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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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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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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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ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Chernozhukov, Victor; Hansen, Christian; Jansson, Michael - In: Econometric theory 25 (2009) 3, pp. 806-818
Persistent link: https://www.econbiz.de/10008257711
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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/10008257712
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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/10006965156
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CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
Jansson, Michael - In: Econometric theory 18 (2002) 6, pp. 1449-1460
Persistent link: https://www.econbiz.de/10006972299
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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/10006972305
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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
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03.6.2. 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/10006962800