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Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels; Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001372940
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Unbiasedness of the OLS estimator with Random regressors : solution
Jansson, Michael - In: Econometric theory 20 (2004) 6, pp. 1263-1264
Persistent link: https://www.econbiz.de/10002424973
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - In: Statistical papers 35 (1994) 4, pp. 287-307
Persistent link: https://www.econbiz.de/10001173330
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Separation in cointegrated systems
Haldrup, Niels - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 177-180
Persistent link: https://www.econbiz.de/10008652238
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Estimation of fractional integration in the presence of data noise
Haldrup, Niels (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776942
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Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of econometrics 72 (1996) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10001198014
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A review of the econometric analysis of I(2) variables
Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000968675
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Admissible invariant similar tests for instrumental variables regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Econometric theory 25 (2009) 3, pp. 806-818
Persistent link: https://www.econbiz.de/10003864191
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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693