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 66 0 4 8 121
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 0 0 5 10
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 1 2 8 42
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 18 0 1 3 16
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 3 15 0 1 12 29
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 1 2 0 0 3 13
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 1 2 15 87
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 1 67 0 0 6 65
Bootstrapping density-weighted average derivatives 0 0 0 14 2 3 10 101
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 0 0 5 75
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 4 179
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 3 130
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 14 0 0 5 78
Improving Size and Power in Unit Root Testing 0 0 1 14 0 1 3 62
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 1 1 0 0 5 41
Inference in linear regression models with many covariates and heteroskedasticity 0 0 2 48 1 1 12 86
Local Regression Distribution Estimators 0 0 13 13 2 2 8 8
Local regression distribution estimators 1 1 1 1 1 1 1 1
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 2 8 153
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 1 1 5 182 1 3 18 399
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 0 1 7 71
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 2 7 47 47 7 17 61 61
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 0 6 113
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 0 36 0 0 4 152
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 36 0 1 4 161
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 92 0 3 12 360
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 6 36
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 0 0 5 87
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 0 0 1 100
Simple Local Polynomial Density Estimators 0 0 0 14 0 1 9 30
Simple Local Polynomial Density Estimators 0 1 4 6 2 8 27 46
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 1 23 0 0 6 121
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 1 2 3 91
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 865 0 0 2 2,928
Testing for Unit Roots with Stationary Covariances 0 0 1 5 0 0 6 49
Testing for Unit Roots with Stationary Covariates 0 0 0 167 0 1 6 671
Testing for Unit Roots with Stationary Covariates 0 0 0 7 0 0 4 43
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 20 1 1 5 24
Towards a general large sample theory for regularized estimators 0 0 0 3 0 1 5 8
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 20 0 0 2 42
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 0 2 4 39
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 15 0 0 7 31
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 0 0 1 11 12
lpdensity: Local Polynomial Density Estimation and Inference 0 1 1 19 1 6 16 31
Total Working Papers 4 11 84 2,143 21 69 361 7,003
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 1 1 4 79
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 24 0 0 1 86
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 0 0 7 51
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 3 0 1 6 18
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 1 1 4 66
Bootstrap‐Based Inference for Cube Root Asymptotics 0 2 2 2 0 5 10 10
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 12 0 0 5 59
Finite sample inference for quantile regression models 0 0 2 58 1 5 10 202
Generalized Jackknife Estimators of Weighted Average Derivatives 1 1 1 1 2 2 3 28
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 1 27 0 1 6 111
Inference approaches for instrumental variable quantile regression 2 5 14 436 5 11 32 1,101
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 1 0 2 8 14
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 3 1 2 10 41
Manipulation testing based on density discontinuity 3 13 43 124 8 29 131 409
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 1 28 0 0 4 123
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 2 7 142 0 4 32 471
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 14 0 0 2 71
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 1 7 367
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 1 1 3 94
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 0 13 0 0 4 106
Point optimal tests of the null hypothesis of cointegration 0 0 0 10 0 0 0 74
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 2 45
Rejoinder 0 0 0 0 0 0 2 14
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 0 1 5 71
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 0 0 3 45
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 0 0 3 13
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 0 2 102
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 0 1 7 147
Simple Local Polynomial Density Estimators 0 1 1 1 0 4 6 6
Testing for unit roots with stationary covariates 0 0 1 53 0 0 6 208
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 56 0 0 4 413
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 1 2 3 2 5 33 39
Total Journal Articles 6 25 75 1,259 23 77 362 4,684


Statistics updated 2021-04-06