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 4 14 147
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 5 10 25
Alternative asymptotics and the partially linear model with many regressors 0 0 1 1 1 7 16 69
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 2 4 11 12
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 0 1 4 29
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 1 1 5 20
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 0 6 12 54
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 2 4 10 28
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 0 3 13 103
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 1 2 9 83
Bootstrapping density-weighted average derivatives 0 0 0 16 0 4 11 121
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 1 3 8 15
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 0 10 0 3 15 26
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 0 9 1 8 18 25
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 3 6 11
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 4 9 91
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 0 1 5 14
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 1 7 10 190
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 1 2 5 7
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 0 2 8 91
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 1 13 145
Improving Size and Power in Unit Root Testing 0 0 1 23 1 2 8 90
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 1 6 29
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 1 4 9 61
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 3 5 14 111
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 1 1 5 13 20
Local Regression Distribution Estimators 0 0 1 18 0 0 38 60
Local regression distribution estimators 0 0 0 0 2 4 10 19
Local regression distribution estimators 0 0 0 3 1 5 11 22
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 5 13 172
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 0 5 13 424
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 0 3 12 85
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 0 1 7 11 11
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 0 2 96 2 5 10 145
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 4 10 128
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 1 0 1 7 9
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 0 2 15 171
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 0 3 12 176
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 2 24 402
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 0 5 46
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 1 8 23 112
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 3 9 12
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 2 3 12 116
Simple Local Polynomial Density Estimators 0 0 1 11 0 0 7 75
Simple Local Polynomial Density Estimators 0 0 0 16 1 4 22 85
Simple Local Polynomial Density Estimators 0 0 0 15 0 3 14 69
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 0 2 8 130
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 4 2,942
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 1 3 96
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 0 3 8 17
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 1 4 6
Testing for Unit Roots with Stationary Covariances 0 0 0 5 1 2 6 61
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 4 7 18
Testing for Unit Roots with Stationary Covariates 0 0 0 168 0 2 11 694
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 2 7 53
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 0 1 14 45
Towards a general large sample theory for regularized estimators 0 0 0 4 0 2 13 29
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 0 2 14 67
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 4 15 61
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 0 5 10 13
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 0 6 18 55
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 1 5 15 24
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 1 2 0 3 8 31
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 0 3 12 82
Total Working Papers 0 0 10 2,329 33 207 717 8,380

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 2 9 98
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 0 1 8 121
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 3 21 78
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 0 3 14 41
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 0 0 11 15
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 4 11 82
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 0 5 16 44
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 1 3 14 95
Finite sample inference for quantile regression models 1 1 1 66 1 3 20 306
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 3 9 43
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 4 14 139
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 1 15 1,191
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 2 5 0 5 14 38
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 0 6 15 70
Local regression distribution estimators 0 0 1 1 0 1 12 19
Manipulation testing based on density discontinuity 1 3 6 185 1 11 63 714
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 0 5 13 143
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 1 151 0 2 17 528
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 1 4 10 84
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 5 13 389
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 11 111
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 1 10 24 134
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 0 1 8 87
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 2 6 52
Rejoinder 0 0 0 0 0 3 7 22
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 4 9 87
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 1 5 22 69
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 2 7 22
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 0 6 113
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 1 3 12 164
Simple Local Polynomial Density Estimators 2 5 5 56 6 14 42 196
Terrestrial export of organic carbon 0 0 0 3 0 2 9 19
Testing for unit roots with stationary covariates 0 0 0 63 0 4 14 246
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 0 4 15 434
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 1 7 29 105
Total Journal Articles 4 9 17 1,459 21 132 540 6,099

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 0 0 5 42 1 6 40 202
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 0 2 16 101 1 14 87 641
Total Software Items 0 2 21 143 2 20 127 843

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Statistics updated 2026-06-04