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Elliott, Graham
27
Jansson, Michael
21
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4
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4
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Econometric theory
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3
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OLC EcoSci
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Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Elliott, Graham
;
Jansson, Michael
;
Pesavento, Elena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 34-48
Persistent link: https://www.econbiz.de/10008222921
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2
Testing for unit roots with stationary covariates
Elliott, Graham
;
Jansson, Michael
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 75-90
Persistent link: https://www.econbiz.de/10006762904
Saved in:
3
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
;
Andrews, D.W.K.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10007896794
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4
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut
;
Rodrigues, Paulo M.M.
;
Balke, N.S.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
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5
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick
;
Abadir, K.M.
;
Bunzel, H.
;
Vogelsang, T.J.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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6
International business cycles and the dynamics of the current account
Elliott, G.
;
Fatás, A.
- In:
European economic review : EER
40
(
1996
)
2
,
pp. 361-388
Persistent link: https://www.econbiz.de/10007623870
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7
Optimal Inference in Regression Models with Nearly Integrated Regressors
Jansson, Michael
;
Moreira, Marcelo J.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
3
,
pp. 681-714
Persistent link: https://www.econbiz.de/10006747251
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8
Point optimal tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10006749143
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9
The Error in Rejection Probability of Simple Autocorrelation Robust Tests
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 937-946
Persistent link: https://www.econbiz.de/10006757321
Saved in:
10
OPTIMAL INFERENCE IN REGRESSION MODELS WITH NEARLY INTEGRATED REGRESSORS
Jansson, Michael
;
Moreira, Marcelo J.
-
2004
Persistent link: https://www.econbiz.de/10005924384
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