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Testing for Unit Roots with St...
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Elliott, Graham
27
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21
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4
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4
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Journal of econometrics
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7
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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
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3
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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4
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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5
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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6
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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7
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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8
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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9
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
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10
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1103-1142
Persistent link: https://www.econbiz.de/10008097834
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