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University of California at San Diego, Economics Working Paper Series
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Testing for unit roots with stationary covariates
Elliott, Graham
;
Jansson, Michael
-
2000
Persistent link: https://www.econbiz.de/10001471510
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2
Consistent covariance matrix estimation for linear processes
Jansson, Michael
-
1999
Persistent link: https://www.econbiz.de/10001430974
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3
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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Improving size and power in unit root testing
Haldrup, Niels
(
contributor
);
Jansson, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002678916
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