Ulrich K. Müller

Economics and Econometrics · 2003–2022

A researcher in the Science corpus: 18 papers; trusts 69 researchers and is trusted by 61 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 151 citations into it; #1,522 of 23,481 by trust here, #3,485 by citations
• Statistics and Probability — 102 citations into it; #751 of 12,932 by trust here, #946 by citations
• Finance — 70 citations into it; #3,130 of 10,518 by trust here, #3,517 by citations
• Artificial Intelligence — 19 citations into it
• Management Science and Operations Research — 19 citations into it; #10,582 of 11,946 by trust here, #10,392 by citations
• Accounting — 5 citations into it

Whom Ulrich K. Müller trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. N. Kiefer
2. Timothy J. Vogelsang
3. Graham Elliott
4. Peter C. B. Phillips
5. Whitney K. Newey
6. Mark W. Watson
7. Donald W. K. Andrews
8. Rustam Ibragimov
9. Halbert White
10. Helle Bunzel

Who trusts Ulrich K. Müller overall

1. Yixiao Sun
2. Peter C. B. Phillips
3. Mark W. Watson
4. Graham Elliott
5. Efstathios Paparoditis
6. Peter D. Grünwald
7. Giuseppe Cavaliere
8. James G. MacKinnon
9. Sainan Jin
10. Rustam Ibragimov

Papers from Ulrich K. Müller's perspective

Ordered by how strongly the researchers Ulrich K. Müller trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
3. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
4. Asymptotic properties of a robust variance matrix estimator for panel data when T is large
5. Regression Shrinkage and Selection via the Lasso
6. Generalized autoregressive conditional heteroskedasticity
7. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
8. HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Econometric Theory)
9. Testing Statistical Hypotheses
10. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Econometric Theory)

Their papers

• RISK OF BAYESIAN INFERENCE IN MISSPECIFIED MODELS, AND THE SANDWICH COVARIANCE MATRIX (2013) — 165 citations
• t-Statistic Based Correlation and Heterogeneity Robust Inference (2010) — 326 citations
• Confidence Sets for the Date of a Single Break in Linear Time Series Regressions (2004) — 106 citations
• A theory of robust long-run variance estimation (2007) — 141 citations
• Measuring Uncertainty about Long-Run Predictions (2016) — 76 citations
• Testing Models of Low‐Frequency Variability (2006) — 120 citations
• Inference with Few Heterogeneous Clusters (2016) — 109 citations
• Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series (2005) — 94 citations
• Tests for Unit Roots and the Initial Condition (2003) — 222 citations
• Long‐Run Covariability (2017) — 84 citations
• HAC Corrections for Strongly Autocorrelated Time Series (2014) — 127 citations
• NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS (2015) — 135 citations
• Low-Frequency Econometrics (2015) — 55 citations
• Comprehensive evidence implies a higher social cost of CO2 (2022) — 735 citations
• Local Projection Inference Is Simpler and More Robust Than You Think (2020) — 281 citations
• Efficient Estimation of the Parameter Path in Unstable Time Series Models (2010) — 47 citations
• Minimizing the impact of the initial condition on testing for unit roots (2006) — 66 citations
• Efficient Tests for General Persistent Time Variation in Regression Coefficients (2006) — 210 citations