Details about Michael Jansson
Access statistics for papers by Michael Jansson.
Last updated 2019-08-14. Update your information in the RePEc Author Service.
Short-id: pja19
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Working Papers
2019
- Average Density Estimators: Efficiency and Bootstrap Consistency
Papers, arXiv.org 
- Bootstrap-Based Inference for Cube Root Asymptotics
Papers, arXiv.org
- Simple Local Polynomial Density Estimators
Papers, arXiv.org View citations (1)
- Towards a General Large Sample Theory for Regularized Estimators
Papers, arXiv.org
- lpdensity: Local Polynomial Density Estimation and Inference
Papers, arXiv.org
2018
- Two-Step Estimation and Inference with Possibly Many Included Covariates
Papers, arXiv.org View citations (2)
2017
- Bootstrap-Based Inference for Cube Root Consistent Estimators
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
- Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
Papers, arXiv.org View citations (7)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (8)
See also Journal Article in Journal of the American Statistical Association (2018)
2015
- Alternative Asymptotics and the Partially Linear Model with Many Regressors
Papers, arXiv.org View citations (1)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2)
See also Journal Article in Econometric Theory (2018)
- Treatment Effects with Many Covariates and Heteroskedasticity
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)
2014
- Bootstrapping Kernel-Based Semiparametric Estimators
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
2012
- Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
Working Paper, Economics Department, Queen's University View citations (3)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (3)
Tinbergen Institute Discussion Papers, Tinbergen Institute (2012) View citations (4)
See also Journal Article in Journal of Econometrics (2015)
2011
- Generalized Jackknife Estimators of Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
See also Journal Article in Journal of the American Statistical Association (2013)
2010
- Bootstrapping Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
Also in Staff Reports, Federal Reserve Bank of New York (2010) View citations (9)
See also Journal Article in Econometric Theory (2014)
2009
- Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots
Working Paper, Economics Department, Queen's University
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009)
See also Journal Article in Journal of Time Series Econometrics (2011)
- Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis
Working Paper, Economics Department, Queen's University View citations (3)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (2)
See also Journal Article in Econometrica (2012)
- Robust Data-Driven Inference for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
See also Journal Article in Journal of the American Statistical Association (2010)
2008
- Small Bandwidth Asymptotics for Density-Weighted Average Derivatives
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
See also Journal Article in Econometric Theory (2014)
2007
- Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
See also Journal Article in Journal of Econometrics (2012)
- Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
See also Journal Article in Econometrica (2008)
2005
- Improving Size and Power in Unit Root Testing
Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
2004
- Optimal Inference in Regression Models with Nearly Integrated Regressors
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (15)
Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations (2)
See also Journal Article in Econometrica (2006)
- 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
2002
- Testing for Unit Roots with Stationary Covariates
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (8)
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations (1)
See also Journal Article in Journal of Econometrics (2003)
2000
- 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
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1999)
Journal Articles
2018
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
Econometric Theory, 2018, 34, (02), 277-301 View citations (2)
See also Working Paper (2015)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 View citations (5)
See also Working Paper (2017)
- Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
Econometrica, 2018, 86, (3), 955-995 View citations (2)
- Manipulation testing based on density discontinuity
Stata Journal, 2018, 18, (1), 234-261 View citations (9)
- SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION
Econometric Theory, 2018, 34, (02), 247-252
2015
- Improved likelihood ratio tests for cointegration rank in the VAR model
Journal of Econometrics, 2015, 184, (1), 97-110 View citations (6)
See also Working Paper (2012)
2014
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
Econometric Theory, 2014, 30, (06), 1135-1164
See also Working Paper (2010)
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
Econometric Theory, 2014, 30, (01), 176-200 View citations (3)
See also Working Paper (2008)
2013
- Generalized Jackknife Estimators of Weighted Average Derivatives
Journal of the American Statistical Association, 2013, 108, (504), 1243-1256 View citations (6)
See also Working Paper (2011)
- Rejoinder
Journal of the American Statistical Association, 2013, 108, (504), 1265-1268
2012
- Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Econometrica, 2012, 80, (5), 2321-2332 View citations (10)
See also Working Paper (2009)
- Optimal inference for instrumental variables regression with non-Gaussian errors
Journal of Econometrics, 2012, 167, (1), 1-15 View citations (7)
See also Working Paper (2007)
2011
- Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
Journal of Time Series Econometrics, 2011, 3, (1), 1-21 View citations (3)
See also Working Paper (2009)
2010
- Robust Data-Driven Inference for Density-Weighted Average Derivatives
Journal of the American Statistical Association, 2010, 105, (491), 1070-1083 View citations (11)
See also Working Paper (2009)
2009
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Econometric Theory, 2009, 25, (03), 806-818 View citations (5)
- Finite sample inference for quantile regression models
Journal of Econometrics, 2009, 152, (2), 93-103 View citations (27)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
Econometric Theory, 2009, 25, (03), 793-805 View citations (7)
2008
- Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
Econometrica, 2008, 76, (5), 1103-1142 View citations (17)
See also Working Paper (2007)
2007
- Inference approaches for instrumental variable quantile regression
Economics Letters, 2007, 95, (2), 272-277 View citations (19)
2006
- Optimal Inference in Regression Models with Nearly Integrated Regressors
Econometrica, 2006, 74, (3), 681-714 View citations (80)
See also Working Paper (2004)
2005
- Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Journal of Business & Economic Statistics, 2005, 23, 34-48 View citations (22)
- Point optimal tests of the null hypothesis of cointegration
Journal of Econometrics, 2005, 124, (1), 187-201 View citations (7)
2004
- 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors Solution
Econometric Theory, 2004, 20, (06), 1263-1264
- STATIONARITY TESTING WITH COVARIATES
Econometric Theory, 2004, 20, (01), 56-94 View citations (18)
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests
Econometrica, 2004, 72, (3), 937-946 View citations (47)
2003
- 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
Econometric Theory, 2003, 19, (06), 1195-1195
- Testing for unit roots with stationary covariates
Journal of Econometrics, 2003, 115, (1), 75-89 View citations (61)
See also Working Paper (2002)
2002
- CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
Econometric Theory, 2002, 18, (06), 1449-1459 View citations (50)
- REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
Econometric Theory, 2002, 18, (06), 1309-1335 View citations (9)
Editor
- Econometrics Journal
Royal Economic Society
- Econometrics Journal
Royal Economic Society
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