Browsing All of EconStor by Author Jansson, Michael
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
1999 | Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach | Haldrup, Niels; Jansson, Michael |
2009 | Nearly efficient likelihood ratio tests for seasonal unit roots | Jansson, Michael; Nielsen, Morten Ørregaard |
2009 | Nearly efficient likelihood ratio tests of the unit root hypothesis | Jansson, Michael; Nielsen, Morten Ørregaard |
2010 | Bootstrapping density-weighted average derivatives | Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael |
2012 | Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model | Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ø. |
2012 | Improved likelihood ratio tests for cointegration rank in the VAR model | Boswijk, H. Peter; Jansson, Michael; Ørregaard Nielsen, Morten |
2015 | Treatment effects with many covariates and heteroskedasticity | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2015 | Alternative asymptotics and the partially linear model with many regressors | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2017 | Inference in linear regression models with many covariates and heteroskedasticity | Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. |
2019 | Towards a general large sample theory for regularized estimators | Jansson, Michael; Pouzo, Demian |
2020 | Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order | Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard |