| Simple local polynomial density estimators MD Cattaneo, M Jansson, X Ma Journal of the American Statistical Association 115 (531), 1449-1455, 2020 | 430* | 2020 |
| Manipulation testing based on density discontinuity MD Cattaneo, M Jansson, X Ma The Stata Journal 18 (1), 234-261, 2018 | 420* | 2018 |
| Optimal inference in regression models with nearly integrated regressors M Jansson, MJ Moreira Econometrica 74 (3), 681-714, 2006 | 243 | 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 | 123 | 2004 |
| Consistent covariance matrix estimation for linear processes M Jansson Econometric Theory 18 (6), 1449-1459, 2002 | 121 | 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 | 87* | 2018 |
| Alternative asymptotics and the partially linear model with many regressors MD Cattaneo, M Jansson, WK Newey Econometric Theory 34 (2), 277-301, 2018 | 73 | 2018 |
| Small bandwidth asymptotics for density-weighted average derivatives MD Cattaneo, RK Crump, M Jansson Econometric Theory 30 (1), 176-200, 2014 | 48 | 2014 |
| Inference approaches for instrumental variable quantile regression V Chernozhukov, C Hansen, M Jansson Economics Letters 95 (2), 272-277, 2007 | 47 | 2007 |
| Stationarity testing with covariates M Jansson Econometric Theory 20 (1), 56-94, 2004 | 47 | 2004 |
| 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 | 45 | 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 | 44 | 2019 |
| Semiparametric power envelopes for tests of the unit root hypothesis M Jansson Econometrica 76 (5), 1103-1142, 2008 | 42 | 2008 |
| Kernel-based semiparametric estimators: Small bandwidth asymptotics and bootstrap consistency MD Cattaneo, M Jansson Econometrica 86 (3), 955-995, 2018 | 41* | 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 | 35 | 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 | 34 | 2010 |
| Point optimal tests of the null hypothesis of cointegration M Jansson Journal of Econometrics 124 (1), 187-201, 2005 | 30 | 2005 |
Matias D. CattaneoPrinceton UniversityVerifierad e-postadress på princeton.edu
