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Elliott, Graham
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Testing for unit roots with stationary covariates
Elliott, Graham
;
Jansson, Michael
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 75-89
Persistent link: https://www.econbiz.de/10001758136
Saved in:
2
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
Saved in:
3
A control function approach for testing the usefulness of trending variables in forecast models and linearn regression
Elliott, Graham
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10009270408
Saved in:
4
Testing for a trend with persistent errors
Elliott, Graham
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 314-328
Persistent link: https://www.econbiz.de/10012483388
Saved in:
5
Finite sample inference for quantile regression models
Chernozhukov, Victor
;
Hansen, Christian Bailey
; …
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
Saved in:
6
Optimal inference for instrumental variables regression with non-Gaussian errors
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009551452
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7
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
8
Local regression distribution estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Ma, Xinwei
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075101
Saved in:
9
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10001585355
Saved in:
10
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10002136491
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