Michael Jansson
Names
first:  Michael 
last:  Jansson 
Contact
email:  
homepage:  http://www.econ.berkeley.edu/~mjansson 
Affiliations

University of CaliforniaBerkeley
→ Department of Economics (weight: 75%)
 website
 location: Berkeley, California (United States)

Aarhus Universitet
→ Institut for Økonomi
→ Center for Research in Econometric Analysis of Time Series (CREATES) (weight: 25%)
 website
 location: Aarhus, Denmark
Research profile
author of:

Testing for Unit Roots with Stationary Covariates
by Graham Elliott & Michael Jansson 
The Error in Rejection Probability of Simple Autocorrelation Robust Tests
by Michael Jansson 
Optimal Inference in Regression Models with Nearly Integrated Regressors
by Michael Jansson & Marcelo J. Moreira 
Testing for unit roots with stationary covariates
by Elliott, Graham & Jansson, Michael 
Point optimal tests of the null hypothesis of cointegration
by Jansson, Michael 
Optimal Inference in Regression Models with Nearly Integrated Regressors
by Michael Jansson & Marcelo J. Moreira 
Optimal Inference in Regression Models with Nearly Integrated Regressors
by Michael Jansson & Marcelo J. Moreira 
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
by Graham Elliott & Michael Jansson & Elena Pesavento 
Inference approaches for instrumental variable quantile regression
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
Small Bandwidth Asymptotics for DensityWeighted Average Derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Optimal Inference for Instrumental Variables Regression with nonGaussian Errors
by Mathias D. Cattaneo & Richard K. Crump & Michael Jansson 
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
by Michael Jansson 
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
by Michael Jansson 
STATIONARITY TESTING WITH COVARIATES
by Jansson, Michael 
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
by Jansson, Michael 
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
by Jansson, Michael 
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
by Jansson, Michael & Haldrup, Niels 
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution
by Jansson, Michael 
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
by Chioda, Laura & Jansson, Michael 
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
by Michael Jansson & Morten Ørregaard Nielsen 
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis
by Michael Jansson & Morten Ã. Nielsen 
Finite sample inference for quantile regression models
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael 
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots
by Michael Jansson & Morten Ã. Nielsen 
Robust DataDriven Inference for DensityWeighted Average Derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
by Michael Jansson & Morten Ørregaard Nielsen 
Bootstrapping densityweighted average derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Bootstrapping DensityWeighted Average Derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Robust DataDriven Inference for DensityWeighted Average Derivatives
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael 
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
by Jansson Michael & Nielsen Morten Ørregaard 
Generalized Jackknife Estimators of Weighted Average Derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Alternative Asymptotics and the Partially Linear Model with Many Regressors
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey 
Testing for Unit Roots with Stationary Covariances
by Elliott, Graham & Jansson, Michael 
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
by Jansson, Michael & Haldrup, Niels Prof. 
Testing for Unit Roots with Stationary Covariates
by Elliott, Graham & Jansson, Michael 
Optimal Power for Testing Potential Cointegrating Vectors with Known
by Elliott, Graham & Jansson, Michael & Pesavento, Elena 
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
by Michael Jansson & Morten Ørregaard Nielsen 
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen 
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
by H. Peter Boswijk & Michael Jansson & Morten Ã. Nielsen 
Optimal inference for instrumental variables regression with nonGaussian errors
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael 
Improving Size and Power in Unit Root Testing
by Niels Haldrup & Michael Jansson 
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITYWEIGHTED AVERAGE DERIVATIVES
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael 
Rejoinder
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Generalized Jackknife Estimators of Weighted Average Derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson 
Improved likelihood ratio tests for cointegration rank in the VAR model
by Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard 
Bootstrapping KernelBased Semiparametric Estimators
by Matias D. Cattaneo & Michael Jansson 
BOOTSTRAPPING DENSITYWEIGHTED AVERAGE DERIVATIVES
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael 
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
by Niels Haldrup & Michael Jansson 
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen 
Alternative asymptotics and the partially linear model with many regressors
by Matias Cattaneo & Michael Jansson & Whitney K. Newey 
Treatment Effects with Many Covariates and Heteroskedasticity
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey 
Treatment effects with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey 
Inference in linear regression models with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey 
BootstrapBased Inference for Cube Root Consistent Estimators
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa 
Alternative Asymptotics and the Partially Linear Model with Many Regressors
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey 
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey 
BootstrapBased Inference for Cube Root Asymptotics
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa 
Manipulation testing based on density discontinuity
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
by Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K. 
Towards a General Large Sample Theory for Regularized Estimators
by Michael Jansson & Demian Pouzo 
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION
by Jansson, Michael & Taylor, Robert 
TwoStep Estimation and Inference with Possibly Many Included Covariates
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
by Jansson, Michael & Orregaard Nielsen, Morten 
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by Boswijk, H. Peter & Jansson, Michael & ÃŸrregaard Nielsen, Morten 
Kernelâ€ Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
by Matias D. Cattaneo & Michael Jansson 
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
by Jansson, Michael & AYrregaard Nielsen, Morten 
Simple Local Polynomial Density Estimators
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey 
lpdensity: Local Polynomial Density Estimation and Inference
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
Average Density Estimators: Efficiency and Bootstrap Consistency
by Matias D. Cattaneo & Michael Jansson 
Simple Local Polynomial Density Estimators
by Cattaneo, MD & Jansson, M. & Ma, X. 
Towards a general large sample theory for regularized estimators
by Michael Jansson & Demian Pouzo 
TwoStep Estimation and Inference with Possibly Many Included Covariates
by Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei 
TwoStep Estimation and Inference with Possibly Many Included Covariates
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order
by Samuel Brien & Michael Jansson & Morten Ãrregaard Nielsen 
Simple Local Polynomial Density Estimators
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma 
Bootstrap‐Based Inference for Cube Root Asymptotics
by Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa 
Local Regression Distribution Estimators
by Matias D. Cattaneo & Michael Jansson & Xinwei Ma
editor of:

Econometrics Journal
edited by Jaap Abbring & Victor Chernozhukov & Michael Jansson & Dennis Kristensen 
Econometrics Journal
edited by Jaap Abbring & Victor Chernozhukov & Michael Jansson & Dennis Kristensen