Access Statistics for Michael Jansson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 0 0 0 133
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 1 1 15
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 0 0 53
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 0 1 1
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 1 1 3 26
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 0 0 4 15
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 0 0 0 42
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 0 0 0 18
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 0 0 90
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 0 0 0 74
Bootstrapping density-weighted average derivatives 0 0 0 16 1 2 3 111
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 0 0 1 7
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 1 10 0 0 2 11
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 9 9 0 1 8 8
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 0 2 5
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 0 1 82
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 0 0 4 9
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 0 180
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 0 132
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 2 16 0 0 2 83
Improving Size and Power in Unit Root Testing 0 1 2 23 0 1 3 83
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 0 3 23
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 1 3 0 0 2 52
Inference in linear regression models with many covariates and heteroskedasticity 0 1 1 51 0 1 3 98
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 1 0 0 3 7
Local Regression Distribution Estimators 1 1 1 18 1 1 1 23
Local regression distribution estimators 0 0 0 0 0 0 2 9
Local regression distribution estimators 0 0 0 3 0 0 0 11
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 1 3 159
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 3 3 3 414
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 0 0 0 73
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 0 1 94 0 0 3 135
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 1 3 119
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 0 37 0 0 1 156
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 0 0 3 164
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 2 97 1 2 6 379
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 0 41
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 0 0 89
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 0 0 1 3
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 0 0 0 104
Simple Local Polynomial Density Estimators 0 0 2 15 0 1 11 55
Simple Local Polynomial Density Estimators 0 0 0 16 0 0 1 63
Simple Local Polynomial Density Estimators 0 1 2 11 1 2 7 70
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 0 0 122
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 0 2,938
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 0 93
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 0 1 4 10
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 0 55
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 1 2
Testing for Unit Roots with Stationary Covariates 0 0 0 168 0 0 2 683
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 0 4 11
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 0 0 0 31
Towards a general large sample theory for regularized estimators 0 0 0 4 0 0 0 16
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 0 0 2 53
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 0 1 46
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 0 0 0 3
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 0 0 2 9
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 1 1 3 24
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 1 1 1 38
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 0 1 3 71
Total Working Papers 1 4 26 2,322 10 22 115 7,676
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors 0 0 0 20 1 1 1 90
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 0 0 12 113
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 1 2 58
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 0 0 0 27
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 0 0 1 4
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 1 1 72
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 1 1 2 29
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 0 0 0 81
Finite sample inference for quantile regression models 0 0 0 65 1 2 5 288
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 0 2 34
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 2 2 3 127
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 2 3 1,178
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 3 0 0 1 24
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 1 1 2 56
Local regression distribution estimators 1 1 1 1 1 2 6 8
Manipulation testing based on density discontinuity 0 1 5 179 2 5 26 653
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 0 0 1 130
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 2 150 1 1 7 512
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 1 2 2 75
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 0 1 376
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 100
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 0 0 0 110
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 0 0 1 79
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 1 1 47
Rejoinder 0 0 0 0 0 0 0 15
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 0 2 78
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 1 1 2 48
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 1 2 16
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 1 1 1 108
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 1 1 3 153
Simple Local Polynomial Density Estimators 0 1 17 51 1 3 29 155
Terrestrial export of organic carbon 0 0 1 3 0 0 1 10
Testing for unit roots with stationary covariates 0 0 0 63 0 0 1 232
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 0 3 3 422
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 6 6 7 82
Total Journal Articles 1 3 26 1,443 26 38 132 5,590

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference 2 4 10 39 6 12 35 169
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 2 4 15 89 5 13 67 561
Total Software Items 4 8 25 128 11 25 102 730

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Statistics updated 2025-08-05