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Improved likelihood ratio test...
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cluster-robust variance estimator
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Nielsen, Morten Ørregaard
370
Jansson, Michael
166
Boswijk, Herman Peter
90
Boswijk, H. Peter
77
Johansen, Søren
53
Christensen, Bent Jesper
47
Cattaneo, Matias D.
43
MacKinnon, James G.
37
Franses, Philip Hans
36
Frederiksen, Per
34
Haldrup, Niels
34
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26
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25
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22
Ørregaard Nielsen, Morten
20
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19
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18
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17
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17
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15
Zhu, Jie
15
Chernozhukov, Victor
14
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14
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11
Rahbek, Anders
11
Hommes, Cars H.
10
Klaassen, Franc
10
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10
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9
Peter Boswijk, H.
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8
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8
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8
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7
Zu, Yang
7
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6
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6
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35
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8
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Queen's Economics Department working paper
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45
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42
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38
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36
Working Papers / Economics Department, Queen's University
35
CREATES Research Papers
31
Econometric theory
30
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20
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18
Econometric Theory
16
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16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
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13
Tinbergen Institute Discussion Paper
13
Queen’s Economics Department Working Paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Economics letters
10
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8
CREATES Research Paper
6
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6
Econometrica
6
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6
Journal of empirical finance
5
The econometrics journal
5
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4
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4
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4
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4
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4
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ECONIS (ZBW)
388
RePEc
183
EconStor
72
OLC EcoSci
46
Other ZBW resources
6
USB Cologne (EcoSocSci)
1
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51
On tests of the null hypothesis of stationarity
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 111-141)
.
2000
Persistent link: https://www.econbiz.de/10001601886
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52
Consistent covariance matrix estimation for linear processes
Jansson, Michael
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
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53
Stationarity testing with covariates
Jansson, Michael
- In:
Econometric theory
20
(
2004
)
1
,
pp. 56-94
Persistent link: https://www.econbiz.de/10001904780
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54
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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55
[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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56
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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57
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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58
Cointegration, identification and exogeneity : inference in structural error correction models
Boswijk, H. Peter
-
1992
Persistent link: https://www.econbiz.de/10004249137
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59
Identifiability of cointegrated systems
Boswijk, Herman Peter
-
1995
Persistent link: https://www.econbiz.de/10000909278
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60
Mixed normality and ancillarity in (2) systems
Boswijk, Herman Peter
-
1996
Persistent link: https://www.econbiz.de/10000942649
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