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Details about Michael Jansson

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Homepage:http://www.econ.berkeley.edu/~mjansson
Workplace:Department of Economics, University of California-Berkeley, (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Michael Jansson.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: pja19


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Working Papers

2017

  1. Inference in linear regression models with many covariates and heteroskedasticity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)

2015

  1. Alternative asymptotics and the partially linear model with many regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads
  2. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

2014

  1. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2012

  1. Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2012) Downloads View citations (2)
    Working Papers, Queen's University, Department of Economics (2012) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)

2011

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (6)
    See also Journal Article in Journal of the American Statistical Association (2013)

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (6)

    See also Journal Article in Econometric Theory (2014)

2009

  1. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Working Papers, Queen's University, Department of Economics (2009) Downloads

    See also Journal Article in Journal of Time Series Econometrics (2011)
  2. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in Working Papers, Queen's University, Department of Economics (2009) Downloads View citations (3)

    See also Journal Article in Econometrica (2012)
  3. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Journal of the American Statistical Association (2010)

2008

  1. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Econometric Theory (2014)

2007

  1. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)
  2. Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Econometrica (2008)

2005

  1. Improving Size and Power in Unit Root Testing
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2004

  1. Optimal Inference in Regression Models with Nearly Integrated Regressors
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (2)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (15)

    See also Journal Article in Econometrica (2006)
  2. Optimal Power for Testing Potential Cointegrating Vectors with Known
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads

2003

  1. Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (2005)

2002

  1. Testing for Unit Roots with Stationary Covariates
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) Downloads
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2003)

2000

  1. Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1999) Downloads

0405

  1. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

Journal Articles

2015

  1. Improved likelihood ratio tests for cointegration rank in the VAR model
    Journal of Econometrics, 2015, 184, (1), 97-110 Downloads View citations (4)
    See also Working Paper (2012)

2014

  1. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (06), 1135-1164 Downloads
    See also Working Paper (2010)
  2. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (01), 176-200 Downloads View citations (3)
    See also Working Paper (2008)

2013

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (2)
    See also Working Paper (2011)
  2. Rejoinder
    Journal of the American Statistical Association, 2013, 108, (504), 1265-1268 Downloads

2012

  1. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
    Econometrica, 2012, 80, (5), 2321-2332 Downloads View citations (8)
    See also Working Paper (2009)
  2. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 Downloads View citations (4)
    See also Working Paper (2007)

2011

  1. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
    Journal of Time Series Econometrics, 2011, 3, (1), 1-21 Downloads
    See also Working Paper (2009)

2010

  1. Robust Data-Driven Inference for Density-Weighted Average Derivatives
    Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 Downloads View citations (6)
    See also Working Paper (2009)

2009

  1. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (03), 806-818 Downloads View citations (2)
  2. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 Downloads View citations (21)
  3. OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
    Econometric Theory, 2009, 25, (03), 793-805 Downloads View citations (6)

2008

  1. Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
    Econometrica, 2008, 76, (5), 1103-1142 Downloads View citations (14)
    See also Working Paper (2007)

2007

  1. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 Downloads View citations (16)

2006

  1. Optimal Inference in Regression Models with Nearly Integrated Regressors
    Econometrica, 2006, 74, (3), 681-714 Downloads View citations (69)
    See also Working Paper (2004)

2005

  1. Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
    Journal of Business & Economic Statistics, 2005, 23, 34-48 Downloads View citations (19)
    See also Working Paper (2003)
  2. Point optimal tests of the null hypothesis of cointegration
    Journal of Econometrics, 2005, 124, (1), 187-201 Downloads View citations (7)

2004

  1. 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors Solution
    Econometric Theory, 2004, 20, (06), 1263-1264 Downloads
  2. STATIONARITY TESTING WITH COVARIATES
    Econometric Theory, 2004, 20, (01), 56-94 Downloads View citations (17)
  3. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
    Econometrica, 2004, 72, (3), 937-946 Downloads View citations (36)

2003

  1. 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
    Econometric Theory, 2003, 19, (06), 1195-1195 Downloads
  2. Testing for unit roots with stationary covariates
    Journal of Econometrics, 2003, 115, (1), 75-89 Downloads View citations (50)
    See also Working Paper (2002)

2002

  1. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
    Econometric Theory, 2002, 18, (06), 1449-1459 Downloads View citations (44)
  2. REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
    Econometric Theory, 2002, 18, (06), 1309-1335 Downloads View citations (9)

Editor

  1. Econometrics Journal
    Royal Economic Society
 
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