Michael Jansson
Names
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Michael |
| last: |
Jansson |
Identifer
Contact
Affiliations
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University of California-Berkeley
/ Department of Economics (weight: 75%)
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Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES) (weight: 25%)
Research profile
author of:
- Testing for Unit Roots with Stationary Covariates (RePEc:aah:aarhec:2000-6)
by Graham Elliott & Michael Jansson - Improving Size and Power in Unit Root Testing (RePEc:aah:aarhec:2005-02)
by Niels Haldrup & Michael Jansson - Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors (RePEc:aah:create:2007-11)
by Mathias D. Cattaneo & Richard K. Crump & Michael Jansson - Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (RePEc:aah:create:2007-12)
by Michael Jansson - Small Bandwidth Asymptotics for Density-Weighted Average Derivatives (RePEc:aah:create:2008-24)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis (RePEc:aah:create:2009-37)
by Michael Jansson & Morten Ørregaard Nielsen - Robust Data-Driven Inference for Density-Weighted Average Derivatives (RePEc:aah:create:2009-46)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots (RePEc:aah:create:2009-55)
by Michael Jansson & Morten Ørregaard Nielsen - Bootstrapping Density-Weighted Average Derivatives (RePEc:aah:create:2010-23)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Generalized Jackknife Estimators of Weighted Average Derivatives (RePEc:aah:create:2011-12)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Alternative Asymptotics and the Partially Linear Model with Many Regressors (RePEc:aah:create:2012-02)
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey - Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model (RePEc:aah:create:2012-39)
by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen - Bootstrapping Kernel-Based Semiparametric Estimators (RePEc:aah:create:2014-25)
by Matias D. Cattaneo & Michael Jansson - Treatment Effects with Many Covariates and Heteroskedasticity (RePEc:aah:create:2015-31)
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey - Bootstrap-Based Inference for Cube Root Consistent Estimators (RePEc:aah:create:2017-18)
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa - Unknown item RePEc:ags:quedwp:273699 (paper)
- Unknown item RePEc:ags:quedwp:273720 (paper)
- Unknown item RePEc:ags:quedwp:274617 (paper)
- Alternative Asymptotics and the Partially Linear Model with Many Regressors (RePEc:arx:papers:1505.08120)
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey - Inference in Linear Regression Models with Many Covariates and Heteroskedasticity (RePEc:arx:papers:1507.02493)
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey - Bootstrap-Based Inference for Cube Root Asymptotics (RePEc:arx:papers:1704.08066)
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa - Towards a General Large Sample Theory for Regularized Estimators (RePEc:arx:papers:1712.07248)
by Michael Jansson & Demian Pouzo - Two-Step Estimation and Inference with Possibly Many Included Covariates (RePEc:arx:papers:1807.10100)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Simple Local Polynomial Density Estimators (RePEc:arx:papers:1811.11512)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Average Density Estimators: Efficiency and Bootstrap Consistency (RePEc:arx:papers:1904.09372)
by Matias D. Cattaneo & Michael Jansson - lpdensity: Local Polynomial Density Estimation and Inference (RePEc:arx:papers:1906.06529)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Local Regression Distribution Estimators (RePEc:arx:papers:2009.14367)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Boundary Adaptive Local Polynomial Conditional Density Estimators (RePEc:arx:papers:2204.10359)
by Matias D. Cattaneo & Rajita Chandak & Michael Jansson & Xinwei Ma - Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators (RePEc:arx:papers:2301.00277)
by Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini - Bootstrap-Assisted Inference for Generalized Grenander-type Estimators (RePEc:arx:papers:2303.13598)
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa - Inference in linear regression models with many covariates and heteroskedasticity (RePEc:azt:cemmap:03/17)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Alternative asymptotics and the partially linear model with many regressors (RePEc:azt:cemmap:36/15)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Treatment effects with many covariates and heteroskedasticity (RePEc:azt:cemmap:37/15)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Robust Data-Driven Inference for Density-Weighted Average Derivatives (RePEc:bes:jnlasa:v:105:i:491:y:2010:p:1070-1083)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael - Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (RePEc:bes:jnlbes:v:23:y:2005:p:34-48)
by Graham Elliott & Michael Jansson & Elena Pesavento - RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation (RePEc:boc:bocode:s459094)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference (RePEc:boc:bocode:s459095)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:5)
by Jansson Michael & Nielsen Morten Ørregaard - Small Bandwidth Asymptotics For Density-Weighted Average Derivatives (RePEc:cdl:econwp:qt3jd237cg)
by Cattaneo, Matias D & Crump, Richard K & Jansson, Michael - Bootstrap‐Based Inference for Cube Root Asymptotics (RePEc:cdl:econwp:qt3wn9z3b9)
by Cattaneo, Matias D & Jansson, Michael & Nagasawa, Kenichi - Testing for Unit Roots with Stationary Covariances (RePEc:cdl:econwp:qt47k7z69n)
by Elliott, Graham & Jansson, Michael - Generalized Jackknife Estimators of Weighted Average Derivatives (RePEc:cdl:econwp:qt4nv5q5hp)
by Cattaneo, Matias D & Crump, Richard K & Jansson, Michael - Testing for Unit Roots with Stationary Covariates (RePEc:cdl:econwp:qt4v35s2gv)
by Elliott, Graham & Jansson, Michael - Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach (RePEc:cdl:econwp:qt5b13w0rp)
by Jansson, Michael & Haldrup, Niels Prof. - Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (RePEc:cdl:econwp:qt6rp7p9gs)
by Cattaneo, Matias D & Jansson, Michael & Newey, Whitney K - Local regression distribution estimators (RePEc:cdl:econwp:qt7416d3x8)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Two-Step Estimation and Inference with Possibly Many Included Covariates (RePEc:cdl:econwp:qt86c7x315)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Simple Local Polynomial Density Estimators (RePEc:cdl:econwp:qt9vt997qn)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Optimal Power for Testing Potential Cointegrating Vectors with Known (RePEc:cdl:ucsdec:qt2bv7n071)
by Elliott, Graham & Jansson, Michael & Pesavento, Elena - Testing for Unit Roots with Stationary Covariances (RePEc:cdl:ucsdec:qt47k7z69n)
by Elliott, Graham & Jansson, Michael - Testing for Unit Roots with Stationary Covariates (RePEc:cdl:ucsdec:qt4v35s2gv)
by Elliott, Graham & Jansson, Michael - Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach (RePEc:cdl:ucsdec:qt5b13w0rp)
by Jansson, Michael & Haldrup, Niels Prof. - Local regression distribution estimators (RePEc:cdl:ucsdec:qt7416d3x8)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Two-Step Estimation and Inference with Possibly Many Included Covariates (RePEc:cdl:ucsdec:qt86c7x315)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Simple Local Polynomial Density Estimators (RePEc:cdl:ucsdec:qt9vt997qn)
by Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei - Regression Theory For Nearly Cointegrated Time Series (RePEc:cup:etheor:v:18:y:2002:i:06:p:1309-1335_18)
by Jansson, Michael & Haldrup, Niels - Consistent Covariance Matrix Estimation For Linear Processes (RePEc:cup:etheor:v:18:y:2002:i:06:p:1449-1459_18)
by Jansson, Michael - 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors (RePEc:cup:etheor:v:19:y:2003:i:06:p:1195-1195_22)
by Jansson, Michael - Stationarity Testing With Covariates (RePEc:cup:etheor:v:20:y:2004:i:01:p:56-94_20)
by Jansson, Michael - 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution (RePEc:cup:etheor:v:20:y:2004:i:06:p:1263-1264_22)
by Jansson, Michael - Optimal Invariant Inference When The Number Of Instruments Is Large (RePEc:cup:etheor:v:25:y:2009:i:03:p:793-805_09)
by Chioda, Laura & Jansson, Michael - Admissible Invariant Similar Tests For Instrumental Variables Regression (RePEc:cup:etheor:v:25:y:2009:i:03:p:806-818_09)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael - Small Bandwidth Asymptotics For Density-Weighted Average Derivatives (RePEc:cup:etheor:v:30:y:2014:i:01:p:176-200_00)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael - Bootstrapping Density-Weighted Average Derivatives (RePEc:cup:etheor:v:30:y:2014:i:06:p:1135-1164_00)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael - Special Issue Of Econometric Theory In Honor Of Professor Richard J. Smith: Guest Editors’ Introduction (RePEc:cup:etheor:v:34:y:2018:i:02:p:247-252_00)
by Jansson, Michael & Taylor, Robert - Alternative Asymptotics And The Partially Linear Model With Many Regressors (RePEc:cup:etheor:v:34:y:2018:i:02:p:277-301_00)
by Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K. - Average Density Estimators: Efficiency And Bootstrap Consistency (RePEc:cup:etheor:v:38:y:2022:i:6:p:1140-1174_5)
by Cattaneo, Matias D. & Jansson, Michael - The Error in Rejection Probability of Simple Autocorrelation Robust Tests (RePEc:ecm:emetrp:v:72:y:2004:i:3:p:937-946)
by Michael Jansson - Optimal Inference in Regression Models with Nearly Integrated Regressors (RePEc:ecm:emetrp:v:74:y:2006:i:3:p:681-714)
by Michael Jansson & Marcelo J. Moreira - Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (RePEc:ecm:emetrp:v:76:y:2008:i:5:p:1103-1142)
by Michael Jansson - Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis (RePEc:ecm:emetrp:v:80:y:2012:i:5:p:2321-2332)
by Michael Jansson & Morten Ørregaard Nielsen - Inference approaches for instrumental variable quantile regression (RePEc:eee:ecolet:v:95:y:2007:i:2:p:272-277)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael - Testing for unit roots with stationary covariates (RePEc:eee:econom:v:115:y:2003:i:1:p:75-89)
by Elliott, Graham & Jansson, Michael - Point optimal tests of the null hypothesis of cointegration (RePEc:eee:econom:v:124:y:2005:i:1:p:187-201)
by Jansson, Michael - Finite sample inference for quantile regression models (RePEc:eee:econom:v:152:y:2009:i:2:p:93-103)
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael - Optimal inference for instrumental variables regression with non-Gaussian errors (RePEc:eee:econom:v:167:y:2012:i:1:p:1-15)
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael - Improved likelihood ratio tests for cointegration rank in the VAR model (RePEc:eee:econom:v:184:y:2015:i:1:p:97-110)
by Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard - Local regression distribution estimators (RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000427)
by Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei - Bootstrapping density-weighted average derivatives (RePEc:fip:fednsr:452)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Optimal Inference in Regression Models with Nearly Integrated Regressors (RePEc:fth:harver:2047)
by Michael Jansson & Marcelo J. Moreira - Inference in linear regression models with many covariates and heteroskedasticity (RePEc:ifs:cemmap:03/17)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Alternative asymptotics and the partially linear model with many regressors (RePEc:ifs:cemmap:36/15)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Treatment effects with many covariates and heteroskedasticity (RePEc:ifs:cemmap:37/15)
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - Towards a general large sample theory for regularized estimators (RePEc:ifs:cemmap:63/19)
by Michael Jansson & Demian Pouzo - Terrestrial export of organic carbon (RePEc:nat:nature:v:415:y:2002:i:6874:d:10.1038_415861b)
by L. J. Tranvik & M. Jansson - Optimal Inference in Regression Models with Nearly Integrated Regressors (RePEc:nbr:nberte:0303)
by Michael Jansson & Marcelo J. Moreira - The Econometrics Journal (RePEc:oup:emjrnl)
from Royal Economic Society as editor - Two-Step Estimation and Inference with Possibly Many Included Covariates (RePEc:oup:restud:v:86:y:2019:i:3:p:1095-1122.)
by Matias D Cattaneo & Michael Jansson & Xinwei Ma - Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis (RePEc:qed:wpaper:1213)
by Michael Jansson & Morten Ø. Nielsen - Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots (RePEc:qed:wpaper:1224)
by Michael Jansson & Morten Ø. Nielsen - Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model (RePEc:qed:wpaper:1297)
by H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen - Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order (RePEc:qed:wpaper:1429)
by Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen - Generalized Jackknife Estimators of Weighted Average Derivatives (RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1243-1256)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Rejoinder (RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1265-1268)
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (RePEc:taf:jnlasa:v:113:y:2018:i:523:p:1350-1361)
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey - Simple Local Polynomial Density Estimators (RePEc:taf:jnlasa:v:115:y:2020:i:531:p:1449-1455)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach (RePEc:tin:wpaper:19990005)
by Niels Haldrup & Michael Jansson - Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model (RePEc:tin:wpaper:20120097)
by H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen - Manipulation testing based on density discontinuity (RePEc:tsj:stataj:v:18:y:2018:i:1:p:234-261)
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma - Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency (RePEc:wly:emetrp:v:86:y:2018:i:3:p:955-995)
by Matias D. Cattaneo & Michael Jansson - Bootstrap‐Based Inference for Cube Root Asymptotics (RePEc:wly:emetrp:v:88:y:2020:i:5:p:2203-2219)
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa - Econometrics Journal (RePEc:wly:emjrnl)
from Royal Economic Society as editor