Ulrich K. Müller

Princeton University - Department of Economics

Assistant Professor

Princeton, NJ 08544-1021

United States

http://www.princeton.edu/~umueller

SCHOLARLY PAPERS

13

DOWNLOADS

961

SSRN CITATIONS
Rank 11,387

SSRN RANKINGS

Top 11,387

in Total Papers Citations

66

CROSSREF CITATIONS

40

Scholarly Papers (13)

1.

T-Statistic Based Correlation and Heterogeneity Robust Inference

Harvard Institute of Economic Research Discussion Paper No. 2129
Number of pages: 45 Posted: 21 Feb 2007
Rustam Ibragimov and Ulrich K. Müller
Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 293 (142,570)
Citation 18

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t-test, dependence, least favorable distribution, variance estimation, Fama-MacBeth method

2.

Tests for Unit Roots and the Initial Observation

U of St. Gallen, Econ. Discussion Paper No. 2002-02
Number of pages: 48 Posted: 30 Jan 2002
Graham Elliott and Ulrich K. Müller
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Department of Economics
Downloads 142 (275,699)
Citation 17

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Unit root tests, point optimal tests, weighted average power, asymptotic distributions

3.

Optimally Testing General Breaking Processes in Linear Time Series Models

UCSD Economics Working Paper No. 2003-07
Number of pages: 57 Posted: 16 Jul 2003
Graham Elliott and Ulrich K. Müller
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Department of Economics
Downloads 130 (294,885)
Citation 14

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Optimal Tests, Parameters Instability, Breaks Tests

4.

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

U of St. Gallen, Economics Discussion Paper No. 2002-26
Number of pages: 26 Posted: 05 Feb 2003
Ulrich K. Müller
Princeton University - Department of Economics
Downloads 98 (359,015)
Citation 7

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Tests for stationarity, local-to-unity asymptotics, long-run variance estimation, mean reversion

5.

Efficient Estimation of the Parameter Path in Unstable Time Series Models

Number of pages: 53 Posted: 01 Apr 2007 Last Revised: 06 Jul 2009
Ulrich K. Müller and Philippe-Emmanuel Petalas
Princeton University - Department of Economics and Economics Department, Princeton University
Downloads 66 (451,035)
Citation 7

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Time Varying Parameters, Non-linear Non-Gaussian Smoothing, Weighted Average Risk, Weighted Average Power, Posterior Approximation, Misspecification

6.

Valid Inference in Partially Unstable GMM Models

Number of pages: 37 Posted: 01 Apr 2007 Last Revised: 30 Dec 2009
Hong Li and Ulrich K. Müller
Brandeis University and Princeton University - Department of Economics
Downloads 50 (513,151)
Citation 5

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Structural Breaks, Parameter Stability Test, Contiguity, Euler Condition

7.

Efficient Tests under a Weak Convergence Assumption

Number of pages: 43 Posted: 15 Mar 2008 Last Revised: 21 Jan 2009
Ulrich K. Müller
Princeton University - Department of Economics
Downloads 35 (586,555)
Citation 2

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robustness, unit root test, semiparametric efficiency

8.

Long-Run Covariability

NBER Working Paper No. w23186
Number of pages: 66 Posted: 21 Feb 2017 Last Revised: 09 May 2022
Ulrich K. Müller and Mark W. Watson
Princeton University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 34 (591,999)
Citation 6

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9.

Testing Models of Low-Frequency Variability

NBER Working Paper No. w12671
Number of pages: 53 Posted: 20 Nov 2006 Last Revised: 14 Feb 2022
Ulrich K. Müller and Mark W. Watson
Princeton University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 33 (597,712)
Citation 10

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10.

Low-Frequency Econometrics

NBER Working Paper No. w21564
Number of pages: 47 Posted: 21 Sep 2015 Last Revised: 04 Dec 2021
Ulrich K. Müller and Mark W. Watson
Princeton University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 26 (641,399)
Citation 6

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11.

Low-Frequency Robust Cointegration Testing

NBER Working Paper No. w15292
Number of pages: 50 Posted: 31 Aug 2009 Last Revised: 15 Apr 2022
Ulrich K. Müller and Mark W. Watson
Princeton University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 22 (669,840)

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12.

Measuring Uncertainty About Long-Run Prediction

NBER Working Paper No. w18870
Number of pages: 64 Posted: 09 Mar 2013 Last Revised: 23 Jan 2022
Ulrich K. Müller and Mark W. Watson
Princeton University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 16 (715,470)
Citation 3

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13.

Forecasts in a Slightly Misspecified Finite Order VAR

NBER Working Paper No. w16714
Number of pages: 52 Posted: 24 Jan 2011 Last Revised: 04 Mar 2022
Ulrich K. Müller and James H. Stock
Princeton University - Department of Economics and Harvard University - Department of Economics
Downloads 16 (715,470)

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