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 4 7 8 141
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 2 2 4 18
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 1 7 8 61
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 4 5 7 8
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 1 1 2 27
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 1 3 4 19
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 3 4 5 47
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 3 6 6 24
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 4 8 10 100
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 2 5 6 80
Bootstrapping density-weighted average derivatives 0 0 0 16 3 6 9 117
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 1 4 5 11
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 0 10 3 9 10 21
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 6 9 2 5 13 17
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 1 4 5 87
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 1 2 4 7
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 2 4 5 13
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 2 182
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 6 11 12 144
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 2 3 5 88
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 3 3 3 5
Improving Size and Power in Unit Root Testing 0 0 1 23 1 5 6 88
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 3 5 7 28
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 1 3 5 56
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 2 7 9 105
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 1 5 7 9 15
Local Regression Distribution Estimators 0 0 1 18 20 35 38 60
Local regression distribution estimators 0 0 0 0 4 4 5 13
Local regression distribution estimators 0 0 0 3 5 6 6 17
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 3 5 8 166
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 2 3 7 418
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 1 4 4 77
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 0 4 4 4 4
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 1 2 96 0 3 6 140
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 1 5 6 6 8
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 1 4 6 124
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 2 10 13 169
Optimal Inference in Regression Models with Nearly Integrated Regressors 1 1 1 98 7 15 22 399
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 5 9 11 173
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 3 4 4 45
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 6 8 9 98
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 4 6 8
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 4 8 9 113
Simple Local Polynomial Density Estimators 0 0 1 11 2 5 7 75
Simple Local Polynomial Density Estimators 0 0 0 15 9 11 15 66
Simple Local Polynomial Density Estimators 0 0 0 16 6 12 15 78
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 3 4 6 128
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 2 3 6 13
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 2 2 2 95
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 1 4 4 2,942
Testing for Unit Roots with Stationary Covariances 0 0 0 0 3 3 4 5
Testing for Unit Roots with Stationary Covariances 0 0 0 5 2 3 3 58
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 5 10 691
Testing for Unit Roots with Stationary Covariates 0 0 0 0 0 2 4 13
Testing for Unit Roots with Stationary Covariates 0 0 0 7 2 3 4 50
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 5 10 12 43
Towards a general large sample theory for regularized estimators 0 0 0 4 4 8 10 26
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 5 8 10 63
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 1 3 3 6
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 7 9 12 57
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 1 6 9 46
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 1 1 2 1 3 7 28
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 4 8 9 17
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 0 3 8 77
Total Working Papers 1 3 16 2,328 196 373 493 8,118

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 3 4 6 95
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 4 7 7 120
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 8 8 12 68
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 5 7 9 36
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 5 8 10 13
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 2 5 6 77
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 4 7 11 39
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 6 8 9 90
Finite sample inference for quantile regression models 0 0 0 65 6 12 16 302
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 3 6 39
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 4 5 9 134
Inference approaches for instrumental variable quantile regression 0 0 0 462 5 10 15 1,190
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 1 1 4 2 6 7 31
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 3 6 9 64
Local regression distribution estimators 0 0 1 1 5 8 11 16
Manipulation testing based on density discontinuity 0 0 4 182 14 22 51 691
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 5 6 7 137
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 1 1 151 4 9 16 525
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 3 4 6 79
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 4 5 8 384
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 3 10 10 110
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 4 6 8 118
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 2 4 6 85
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 2 4 50
Rejoinder 0 0 0 0 1 3 4 19
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 4 5 7 83
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 4 8 10 57
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 2 2 5 19
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 3 4 6 113
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 2 7 9 160
Simple Local Polynomial Density Estimators 0 0 4 51 5 13 30 177
Terrestrial export of organic carbon 0 0 0 3 2 6 6 16
Testing for unit roots with stationary covariates 0 0 0 63 7 8 10 241
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 3 6 10 429
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 7 12 21 96
Total Journal Articles 0 2 12 1,449 143 246 377 5,903

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 0 10 41 5 10 46 192
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 0 2 19 98 6 26 96 621
Total Software Items 0 2 29 139 11 36 142 813

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12