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 0 2 2 7 8
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 66 1 1 5 115
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 2 2 11 38
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 18 1 1 10 15
Bootstrap-Based Inference for Cube Root Asymptotics 0 1 2 14 4 7 16 25
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 1 2 0 1 5 12
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 4 7 77
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 1 66 1 3 7 62
Bootstrapping density-weighted average derivatives 0 0 0 14 4 4 10 97
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 2 2 4 73
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 2 2 11 178
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 1 1 3 129
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 14 4 4 10 77
Improving Size and Power in Unit Root Testing 0 0 2 13 0 0 9 60
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 1 1 1 0 3 8 39
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 46 1 4 12 81
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 4 5 7 150
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 2 179 5 5 21 393
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 3 3 12 69
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 1 15 33 33 4 18 30 30
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 2 2 8 112
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 0 36 3 3 7 152
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 36 1 2 4 160
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 91 1 2 10 351
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 3 3 10 34
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 2 2 3 84
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 1 1 1 100
Simple Local Polynomial Density Estimators 0 1 4 4 0 7 28 28
Simple Local Polynomial Density Estimators 0 0 0 14 1 1 12 23
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 1 23 3 3 8 120
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 1 865 1 1 3 2,927
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 8 88
Testing for Unit Roots with Stationary Covariances 0 1 1 5 2 6 12 49
Testing for Unit Roots with Stationary Covariates 0 0 0 167 2 3 9 669
Testing for Unit Roots with Stationary Covariates 0 0 0 7 2 4 8 43
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 20 1 2 9 22
Towards a general large sample theory for regularized estimators 0 0 3 3 1 3 6 6
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 20 0 0 3 41
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 1 9 36
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 0 1 5 8 8
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 1 15 1 4 13 30
lpdensity: Local Polynomial Density Estimation and Inference 0 0 1 18 4 6 20 23
Total Working Papers 1 19 56 2,103 76 133 404 6,834
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 0 0 0 75
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 1 24 0 0 3 85
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 1 3 5 49
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 3 1 1 4 14
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 0 4 63
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 12 0 0 2 54
Finite sample inference for quantile regression models 0 0 0 56 0 1 6 194
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 8 26
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 2 26 1 1 12 106
Inference approaches for instrumental variable quantile regression 1 4 13 426 2 8 50 1,080
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 1 0 2 7 9
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 1 3 3 3 20 36
Manipulation testing based on density discontinuity 0 7 39 96 5 29 160 326
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 1 1 28 1 3 10 122
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 1 9 138 2 8 47 457
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 14 0 0 6 69
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 1 4 362
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 2 3 93
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 0 0 6 105
Point optimal tests of the null hypothesis of cointegration 0 0 1 10 0 0 4 74
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 1 4 44
Rejoinder 0 0 0 0 0 0 1 12
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 3 67
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 1 7 0 1 4 43
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 1 2 0 0 5 10
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 0 4 101
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 2 2 6 144
Testing for unit roots with stationary covariates 0 0 1 53 1 3 7 207
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 1 56 1 2 7 412
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 1 1 6 12 25 25
Total Journal Articles 1 13 72 1,208 29 85 427 4,464


Statistics updated 2020-09-04