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 0 0 14
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 0 1 1
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 0 0 53
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 0 2 2 25
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 0 2 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 1 1 109
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 0 0 0 6
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 1 10 0 1 2 11
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 1 1 4
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 2 3 8
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 2 2 16 0 2 2 83
Improving Size and Power in Unit Root Testing 0 0 3 22 0 0 7 82
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 1 5 0 0 2 21
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 1 3 1 1 2 52
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 1 1 1 5 7
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 50 0 1 1 96
Local Regression Distribution Estimators 0 0 0 17 0 0 0 22
Local regression distribution estimators 0 0 0 0 0 0 1 8
Local regression distribution estimators 0 0 1 3 0 0 1 11
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 0 2 158
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 0 0 1 411
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 5 94 0 1 7 134
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 2 2 118
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 3 97 0 0 5 377
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 36 0 1 1 162
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 0 2
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 0 16 0 1 3 63
Simple Local Polynomial Density Estimators 0 2 2 15 0 3 14 51
Simple Local Polynomial Density Estimators 0 0 1 10 0 1 6 68
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 1 1 2 5 8
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
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 1 55
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 0 1
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 46
Testing for Unit Roots with Stationary Covariates 0 0 1 168 1 1 3 682
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 1 3 9
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 1 4 53
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 1 1 46
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 0 0 2 3
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 0 0 1 8
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 1 1 1 22
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 0 0 0 37
lpdensity: Local Polynomial Density Estimation and Inference 0 0 1 28 0 0 6 69
Total Working Papers 0 4 23 2,308 8 30 106 7,625
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 1 89
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 0 2 14 113
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 0 1 56
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 1 1 2 4
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 0 0 0 71
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 0 0 2 28
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 0 0 0 81
Finite sample inference for quantile regression models 0 0 2 65 0 1 7 286
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 0 0 1 33
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 0 1 125
Inference approaches for instrumental variable quantile regression 0 0 2 462 1 1 14 1,176
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 3 0 0 2 24
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 1 5 0 0 2 55
Local regression distribution estimators 0 0 0 0 1 2 6 6
Manipulation testing based on density discontinuity 0 0 9 178 2 3 28 642
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 1 2 150 1 3 7 510
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 0 0 1 73
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 1 2 376
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 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 0 0 0 46
Rejoinder 0 0 0 0 0 0 0 15
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 1 1 1 77
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 1 1 47
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 1 2 15
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 0 0 107
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 0 0 1 151
Simple Local Polynomial Density Estimators 0 5 22 47 1 10 46 148
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 1 231
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 0 0 0 419
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 0 0 1 75
Total Journal Articles 0 6 39 1,437 9 28 148 5,535

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 2 6 31 2 10 29 148
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 1 4 12 80 5 13 90 530
Total Software Items 1 6 18 111 7 23 119 678

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Statistics updated 2025-03-03