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 4 14 29
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 0 1 15 148
Alternative asymptotics and the partially linear model with many regressors 0 0 1 1 1 2 18 71
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 1 2 13 14
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 3 4 7 33
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 1 3 8 23
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 2 2 14 56
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 0 0 10 28
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 2 14 105
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 0 0 9 83
Bootstrapping density-weighted average derivatives 0 0 0 16 0 0 10 121
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 0 0 8 15
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 0 10 2 3 18 29
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 0 9 0 0 15 25
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 7 12
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 1 9 92
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 1 1 6 15
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 9 190
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 13 145
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 1 1 6 8
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 0 0 7 91
Improving Size and Power in Unit Root Testing 1 1 1 24 3 3 10 93
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 1 1 7 30
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 0 0 8 61
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 1 0 0 13 20
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 51 1 1 14 112
Local Regression Distribution Estimators 0 0 0 18 0 1 38 61
Local regression distribution estimators 0 0 0 3 10 10 21 32
Local regression distribution estimators 0 0 0 0 0 0 10 19
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 1 1 14 173
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 0 0 10 424
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 3 3 15 88
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 0 0 0 11 11
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 0 2 96 1 1 10 146
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 1 0 1 8 10
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 1 1 10 129
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 3 3 18 174
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 0 0 12 176
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 3 25 405
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 0 0 23 112
Robust Inference for Convex Pairwise Difference Estimators 0 0 3 3 0 0 7 7
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 1 9 13
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 0 0 12 116
Simple Local Polynomial Density Estimators 0 0 0 11 0 0 5 75
Simple Local Polynomial Density Estimators 0 0 0 15 0 0 14 69
Simple Local Polynomial Density Estimators 0 0 0 16 1 1 22 86
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 1 1 9 131
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 1 4 97
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 0 0 7 17
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 4 2,942
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 6 61
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 4 6
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 0 7 18
Testing for Unit Roots with Stationary Covariates 0 0 0 7 1 1 7 54
Testing for Unit Roots with Stationary Covariates 0 0 0 168 0 2 11 696
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 1 2 15 47
Towards a general large sample theory for regularized estimators 0 0 0 4 1 2 15 31
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 2 3 17 70
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 1 15 62
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 0 0 10 13
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 1 2 19 57
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 1 2 0 0 6 31
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 1 1 16 25
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 2 2 12 84
Total Working Papers 1 1 10 2,333 55 76 765 8,463

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 2 9 100
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 0 0 8 121
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 21 80
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 1 1 15 42
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 0 1 11 16
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 1 11 83
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 1 1 16 45
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 0 1 15 96
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 0 0 1 6 6 6
Finite sample inference for quantile regression models 0 0 1 66 0 1 19 307
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 1 8 44
Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators 0 0 0 0 0 2 16 16
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 0 12 139
Inference approaches for instrumental variable quantile regression 0 1 1 463 0 2 15 1,193
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 2 5 2 3 17 41
Introduction to the Annals Issue in Honor of James Powell 0 0 6 6 1 5 24 24
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 0 0 14 70
Local regression distribution estimators 1 1 1 2 1 2 13 21
Manipulation testing based on density discontinuity 1 1 7 186 4 11 70 725
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER 0 0 0 0 1 1 1 1
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 1 1 14 144
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 1 151 0 0 16 528
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 0 2 11 86
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 1 14 390
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 0 0 23 134
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 1 4 12 91
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 2 7 54
Rejoinder 0 0 0 0 1 1 8 23
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 10 88
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 0 21 69
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 0 0 6 22
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 3 8 116
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 0 0 11 164
Simple Local Polynomial Density Estimators 2 2 7 58 5 7 48 203
Terrestrial export of organic carbon 0 0 0 3 0 1 10 20
Testing for unit roots with stationary covariates 0 0 0 63 0 1 14 247
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 0 1 13 435
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 0 0 21 105
Total Journal Articles 4 5 27 1,470 23 68 599 6,200

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 1 1 3 43 4 12 39 214
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 5 8 17 109 14 28 101 669
Total Software Items 6 9 20 152 18 40 140 883

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Statistics updated 2026-09-10