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 2 6 14 147
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 0 3 7 11 25
Alternative asymptotics and the partially linear model with many regressors 0 0 0 0 1 2 9 10
Alternative asymptotics and the partially linear model with many regressors 0 1 1 1 5 7 15 68
Average Density Estimators: Efficiency and Bootstrap Consistency 0 0 0 21 1 2 4 29
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators 0 0 0 13 0 0 4 19
Bootstrap-Based Inference for Cube Root Asymptotics 0 0 0 16 5 7 12 54
Bootstrap-Based Inference for Cube Root Consistent Estimators 0 0 0 2 2 2 8 26
Bootstrapping Density-Weighted Average Derivatives 0 0 0 18 3 3 13 103
Bootstrapping Kernel-Based Semiparametric Estimators 0 0 0 67 1 2 8 82
Bootstrapping density-weighted average derivatives 0 0 0 16 4 4 12 121
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 0 1 3 7 14
Boundary Adaptive Local Polynomial Conditional Density Estimators 0 0 0 10 3 5 15 26
Continuity of the Distribution Function of the argmax of a Gaussian Process 0 0 0 9 6 7 17 24
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 0 3 4 6 11
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 29 2 3 8 90
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators 0 0 0 12 1 1 5 14
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 6 7 9 189
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 2 3 8 91
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 1 1 13 145
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 0 1 1 4 6
Improving Size and Power in Unit Root Testing 0 0 1 23 0 1 7 89
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 0 0 5 0 1 6 29
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity 0 0 0 3 2 4 8 60
Inference in linear regression models with many covariates and heteroskedasticity 0 0 1 51 1 3 11 108
Inference in linear regression models with many covariates and heteroskedasticity 0 0 0 1 4 4 12 19
Local Regression Distribution Estimators 0 0 1 18 0 0 38 60
Local regression distribution estimators 0 0 0 3 3 4 10 21
Local regression distribution estimators 0 0 0 0 1 4 8 17
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 5 6 14 172
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 4 6 13 424
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 0 5 6 10 10
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 3 8 12 85
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 0 2 96 2 3 8 143
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 3 4 10 128
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 1 1 1 7 9
Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors 0 0 1 38 1 2 15 171
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 2 24 401
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 2 3 12 176
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 1 5 46
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 22 7 13 22 111
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 0 1 3 8 11
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 29 0 1 10 114
Simple Local Polynomial Density Estimators 0 0 0 15 3 3 15 69
Simple Local Polynomial Density Estimators 0 0 1 11 0 0 7 75
Simple Local Polynomial Density Estimators 0 0 0 16 3 6 21 84
Small Bandwidth Asymptotics for Density-Weighted Average Derivatives 0 0 0 23 2 2 8 130
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 1 1 4 8 17
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 4 2,942
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 1 1 3 96
Testing for Unit Roots with Stationary Covariances 0 0 0 5 1 2 5 60
Testing for Unit Roots with Stationary Covariances 0 0 0 0 1 1 4 6
Testing for Unit Roots with Stationary Covariates 0 0 0 7 2 3 7 53
Testing for Unit Roots with Stationary Covariates 0 0 0 0 3 4 6 17
Testing for Unit Roots with Stationary Covariates 0 0 0 168 2 3 11 694
Towards a General Large Sample Theory for Regularized Estimators 0 0 0 22 1 2 14 45
Towards a general large sample theory for regularized estimators 0 0 0 4 1 3 13 29
Treatment Effects with Many Covariates and Heteroskedasticity 0 0 0 22 1 4 14 67
Treatment effects with many covariates and heteroskedasticity 0 0 0 0 5 7 10 13
Treatment effects with many covariates and heteroskedasticity 0 0 0 5 2 4 15 61
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 1 2 6 14 23
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 1 2 2 3 8 31
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 16 5 9 18 55
lpdensity: Local Polynomial Density Estimation and Inference 0 0 0 28 1 5 12 82
Total Working Papers 0 1 10 2,329 138 229 689 8,347

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 2 8 97
03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution 0 0 0 25 1 1 8 121
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 2 10 21 78
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS 0 0 0 5 2 5 14 41
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY 0 0 0 0 0 2 11 15
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 11 3 4 10 81
Bootstrap‐Based Inference for Cube Root Asymptotics 0 0 0 3 3 5 16 44
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES 0 0 0 17 2 4 13 94
Finite sample inference for quantile regression models 0 0 0 65 1 3 19 305
Generalized Jackknife Estimators of Weighted Average Derivatives 0 0 0 1 1 3 8 42
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 2 4 13 138
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 1 15 1,191
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity 0 1 2 5 3 7 14 38
Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency 0 0 0 5 4 6 15 70
Local regression distribution estimators 0 0 1 1 1 3 13 19
Manipulation testing based on density discontinuity 0 2 6 184 6 22 65 713
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 4 6 13 143
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 1 151 1 3 17 528
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE 0 0 0 15 2 4 10 83
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 2 4 12 388
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 1 11 111
Optimal inference for instrumental variables regression with non-Gaussian errors 0 0 1 14 9 15 23 133
Point optimal tests of the null hypothesis of cointegration 0 0 0 11 1 2 8 87
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 2 6 52
Rejoinder 0 0 0 0 2 3 7 22
Robust Data-Driven Inference for Density-Weighted Average Derivatives 0 0 0 10 3 3 8 86
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES 0 0 0 7 2 11 21 68
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 2 6 21
STATIONARITY TESTING WITH COVARIATES 0 0 0 39 0 0 6 113
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis 0 0 0 34 1 3 11 163
Simple Local Polynomial Density Estimators 1 3 4 54 6 13 38 190
Terrestrial export of organic carbon 0 0 0 3 2 3 9 19
Testing for unit roots with stationary covariates 0 0 0 63 4 5 14 246
The Error in Rejection Probability of Simple Autocorrelation Robust Tests 0 0 0 58 3 5 15 434
Two-Step Estimation and Inference with Possibly Many Included Covariates 0 0 0 6 5 8 28 104
Total Journal Articles 1 6 15 1,455 81 175 526 6,078

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 7 42 2 9 44 201
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation 1 3 16 101 7 19 92 640
Total Software Items 1 4 23 143 9 28 136 841

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Statistics updated 2026-05-06