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Details about Michael Jansson

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 Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)

Access statistics for papers by Michael Jansson.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pja19


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Working Papers

2024

  1. Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
    Papers, arXiv.org Downloads
  2. Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
    Papers, arXiv.org Downloads

2023

  1. Boundary Adaptive Local Polynomial Conditional Density Estimators
    Papers, arXiv.org Downloads

2022

  1. Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order
    Working Paper, Economics Department, Queen's University Downloads

2021

  1. Local Regression Distribution Estimators
    Papers, arXiv.org Downloads View citations (9)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2021) Downloads View citations (8)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2021) Downloads View citations (8)

    See also Journal Article Local regression distribution estimators, Journal of Econometrics, Elsevier (2024) Downloads (2024)
  2. lpdensity: Local Polynomial Density Estimation and Inference
    Papers, arXiv.org Downloads View citations (3)

2020

  1. Average Density Estimators: Efficiency and Bootstrap Consistency
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY, Econometric Theory, Cambridge University Press (2022) Downloads (2022)
  2. Bootstrap-Based Inference for Cube Root Asymptotics
    Papers, arXiv.org Downloads View citations (9)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2020) Downloads View citations (4)

    See also Journal Article Bootstrap‐Based Inference for Cube Root Asymptotics, Econometrica, Econometric Society (2020) Downloads View citations (6) (2020)
  3. Simple Local Polynomial Density Estimators
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (185)
    Also in Papers, arXiv.org (2019) Downloads View citations (84)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2020) Downloads View citations (169)

    See also Journal Article Simple Local Polynomial Density Estimators, Journal of the American Statistical Association, Taylor & Francis Journals (2020) Downloads View citations (171) (2020)
  4. Towards a General Large Sample Theory for Regularized Estimators
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads

2019

  1. Two-Step Estimation and Inference with Possibly Many Included Covariates
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (23)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2019) Downloads View citations (23)
    Papers, arXiv.org (2018) Downloads View citations (5)

    See also Journal Article Two-Step Estimation and Inference with Possibly Many Included Covariates, The Review of Economic Studies, Review of Economic Studies Ltd (2019) Downloads View citations (23) (2019)

2018

  1. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (24)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (10)
    Papers, arXiv.org (2017) Downloads View citations (9)

    See also Journal Article Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Journal of the American Statistical Association, Taylor & Francis Journals (2018) Downloads View citations (38) (2018)

2017

  1. Bootstrap-Based Inference for Cube Root Consistent Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)

2015

  1. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

    See also Journal Article ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS, Econometric Theory, Cambridge University Press (2018) Downloads View citations (15) (2018)
  2. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (5)

2014

  1. Bootstrapping Kernel-Based Semiparametric Estimators
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
  2. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (8)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) Downloads View citations (2)

    See also Journal Article SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) Downloads View citations (17) (2014)

2013

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (21)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads View citations (7)

    See also Journal Article Generalized Jackknife Estimators of Weighted Average Derivatives, Journal of the American Statistical Association, Taylor & Francis Journals (2013) Downloads View citations (23) (2013)

2012

  1. Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
    Working Paper, Economics Department, Queen's University Downloads View citations (5)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2012) Downloads View citations (5)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (5)

    See also Journal Article Improved likelihood ratio tests for cointegration rank in the VAR model, Journal of Econometrics, Elsevier (2015) Downloads View citations (9) (2015)

2010

  1. Bootstrapping Density-Weighted Average Derivatives
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (9)

    See also Journal Article BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES, Econometric Theory, Cambridge University Press (2014) Downloads View citations (4) (2014)

2009

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

    See also Journal Article Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots, Journal of Time Series Econometrics, De Gruyter (2011) Downloads View citations (4) (2011)
  2. Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis
    Working Paper, Economics Department, Queen's University Downloads View citations (4)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (2)

    See also Journal Article Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis, Econometrica, Econometric Society (2012) Downloads View citations (23) (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 (3)
    See also Journal Article Robust Data-Driven Inference for Density-Weighted Average Derivatives, Journal of the American Statistical Association, American Statistical Association (2010) Downloads View citations (26) (2010)

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 (3)
    See also Journal Article Optimal inference for instrumental variables regression with non-Gaussian errors, Journal of Econometrics, Elsevier (2012) Downloads View citations (11) (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 (3)
    See also Journal Article Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis, Econometrica, Econometric Society (2008) Downloads View citations (29) (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 (4)

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 Optimal Inference in Regression Models with Nearly Integrated Regressors, Econometrica, Econometric Society (2006) Downloads View citations (131) (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 View citations (1)

2002

  1. Testing for Unit Roots with Stationary Covariates
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2002) Downloads
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) Downloads View citations (1)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2000) Downloads
    Economics Working Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (7)

    See also Journal Article Testing for unit roots with stationary covariates, Journal of Econometrics, Elsevier (2003) Downloads View citations (65) (2003)

2000

  1. Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (1999) Downloads View citations (1)

Journal Articles

2024

  1. Local regression distribution estimators
    Journal of Econometrics, 2024, 240, (2) Downloads
    See also Working Paper Local Regression Distribution Estimators, Papers (2021) Downloads View citations (9) (2021)

2022

  1. AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
    Econometric Theory, 2022, 38, (6), 1140-1174 Downloads
    See also Working Paper Average Density Estimators: Efficiency and Bootstrap Consistency, Papers (2020) Downloads View citations (2) (2020)

2020

  1. Bootstrap‐Based Inference for Cube Root Asymptotics
    Econometrica, 2020, 88, (5), 2203-2219 Downloads View citations (6)
    See also Working Paper Bootstrap-Based Inference for Cube Root Asymptotics, Papers (2020) Downloads View citations (9) (2020)
  2. Simple Local Polynomial Density Estimators
    Journal of the American Statistical Association, 2020, 115, (531), 1449-1455 Downloads View citations (171)
    See also Working Paper Simple Local Polynomial Density Estimators, University of California at San Diego, Economics Working Paper Series (2020) Downloads View citations (185) (2020)

2019

  1. Two-Step Estimation and Inference with Possibly Many Included Covariates
    The Review of Economic Studies, 2019, 86, (3), 1095-1122 Downloads View citations (23)
    See also Working Paper Two-Step Estimation and Inference with Possibly Many Included Covariates, Department of Economics, Working Paper Series (2019) Downloads View citations (23) (2019)

2018

  1. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
    Econometric Theory, 2018, 34, (2), 277-301 Downloads View citations (15)
    See also Working Paper Alternative Asymptotics and the Partially Linear Model with Many Regressors, Papers (2015) Downloads View citations (2) (2015)
  2. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 Downloads View citations (38)
    See also Working Paper Inference in Linear Regression Models with Many Covariates and Heteroscedasticity, Department of Economics, Working Paper Series (2018) Downloads View citations (24) (2018)
  3. Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
    Econometrica, 2018, 86, (3), 955-995 Downloads View citations (10)
  4. Manipulation testing based on density discontinuity
    Stata Journal, 2018, 18, (1), 234-261 Downloads View citations (257)
  5. SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION
    Econometric Theory, 2018, 34, (2), 247-252 Downloads

2015

  1. Improved likelihood ratio tests for cointegration rank in the VAR model
    Journal of Econometrics, 2015, 184, (1), 97-110 Downloads View citations (9)
    See also Working Paper Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model, Working Paper (2012) Downloads View citations (5) (2012)

2014

  1. BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (6), 1135-1164 Downloads View citations (4)
    See also Working Paper Bootstrapping Density-Weighted Average Derivatives, CREATES Research Papers (2010) Downloads View citations (8) (2010)
  2. SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
    Econometric Theory, 2014, 30, (1), 176-200 Downloads View citations (17)
    See also Working Paper SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, Department of Economics, Working Paper Series (2014) Downloads View citations (8) (2014)

2013

  1. Generalized Jackknife Estimators of Weighted Average Derivatives
    Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 Downloads View citations (23)
    See also Working Paper Generalized Jackknife Estimators of Weighted Average Derivatives, Department of Economics, Working Paper Series (2013) Downloads View citations (21) (2013)
  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 (23)
    See also Working Paper Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis, Working Paper (2009) Downloads View citations (4) (2009)
  2. Optimal inference for instrumental variables regression with non-Gaussian errors
    Journal of Econometrics, 2012, 167, (1), 1-15 Downloads View citations (11)
    See also Working Paper Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors, CREATES Research Papers (2007) Downloads View citations (3) (2007)

2011

  1. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
    Journal of Time Series Econometrics, 2011, 3, (1), 1-21 Downloads View citations (4)
    See also Working Paper Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots, Working Paper (2009) Downloads View citations (1) (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 (26)
    See also Working Paper Robust Data-Driven Inference for Density-Weighted Average Derivatives, CREATES Research Papers (2009) Downloads View citations (3) (2009)

2009

  1. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (3), 806-818 Downloads View citations (17)
  2. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 Downloads View citations (49)
  3. OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
    Econometric Theory, 2009, 25, (3), 793-805 Downloads View citations (12)

2008

  1. Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
    Econometrica, 2008, 76, (5), 1103-1142 Downloads View citations (29)
    See also Working Paper Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis, CREATES Research Papers (2007) Downloads View citations (3) (2007)

2007

  1. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 Downloads View citations (25)

2006

  1. Optimal Inference in Regression Models with Nearly Integrated Regressors
    Econometrica, 2006, 74, (3), 681-714 Downloads View citations (131)
    See also Working Paper Optimal Inference in Regression Models with Nearly Integrated Regressors, Harvard Institute of Economic Research Working Papers (2004) Downloads View citations (2) (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 (24)
  2. Point optimal tests of the null hypothesis of cointegration
    Journal of Econometrics, 2005, 124, (1), 187-201 Downloads View citations (11)

2004

  1. 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution
    Econometric Theory, 2004, 20, (6), 1263-1264 Downloads
  2. STATIONARITY TESTING WITH COVARIATES
    Econometric Theory, 2004, 20, (1), 56-94 Downloads View citations (19)
  3. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
    Econometrica, 2004, 72, (3), 937-946 Downloads View citations (69)

2003

  1. 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
    Econometric Theory, 2003, 19, (6), 1195-1195 Downloads
  2. Testing for unit roots with stationary covariates
    Journal of Econometrics, 2003, 115, (1), 75-89 Downloads View citations (65)
    See also Working Paper Testing for Unit Roots with Stationary Covariates, Department of Economics, Working Paper Series (2002) Downloads (2002)

2002

  1. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
    Econometric Theory, 2002, 18, (6), 1449-1459 Downloads View citations (78)
  2. REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
    Econometric Theory, 2002, 18, (6), 1309-1335 Downloads View citations (10)
  3. Terrestrial export of organic carbon
    Nature, 2002, 415, (6874), 861-862 Downloads View citations (1)

Software Items

2022

  1. LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference
    Statistical Software Components, Boston College Department of Economics Downloads
  2. RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation
    Statistical Software Components, Boston College Department of Economics Downloads

Editor

  1. Econometrics Journal
    Royal Economic Society
  2. The Econometrics Journal
    Royal Economic Society
 
Page updated 2024-05-27