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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
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[Rezension von: Hall, Alastair R., Generalized method of moments]
Jansson, Michael - In: Journal of economic literature 44 (2006) 2, pp. 420-421
Persistent link: https://www.econbiz.de/10003346098
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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael - In: Identification and inference for econometric models : …, (pp. 357-374). 2005
Persistent link: https://www.econbiz.de/10003352578
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Unbiasedness of the OLS estimator with Random regressors : solution
Jansson, Michael - In: Econometric theory 20 (2004) 6, pp. 1263-1264
Persistent link: https://www.econbiz.de/10002424973
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[Rezension von: Pagan, Adrian, ...,, Nonparametric econometrics]
Elliott, Graham - In: Journal of economic literature 38 (2000) 4, pp. 938-939
Persistent link: https://www.econbiz.de/10001538728
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Estimating restricted cointegrating vectors
Elliott, Graham - 1999
Persistent link: https://www.econbiz.de/10001441331
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Estimating restricted cointegrating vectors
Elliott, Graham - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10001441611
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Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000904214
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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
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Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439