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Tests with correct size when instruments can be arbitrarily weak
Moreira, Marcelo J. - In: Journal of econometrics 152 (2009) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10003892731
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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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[Rezension von: Hall, Alastair R., Generalized method of moments]
Jansson, Michael - In: Journal of economic literature 44 (2006) 2, pp. 420-421
Persistent link: https://www.econbiz.de/10003346098
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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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Point optimal tests of the null hypothesis of cointegration
Jansson, Michael - In: Journal of econometrics 124 (2005) 1, pp. 187-201
Persistent link: https://www.econbiz.de/10002439487
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Point optimal invariant tests of the null hypothesis of cointegration
Jansson, Michael - In: Testing the null hypothesis of cointegration, (pp. 45-107). 2000
Persistent link: https://www.econbiz.de/10001601883
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On tests of the null hypothesis of stationarity
Jansson, Michael - In: Testing the null hypothesis of cointegration, (pp. 111-141). 2000
Persistent link: https://www.econbiz.de/10001601886
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Consistent covariance matrix estimation for linear processes
Jansson, Michael - In: Econometric theory 18 (2002) 6, pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
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Consistent covariance matrix estimation for linear processes
Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001430974
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Stationarity testing with covariates
Jansson, Michael - In: Econometric theory 20 (2004) 1, pp. 56-94
Persistent link: https://www.econbiz.de/10001904780