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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael - In: Identification and inference for econometric models : …, (pp. 357-374). 2005
Persistent link: https://www.econbiz.de/10003352578
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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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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001500638
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Spurious regression, cointegration, and near cointegration : a unifying approach
Jansson, Michael; Haldrup, Niels - 2000
Persistent link: https://www.econbiz.de/10001495722
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Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels; Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001365076
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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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Spurious regression, cointegration, and near cointegration : a unifying approach
Jansson, Michael; Haldrup, Niles - In: Testing the null hypothesis of cointegration, (pp. 3-42). 2000
Persistent link: https://www.econbiz.de/10001601869
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Testing the null hypothesis of cointegration
Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001523894
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Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - In: Journal of econometrics 115 (2003) 1, pp. 75-89
Persistent link: https://www.econbiz.de/10001758136
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Regression theory for nearly cointegrated time series
Jansson, Michael; Haldrup, Niels - In: Econometric theory 18 (2002) 6, pp. 1309-1335
Persistent link: https://www.econbiz.de/10001716904