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Small bandwidth asymptotics for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
- In:
Econometric theory
30
(
2014
)
1
,
pp. 176-200
Persistent link: https://www.econbiz.de/10010399781
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2
Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126
Saved in:
3
Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10011950954
Saved in:
4
Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.
;
Jansson, Michael
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
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5
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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6
Stationarity testing with covariates
Jansson, Michael
- In:
Econometric theory
20
(
2004
)
1
,
pp. 56-94
Persistent link: https://www.econbiz.de/10001904780
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7
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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8
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
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9
Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Brien, Samuel
;
Jansson, Michael
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
40
(
2024
)
5
,
pp. 1159-1183
Persistent link: https://www.econbiz.de/10015154320
Saved in:
10
Optimal invariant inference when the number of instruments is large
Chioda, Laura
;
Jansson, Michael
- In:
Econometric theory
25
(
2009
)
3
,
pp. 793-805
Persistent link: https://www.econbiz.de/10003864186
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