← All authors Ulrich K. Müller Princeton University (from arXiv:2102.09353, 2021) · OpenAlex
40 papers in scope · 39 published · 2 on the econ.EM arXiv · 3,569 citations · h-index 24 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
T. Kikuchi Alexander Lehner Tatsuru Kikuchi Riccardo D'Adamo Mikkel Sølvsten Ruonan Xu David M. Ritzwoller Raffaele Saggio Mikkel S olvsten Mark W. Watson Patrick Kline Stanislav Anatolyev Ying Zhu Guido W. Imbens Bruno Ferman Michael Jansson Soonwoo Kwon Michal Kolesár Matias D. Cattaneo Timothy B. Armstrong Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 40)
Forecasting Related Time Series
published 2026 · Journal of Applied Econometrics
Time Varying Extremes
published 2024 · The Review of Economics and Statistics · 4 citations
Spatial Unit Roots and Spurious Regression
published 2024 · Econometrica · 22 citations
working paper 2023 · arXiv
published 2023 · The Review of Economics and Statistics · 2 citations
Spatial Correlation Robust Inference in Linear Regression and Panel Models
published 2022 · Journal of Business and Economic Statistics · 13 citations
Comprehensive evidence implies a higher social cost of CO2
published 2022 · Nature · 1018 citations
with Kevin Rennert, Frank Errickson, Brian Prest, Lisa Rennels, Richard G. Newell, William A. Pizer, Cora Kingdon, Jordan Wingenroth, Roger Cooke, Bryan Parthum, David J. Smith, Kevin Cromar, …
published 2022 · Econometrica · 36 citations · first circulated 2021
Linear regression with many controls of limited explanatory power
published 2021 · Quantitative Economics · 17 citations
with Chenchuan Li
Generalized Local‐to‐Unity Models
published 2021 · Econometrica · 8 citations
An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting
published 2020 · The Review of Economics and Statistics · 41 citations
Refining the central limit theorem approximation via extreme value theory
published 2019 · Statistics & Probability Letters · 5 citations · first circulated 2018
Nearly weighted risk minimal unbiased estimation
published 2018 · Journal of Econometrics · 11 citations
with Yu-Long Wang
Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson
published 2018 · Journal of Business and Economic Statistics · 1 citations
Long-Run Covariability
published 2018 · Econometrica · 104 citations · first circulated 2017
Fixed-k Asymptotic Inference About Tail Properties
published 2016 · Journal of the American Statistical Association · 24 citations
Measuring Uncertainty about Long-Run Predictions
published 2016 · The Review of Economic Studies · 94 citations · first circulated 2013
Credibility of Confidence Sets in Nonstandard Econometric Problems
published 2016 · Econometrica · 20 citations
Inference with Few Heterogeneous Clusters
published 2015 · The Review of Economics and Statistics · 101 citations
Coverage Inducing Priors in Nonstandard Inference Problems
published 2015 · Journal of the American Statistical Association · 5 citations
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
published 2015 · Econometrica · 136 citations
HAC Corrections for Strongly Autocorrelated Time Series
published 2014 · Journal of Business and Economic Statistics · 120 citations
Rejoinder
published 2014 · Journal of Business and Economic Statistics · 1 citations
Pre and post break parameter inference
published 2014 · Journal of Econometrics · 29 citations
Low-frequency robust cointegration testing
published 2013 · Journal of Econometrics · 28 citations · first circulated 2007
Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
published 2013 · Econometrica · 129 citations
Measuring prior sensitivity and prior informativeness in large Bayesian models
published 2012 · Journal of Monetary Economics · 74 citations
Efficient Estimation of the Parameter Path in Unstable Time Series Models
published 2010 · The Review of Economic Studies · 52 citations · first circulated 2007
t -Statistic Based Correlation and Heterogeneity Robust Inference
published 2009 · Journal of Business and Economic Statistics · 283 citations · first circulated 2007
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
published 2009 · Econometric Theory · 2 citations
Valid Inference in Partially Unstable Generalized Method of Moments Models
published 2008 · The Review of Economic Studies · 19 citations
with Hong Li
THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
published 2008 · Econometric Theory · 43 citations
A theory of robust long-run variance estimation
published 2007 · Journal of Econometrics · 134 citations
Confidence sets for the date of a single break in linear time series regressions
published 2007 · Journal of Econometrics · 84 citations · first circulated 2004
Efficient Tests for General Persistent Time Variation in Regression Coefficients
published 2006 · The Review of Economic Studies · 228 citations
Are forecasters reluctant to revise their predictions? Some German evidence
published 2006 · Journal of Forecasting · 32 citations
with Gebhard Kirchgäßner
Minimizing the impact of the initial condition on testing for unit roots
published 2005 · Journal of Econometrics · 70 citations
Size and power of tests of stationarity in highly autocorrelated time series
published 2004 · Journal of Econometrics · 105 citations · first circulated 2002
Tests for Unit Roots and the Initial Condition
published 2003 · Econometrica · 219 citations
Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution
published 1999 · International Economic Review · 255 citations
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