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Consistent covariance matrix estimation for linear processes
Jansson, Michael
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1999
Persistent link: https://www.econbiz.de/10001430974
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Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels
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Jansson, Michael
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1999
Persistent link: https://www.econbiz.de/10001372940
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Improving size and power in unit root testing
Haldrup, Niels
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Jansson, Michael
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2005
Persistent link: https://www.econbiz.de/10002678916
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Testing for unit roots with stationary covariates
Elliott, Graham
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Jansson, Michael
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2000
Persistent link: https://www.econbiz.de/10001471510
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