Michael Jansson

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Matias D. CattaneoPrinceton UniversityVerifierad e-postadress på princeton.edu
Xinwei MaAssistant Professor of Economics, University of California San DiegoVerifierad e-postadress på ucsd.edu
Richard K. CrumpFederal Reserve Bank of New YorkVerifierad e-postadress på ny.frb.org
Whitney NeweyProfessor of Economics, MITVerifierad e-postadress på mit.edu
Graham ElliottUniversity of California, San DiegoVerifierad e-postadress på ucsd.edu
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MITVerifierad e-postadress på mit.edu
Christian B HansenProfessor of Econometrics and Statistics, University of Chicago, Booth School of BusinessVerifierad e-postadress på chicagobooth.edu
Morten Ørregaard NielsenDavid Chadwick Smith Chair in Economics and Canada Research Chair, Queen's UniversityVerifierad e-postadress på econ.queensu.ca
Marcelo J. MoreiraFGVVerifierad e-postadress på fgv.br
Elena PesaventoEmory UniversityVerifierad e-postadress på emory.edu
Kenichi NagasawaUniversity of WarwickVerifierad e-postadress på warwick.ac.uk
H. Peter BoswijkProfessor of Financial Econometrics, University of AmsterdamVerifierad e-postadress på uva.nl
Joel SlemrodProfessor of Economics, University of MichiganVerifierad e-postadress på umich.edu
Niels HaldrupCREATES, Aarhus University

Michael Jansson

Professor of Economics, UC Berkeley

Verifierad e-postadress på berkeley.edu - Startsida

Econometrics


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Simple local polynomial density estimators MD Cattaneo, M Jansson, X Ma Journal of the American Statistical Association 115 (531), 1449-1455, 2020	397*	2020
Manipulation testing based on density discontinuity MD Cattaneo, M Jansson, X Ma The Stata Journal 18 (1), 234-261, 2018	381*	2018
Optimal inference in regression models with nearly integrated regressors M Jansson, MJ Moreira Econometrica 74 (3), 681-714, 2006	240	2006
Testing for unit roots with stationary covariates G Elliott, M Jansson Journal of Econometrics 115 (1), 75-89, 2003	126	2003
The error in rejection probability of simple autocorrelation robust tests M Jansson Econometrica 72 (3), 937-946, 2004	121	2004
Consistent covariance matrix estimation for linear processes M Jansson Econometric Theory 18 (6), 1449-1459, 2002	120	2002
Improving size and power in unit root testing N Haldrup, M Jansson Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, 252-277, 2006	97	2006
Finite sample inference for quantile regression models V Chernozhukov, C Hansen, M Jansson Journal of Econometrics 152 (2), 93-103, 2009	91	2009
Inference in linear regression models with many covariates and heteroscedasticity MD Cattaneo, M Jansson, WK Newey Journal of the American Statistical Association 113 (523), 1350-1361, 2018	78*	2018
Alternative asymptotics and the partially linear model with many regressors MD Cattaneo, M Jansson, WK Newey Econometric Theory 34 (2), 277-301, 2018	72	2018
Small bandwidth asymptotics for density-weighted average derivatives MD Cattaneo, RK Crump, M Jansson Econometric Theory 30 (1), 176-200, 2014	47	2014
Stationarity testing with covariates M Jansson Econometric Theory 20 (1), 56-94, 2004	47	2004
Inference approaches for instrumental variable quantile regression V Chernozhukov, C Hansen, M Jansson Economics Letters 95 (2), 272-277, 2007	46	2007
Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity G Elliott, M Jansson, E Pesavento Journal of Business & Economic Statistics 23 (1), 34-48, 2005	44	2005
Two-step estimation and inference with possibly many included covariates MD Cattaneo, M Jansson, X Ma Review of Economic Studies 86 (3), 1095-1122, 2019	42	2019
Semiparametric power envelopes for tests of the unit root hypothesis M Jansson Econometrica 76 (5), 1103-1142, 2008	40	2008
Kernel-based semiparametric estimators: Small bandwidth asymptotics and bootstrap consistency MD Cattaneo, M Jansson Econometrica 86 (3), 955-995, 2018	38*	2018
Generalized jackknife estimators of weighted average derivatives MD Cattaneo, RK Crump, M Jansson Journal of the American Statistical Association 108 (504), 1243-1256, 2013	33	2013
Robust data-driven inference for density-weighted average derivatives MD Cattaneo, RK Crump, M Jansson Journal of the American Statistical Association 105 (491), 1070-1083, 2010	33	2010
Point optimal tests of the null hypothesis of cointegration M Jansson Journal of Econometrics 124 (1), 187-201, 2005	29	2005

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