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Müller, Ulrich K.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
706 |
Total
Citations
77 |
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1.
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Ibragimov, Rustam
Harvard University - Department of Economics Müller, Ulrich K.
Princeton University - Department of Economics
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225
(66,179)
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10
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t-test, dependence, least favorable distribution, variance estimation, Fama-MacBeth method
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2.
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Elliott, Graham
University of California, San Diego (UCSD) - Department of Economics Müller, Ulrich K.
Princeton University - Department of Economics
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134
(107,683)
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25
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Unit root tests, point optimal tests, weighted average power, asymptotic distributions
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3.
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Elliott, Graham
University of California, San Diego (UCSD) - Department of Economics Müller, Ulrich K.
Princeton University - Department of Economics
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102
(133,127)
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11
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Optimal Tests, Parameters Instability, Breaks Tests
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4.
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Müller, Ulrich K.
Princeton University - Department of Economics
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90
(144,965)
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10
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Tests for stationarity, local-to-unity asymptotics, long-run variance estimation, mean reversion
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5.
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Müller, Ulrich K.
Princeton University - Department of Economics Petalas, Philippe-Emmanuel
Economics Department, Princeton University
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01 Apr 07
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Last Revised:
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06 Jul 09
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43
(213,403)
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4
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Time Varying Parameters, Non-linear Non-Gaussian Smoothing, Weighted Average Risk, Weighted Average Power, Posterior Approximation, Misspecification
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6.
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Li, Hong
Brandeis University Müller, Ulrich K.
Princeton University - Department of Economics
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01 Apr 07
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Last Revised:
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30 Dec 09
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43
(213,403)
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2
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Structural Breaks, Parameter Stability Test, Contiguity, Euler Condition
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7.
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Müller, Ulrich K.
Princeton University - Department of Economics
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15 Mar 08
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Last Revised:
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21 Jan 09
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25
(257,721)
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robustness, unit root test, semiparametric efficiency
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8.
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Müller, Ulrich K.
Princeton University - Department of Economics Watson, Mark W.
Princeton University - Woodrow Wilson School of Public and International Affairs
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24
(261,051)
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11
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9.
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Müller, Ulrich K.
Princeton University - Department of Economics Stock, James H.
Harvard University - Department of Economics
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8
(316,231)
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10.
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Müller, Ulrich K.
Princeton University - Department of Economics Watson, Mark W.
Princeton University - Woodrow Wilson School of Public and International Affairs
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7
(319,197)
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3
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11.
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Müller, Ulrich K.
Princeton University - Department of Economics Watson, Mark W.
Princeton University - Woodrow Wilson School of Public and International Affairs
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5
(324,732)
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