Michael Jansson : Citation Profile


Are you Michael Jansson?

University of California-Berkeley (75% share)
Aarhus Universitet (25% share)

11

H index

13

i10 index

473

Citations

RESEARCH PRODUCTION:

29

Articles

37

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 23
   Journals where Michael Jansson has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 19 (3.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja19
   Updated: 2019-08-17    RAS profile: 2019-02-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cattaneo, Matias (18)

Crump, Richard (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Jansson.

Is cited by:

Sun, Yixiao (31)

Pesavento, Elena (19)

Hallin, Marc (17)

Phillips, Peter (14)

Taylor, Robert (13)

Kaplan, David (10)

Kurozumi, Eiji (9)

van den Akker, Ramon (9)

Hjalmarsson, Erik (8)

Harvey, David (8)

Rodrigues, Paulo (8)

Cites to:

Phillips, Peter (23)

Newey, Whitney (19)

Chernozhukov, Victor (17)

Stock, James (14)

Elliott, Graham (14)

Andrews, Donald (13)

Chen, Xiaohong (11)

Xiao, Zhijie (9)

Hansen, Bruce (7)

Watson, Mark (7)

Cattaneo, Matias (7)

Main data


Where Michael Jansson has published?


Journals with more than one article published# docs
Econometric Theory11
Journal of Econometrics5
Econometrica4
Journal of the American Statistical Association3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego4
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3
Working Paper / Economics Department, Queen's University3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Michael Jansson (2019 and 2018)


YearTitle of citing document
2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

Full description at Econpapers || Download paper

2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

Full description at Econpapers || Download paper

2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

Full description at Econpapers || Download paper

2018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. (2018). Cattaneo, Matias ; Calonico, Sebastian ; Farrell, Max H. In: Papers. RePEc:arx:papers:1508.02973.

Full description at Econpapers || Download paper

2018Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

Full description at Econpapers || Download paper

2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

Full description at Econpapers || Download paper

2019Cluster-Robust Standard Errors for Linear Regression Models with Many Controls. (2018). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314.

Full description at Econpapers || Download paper

2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

Full description at Econpapers || Download paper

2019Coverage Error Optimal Confidence Intervals. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1808.01398.

Full description at Econpapers || Download paper

2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

Full description at Econpapers || Download paper

2019Average Density Estimators: Efficiency and Bootstrap Consistency. (2019). Jansson, Michael ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1904.09372.

Full description at Econpapers || Download paper

2019Low-performing student responses to state merit scholarships. (2019). Erwin, Christopher. In: Working Papers. RePEc:aut:wpaper:201902.

Full description at Econpapers || Download paper

2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

Full description at Econpapers || Download paper

2019The Incumbent-Challenger Advantage and the Winner-Runner-up Advantage. (2019). Hirvonen, Salomo ; de Magalhaes, Leandro. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:19/710.

Full description at Econpapers || Download paper

2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

Full description at Econpapers || Download paper

2019Heteroskedasticity-Robust Inference in Linear Regression Models. (2019). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1957.

Full description at Econpapers || Download paper

2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata. (2018). Sun, Yixiao ; Ye, Xiaoqing. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0bb8d0s9.

Full description at Econpapers || Download paper

2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

Full description at Econpapers || Download paper

2017Likelihood inference on semiparametric models: Average derivative and treatment effect. (2017). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:592.

Full description at Econpapers || Download paper

2018Gender Norms and Income Misreporting within Households. (2018). Roth, Anja ; Slotwinski, Michaela. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7298.

Full description at Econpapers || Download paper

2019Setting a good example? Examining sibling spillovers in education achievement using a regression discontinuity design. (2019). Karbownik, Krzysztof ; Ozek, Umut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7531.

Full description at Econpapers || Download paper

2019The Urban-Rural Gap in Health Care Infrastructure – Does Government Ideology Matter?. (2019). Roesel, Felix ; Potrafke, Niklas ; Rosel, Felix. In: ifo Working Paper Series. RePEc:ces:ifowps:_300.

Full description at Econpapers || Download paper

2019Effect of employment tax incentives: the case of disability quota in Hungary. (2019). Kreko, Judit. In: CEU Working Papers. RePEc:ceu:econwp:2019_1.

Full description at Econpapers || Download paper

2019Predictive Regressions. (2019). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

Full description at Econpapers || Download paper

2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

Full description at Econpapers || Download paper

2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). , Donald ; Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

Full description at Econpapers || Download paper

2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

Full description at Econpapers || Download paper

2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

Full description at Econpapers || Download paper

2018Powerful nonparametric seasonal unit root tests. (2018). Erolu, Burak Alparslan ; Troki, Mirza ; Goebakan, Kemal Alar. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80.

Full description at Econpapers || Download paper

2018On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

Full description at Econpapers || Download paper

2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

Full description at Econpapers || Download paper

2018Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (2018). Iek, Pavel ; Lei, Jinghua. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:113-128.

Full description at Econpapers || Download paper

2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

Full description at Econpapers || Download paper

2018Minimum distance approach to inference with many instruments. (2018). Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:86-100.

Full description at Econpapers || Download paper

2018A quantile correlated random coefficients panel data model. (2018). Hahn, Jinyong ; Graham, Bryan ; Powell, James L ; Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:305-335.

Full description at Econpapers || Download paper

2018Portmanteau-type tests for unit-root and cointegration. (2018). Zhang, Rongmao ; Chan, Ngai Hang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:307-324.

Full description at Econpapers || Download paper

2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

Full description at Econpapers || Download paper

2019Residual bootstrap tests in linear models with many regressors. (2019). Richard, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:367-394.

Full description at Econpapers || Download paper

2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:418-441.

Full description at Econpapers || Download paper

2019A closed-form estimator for quantile treatment effects with endogeneity. (2019). Wuthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:219-235.

Full description at Econpapers || Download paper

2019Estimation of longrun variance of continuous time stochastic process using discrete sample. (2019). Park, Joon Y ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:236-267.

Full description at Econpapers || Download paper

2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

Full description at Econpapers || Download paper

2017Penalized spline estimation in the partially linear model. (2017). Holland, Ashley D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:211-235.

Full description at Econpapers || Download paper

2019Do neighbourhood renewal programs reduce crime rates? Evidence from England. (2019). Jorda, Vanesa ; Andrews, Rhys ; Alonso, Jose M. In: Journal of Urban Economics. RePEc:eee:juecon:v:110:y:2019:i:c:p:51-69.

Full description at Econpapers || Download paper

2018Likelihood inference on semiparametric models: average derivative and treatment effect. (2018). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85870.

Full description at Econpapers || Download paper

2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302.

Full description at Econpapers || Download paper

2019A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection. (2019). Rios-Avila, Fernando. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:28-:d:242004.

Full description at Econpapers || Download paper

2018Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model. (2018). Khuntia, Swasti R ; MART, ; Rueda, Jose L. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3308-:d:185892.

Full description at Econpapers || Download paper

2019On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors. (2019). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2019_002.

Full description at Econpapers || Download paper

2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; Gao, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:04/18.

Full description at Econpapers || Download paper

2018High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18.

Full description at Econpapers || Download paper

2018Generalised Empirical Likelihood Kernel Block Bootstrapping. (2018). Parente, Paulo ; Smith, Richard J. In: Working Papers REM. RePEc:ise:remwps:wp0552018.

Full description at Econpapers || Download paper

2018Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models. (2018). Parente, Paulo ; Smith, Richard J. In: Working Papers REM. RePEc:ise:remwps:wp0592018.

Full description at Econpapers || Download paper

2017Poorly Measured Confounders Are More Useful on the Left Than on the Right. (2017). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: IZA Discussion Papers. RePEc:iza:izadps:dp10647.

Full description at Econpapers || Download paper

2018Unified Tests for a Dynamic Predictive Regression. (2018). Yang, Bingduo ; Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

Full description at Econpapers || Download paper

2017Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9312-4.

Full description at Econpapers || Download paper

2019A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection. (2019). Rios-Avila, Fernando. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_930.

Full description at Econpapers || Download paper

2017High dimensional semiparametric moment restriction models. (2017). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-17.

Full description at Econpapers || Download paper

2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

Full description at Econpapers || Download paper

2017Poorly Measured Confounders are More Useful on the Left Than on the Right. (2017). Schwandt, Hannes ; Pischke, Jorn-Steffen ; Pei, Zhuan. In: NBER Working Papers. RePEc:nbr:nberwo:23232.

Full description at Econpapers || Download paper

2018How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL. (2018). Türsoy, Turgut ; Shahbaz, Muhammad ; Berk, Niyazi ; Faisal, Faisal. In: MPRA Paper. RePEc:pra:mprapa:88899.

Full description at Econpapers || Download paper

2019Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Demetrescu, Matei. In: Working Papers. RePEc:ptu:wpaper:w201906.

Full description at Econpapers || Download paper

2019Bunching Below Thresholds to Manipulate Public Procurement. (2019). Tas, Bedri ; Onur, Bedri Kamil. In: RSCAS Working Papers. RePEc:rsc:rsceui:2019/17.

Full description at Econpapers || Download paper

2017Fiscal deficit and inflation linkages in India: tracking the transmission channels. (2017). Anantha, M R ; Gayithri, K. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:19:y:2017:i:1:d:10.1007_s40847-017-0042-2.

Full description at Econpapers || Download paper

2017Fixed- Asymptotic Inference About Tail Properties. (2017). Muller, Ulrich K ; Wang, Yulong. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1334-1343.

Full description at Econpapers || Download paper

2019Essays in econometric theory. (2019). Sadikoglu, Serhan . In: Other publications TiSEM. RePEc:tiu:tiutis:99d83644-f9dc-49e3-a4e1-5ca8a8d3f784.

Full description at Econpapers || Download paper

2018Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1620.

Full description at Econpapers || Download paper

2019Identifying modern macro equations with old shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: Economics Working Papers. RePEc:upf:upfgen:1659.

Full description at Econpapers || Download paper

2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:wyi:wpaper:002400.

Full description at Econpapers || Download paper

2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

Full description at Econpapers || Download paper

Michael Jansson is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Michael Jansson:


YearTitleTypeCited
2000Testing for Unit Roots with Stationary Covariates In: Economics Working Papers.
[Full Text][Citation analysis]
paper65
2000Testing for Unit Roots with Stationary Covariances.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2002Testing for Unit Roots with Stationary Covariates.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
article
2005Improving Size and Power in Unit Root Testing In: Economics Working Papers.
[Full Text][Citation analysis]
paper3
2007Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2012Optimal inference for instrumental variables regression with non-Gaussian errors.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2007Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper15
2008Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2008Small Bandwidth Asymptotics for Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper5
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2009Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper11
2009Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper8
2010Robust Data-Driven Inference for Density-Weighted Average Derivatives.(2010) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2009Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2011Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots.(2011) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2009Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Bootstrapping Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2010Bootstrapping density-weighted average derivatives.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011Generalized Jackknife Estimators of Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper12
2013Generalized Jackknife Estimators of Weighted Average Derivatives.(2013) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Alternative Asymptotics and the Partially Linear Model with Many Regressors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper5
2015Alternative Asymptotics and the Partially Linear Model with Many Regressors.(2015) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS.(2018) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2015Alternative asymptotics and the partially linear model with many regressors.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers.
[Full Text][Citation analysis]
paper10
2015Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2012Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014Bootstrapping Kernel-Based Semiparametric Estimators In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2015Treatment Effects with Many Covariates and Heteroskedasticity In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2015Treatment effects with many covariates and heteroskedasticity.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Bootstrap-Based Inference for Cube Root Consistent Estimators In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2017Inference in Linear Regression Models with Many Covariates and Heteroskedasticity In: Papers.
[Full Text][Citation analysis]
paper13
2017Inference in linear regression models with many covariates and heteroskedasticity.(2017) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2018Inference in Linear Regression Models with Many Covariates and Heteroscedasticity.(2018) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2019Bootstrap-Based Inference for Cube Root Asymptotics In: Papers.
[Full Text][Citation analysis]
paper0
2019Towards a General Large Sample Theory for Regularized Estimators In: Papers.
[Full Text][Citation analysis]
paper0
2018Two-Step Estimation and Inference with Possibly Many Included Covariates In: Papers.
[Full Text][Citation analysis]
paper2
2019Simple Local Polynomial Density Estimators In: Papers.
[Full Text][Citation analysis]
paper1
2005Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article22
2003Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity.(2003) In: Emory Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2004Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2000Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
1999Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2002REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]
article7
2002CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]
article47
200303.6.2. Unbiasedness of the OLS Estimator with Random Regressors In: Econometric Theory.
[Full Text][Citation analysis]
article0
2004STATIONARITY TESTING WITH COVARIATES In: Econometric Theory.
[Full Text][Citation analysis]
article17
200403.6.2. Unbiasedness of the OLS Estimator with Random Regressors Solution In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE In: Econometric Theory.
[Full Text][Citation analysis]
article6
2009ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article5
2018SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]
article0
2004The Error in Rejection Probability of Simple Autocorrelation Robust Tests In: Econometrica.
[Full Text][Citation analysis]
article47
2006Optimal Inference in Regression Models with Nearly Integrated Regressors In: Econometrica.
[Full Text][Citation analysis]
article81
2004Optimal Inference in Regression Models with Nearly Integrated Regressors.(2004) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2004Optimal Inference in Regression Models with Nearly Integrated Regressors.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2007Inference approaches for instrumental variable quantile regression In: Economics Letters.
[Full Text][Citation analysis]
article19
2005Point optimal tests of the null hypothesis of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2009Finite sample inference for quantile regression models In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
2013Rejoinder In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
2018Manipulation testing based on density discontinuity In: Stata Journal.
[Full Text][Citation analysis]
article9
2018Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency In: Econometrica.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team