. Watson, 2015 .

Pre and post break parameter inference

Ulrich K. Müller, G. Elliott, 2014 .

Efficient Estimation of the Parameter Path in Unstable Time Series Models

Ulrich K. Müller, Ulrich K. Müller, Philippe-Emmanuel Petalas, 2008 .

A theory of robust long-run variance estimation

Ulrich K. Müller, 2007 .

ffi cient Tests for General Persistent Time Variation in Regression Coe ffi cients

Ulrich K. Müller, 2005 .

Testing Models of Low-frequency Variability Testing Models of Low-frequency Variability

Ulrich K. Müller, M. Watson, Woodrow Wilson, 2008 .

An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting

Ulrich K. Müller, J. Stock, M. Watson, 2020, Review of Economics and Statistics.

An Econometric Model of International Long-Run Growth Dynamics

Ulrich K. Müller, J. Stock, M. Watson, 2019 .

Efficient Tests under a Weak Convergence Assumption

Ulrich K. Müller, Ulrich K. Müller, 2008 .

THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

Ulrich K. Müller, 2008, Econometric Theory.

Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series

Ulrich K. Müller, Ulrich K. Müller, 2002 .

HAC Corrections for Strongly Autocorrelated Time Series

Ulrich K. Müller, 2014 .

Linear regression with many controls of limited explanatory power

Ulrich K. Müller, Chenchuan Li, Ulrich Müller, 2021, Quantitative Economics.

ON ROBUST MEASUREMENT OF RISK , INEQUALITY AND CONCENTRATION

Ulrich K. Müller, R. Ibragimov, 2009 .

Fixed-k Asymptotic Inference About Tail Properties

Ulrich K. Müller, Yulong Wang, 2017 .

Generalized Local‐to‐Unity Models

Ulrich K. Müller, Liyu Dou, 2021 .

Measuring Uncertainty About Long-Run Prediction

Ulrich K. Müller, M. Watson, 2013 .

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

Ulrich K. Müller, 2009, Econometric Theory.

TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS

Bo E. Honoré, Ulrich K. Müller, M. Watson, 2022, Econometric Theory.

Tests for Unit Roots and the Initial Observation

Ulrich K. Müller, G. Elliott, 2001 .

Are Forecasters Reluctant to Revise Their Predictions? Some German Evidence

Ulrich K. Müller, G. Kirchgässner, 2006 .