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Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Jansson, Michael; Nielsen, Morten Ørregaard - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2321-2333
Persistent link: https://www.econbiz.de/10010023940
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Nearly efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael; Nielsen, Morten Ørregaard - In: Journal of time series econometrics 3 (2011) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010029879
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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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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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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
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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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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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Inference approaches for instrumental variable quantile regression
Chernozhukov, Victor; Hansen, Christian; Jansson, Michael - In: Economics letters 95 (2007) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10007721726
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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