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 0 1 2 16
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 67 2 3 3 136
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 0 2 2 3
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 5 6 6 59
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 0 0 3 26
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 2 3 5 18
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 1 2 2 44
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 2 2 2 20
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 2 3 4 94
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 1 2 2 76
Bootstrapping density-weighted average derivatives 0 0 0 16 0 0 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 0 10 4 5 6 16
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 9 9 1 3 13 13
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 1 2 84
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 0 0 2 5
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 1 1 4 10
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 1 2 182
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 2 16 1 2 5 86
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 3 4 4 136
Improving Size and Power in Unit Root Testing 0 0 1 23 1 1 2 84
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 0 2 23
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 2 2 4 55
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 1 2 3 4 10
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 3 3 6 101
Local Regression Distribution Estimators 0 0 1 18 1 3 4 26
Local regression distribution estimators 0 0 0 3 0 0 0 11
Local regression distribution estimators 0 0 0 0 0 0 1 9
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 2 4 5 163
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 0 1 4 415
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 2 2 2 75
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 1 2 2 96 2 3 6 139
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 2 3 6 122
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 1 1 38 4 7 7 163
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 97 5 9 12 389
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 1 1 4 165
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 1 1 1 42
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 2 3 3 92
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 0 0 2 4
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 4 5 5 109
Simple Local Polynomial Density Estimators 0 0 1 11 0 0 3 70
Simple Local Polynomial Density Estimators 0 0 0 16 4 6 8 70
Simple Local Polynomial Density Estimators 0 0 2 15 0 0 7 55
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 1 3 3 125
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 0 0 4 10
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 0 867 2 2 2 2,940
Testing for Unit Roots with Stationary Covariances 0 0 0 0 0 0 1 2
Testing for Unit Roots with Stationary Covariances 0 0 0 5 0 0 0 55
Testing for Unit Roots with Stationary Covariates 0 0 0 168 1 2 6 687
Testing for Unit Roots with Stationary Covariates 0 0 0 0 1 1 4 12
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 1 47
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 2 3 4 35
Towards a general large sample theory for regularized estimators 0 0 0 4 2 4 4 20
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 1 3 4 56
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 0 0 0 3
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 1 2 4 49
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 1 3 4 41
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 0 0 4 25
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 0 0 1 9
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 2 4 7 76
Total Working Papers 1 3 21 2,325 78 125 224 7,819
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 2 91
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 1 1 3 114
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 1 4 60
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 1 3 3 30
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 1 1 3 6
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 2 2 3 74
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 2 5 6 34
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 1 2 2 83
Finite sample inference for quantile regression models 0 0 0 65 6 8 11 296
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 1 4 37
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 3 5 130
Inference approaches for instrumental variable quantile regression 0 0 0 462 5 7 10 1,185
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 1 1 1 4 3 4 4 28
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 2 4 5 60
Local regression distribution estimators 0 0 1 1 2 2 6 10
Manipulation testing based on density discontinuity 0 3 4 182 5 19 35 674
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 0 1 1 131
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 1 1 2 151 4 8 13 520
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 1 1 3 76
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 4 5 380
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 3 3 4 103
Optimal inference for instrumental variables regression with non-Gaussian errors 0 1 1 14 1 2 3 113
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 1 3 3 82
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 1 2 48
Rejoinder 0 0 0 0 2 3 3 18
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 3 4 6 52
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 0 1 3 17
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 1 2 3 110
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 3 3 5 156
Simple Local Polynomial Density Estimators 0 0 9 51 6 15 32 170
Terrestrial export of organic carbon 0 0 0 3 2 2 2 12
Testing for unit roots with stationary covariates 0 0 0 63 0 0 2 233
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 1 2 5 424
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 3 3 12 87
Total Journal Articles 2 6 18 1,449 65 121 215 5,722

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 1 12 41 5 12 49 187
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 2 6 22 98 12 39 90 607
Total Software Items 2 7 34 139 17 51 139 794

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Statistics updated 2025-12-06