Michael Jansson : Citation Profile


Are you Michael Jansson?

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

12

H index

16

i10 index

554

Citations

RESEARCH PRODUCTION:

30

Articles

41

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 27
   Journals where Michael Jansson has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 21 (3.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja19
   Updated: 2020-05-23    RAS profile: 2019-12-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cattaneo, Matias (22)

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 (32)

Hallin, Marc (17)

Phillips, Peter (15)

Taylor, Robert (13)

Pesavento, Elena (11)

Kaplan, David (10)

van den Akker, Ramon (9)

Kurozumi, Eiji (9)

Harvey, David (8)

Hjalmarsson, Erik (8)

Rodrigues, Paulo (8)

Cites to:

Phillips, Peter (20)

Newey, Whitney (19)

Chernozhukov, Victor (17)

Elliott, Graham (14)

Stock, James (14)

Andrews, Donald (13)

Chen, Xiaohong (11)

Xiao, Zhijie (9)

Cattaneo, Matias (9)

Watson, Mark (7)

Vogelsang, Timothy (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.org8
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies4
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
2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

Full description at Econpapers || Download paper

2019Fiscal rules and budget forecast errors of Italian Municipalities. (2019). SANTOLINI, RAFFAELLA ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:438.

Full description at Econpapers || Download paper

2019THE MENTAL HEALTH EFFECTS OF RETIREMENT. (2019). van Ours, Jan ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:442.

Full description at Econpapers || Download paper

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

2019Leave-out estimation of variance components. (2019). 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. (2019). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314.

Full description at Econpapers || Download paper

2019Autoregressive 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 for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. 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

2019Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

Full description at Econpapers || Download paper

2019On rank estimators in increasing dimensions. (2019). Zhou, Xiao-Hua ; Li, Wei ; Han, Fang ; Fan, Yanqin. In: Papers. RePEc:arx:papers:1908.05255.

Full description at Econpapers || Download paper

2019Dyadic Regression. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1908.09029.

Full description at Econpapers || Download paper

2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

Full description at Econpapers || Download paper

2019Political Openness and Armed Conflict: Evidence from Local Councils in Colombia. (2019). Galindo-Silva, Hector. In: Papers. RePEc:arx:papers:1910.03712.

Full description at Econpapers || Download paper

2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

Full description at Econpapers || Download paper

2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

Full description at Econpapers || Download paper

2020Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores. (2019). Vazquez-Bare, Gonzalo ; Titiunik, Rocio ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1912.07346.

Full description at Econpapers || Download paper

2020Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

Full description at Econpapers || Download paper

2020Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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

2019Machine learning in the service of policy targeting: the case of public credit guarantees. (2019). D'Ignazio, Alessio ; de Blasio, Guido ; Ciani, Emanuele ; Andini, Monica ; Paladini, Andrea ; Boldrini, Michela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1206_19.

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). de Magalhaes, Leandro ; Hirvonen, Salomo . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:19/710.

Full description at Econpapers || Download paper

2018High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. 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

2019Should I Stay or Should I Go? Neighbors Effects on University Enrollment. (2019). Fernandez, Andres Barrios. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1653.

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

2019Jackknife, small bandwidth and high-dimensional asymptotics. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:605.

Full description at Econpapers || Download paper

2018Gender Norms and Income Misreporting within Households. (2018). Slotwinski, Michaela ; Roth, Anja. 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

2019The Mental Health Effects of Retirement. (2019). van Ours, Jan C ; Picchio, Matteo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14135.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). 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). 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

2020Month of birth and academic performance: differences by gender and educational stage. (2020). Beneito, Pilar ; Soria-Espin, Pedro Javier. In: Discussion Papers in Economic Behaviour. RePEc:dbe:wpaper:0120.

Full description at Econpapers || Download paper

2020A Glimpse of Freedom: Allied Occupation and Political Resistance in East Germany. (2020). Jessen, Jonas ; Xu, Guo ; Martinez, Luis R. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1863.

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

2019Valuing the urban hukou in China: Evidence from a regression discontinuity design for housing prices. (2019). Tang, Yugang ; Shi, Shaobin ; Chen, YU. In: Journal of Development Economics. RePEc:eee:deveco:v:141:y:2019:i:c:s0304387818309520.

Full description at Econpapers || Download paper

2019Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break. (2019). Matsuki, Takashi. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:99-118.

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

2020A new consistency proof for HAC variance estimators. (2020). Davidson, James. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304112.

Full description at Econpapers || Download paper

2020The impact of government income transfers on tobacco and alcohol use: Evidence from China. (2020). Myerson, Rebecca ; Liu, Gordon ; Yuan, Yong ; Lu, Tianyi. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s016517651930432x.

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

2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

Full description at Econpapers || Download paper

2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

Full description at Econpapers || Download paper

2019Conditional quantile processes based on series or many regressors. (2019). Fernandez-Val, Ivan ; Chetverikov, Denis ; Chernozhukov, Victor ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:4-29.

Full description at Econpapers || Download paper

2019Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors. (2019). Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:398-433.

Full description at Econpapers || Download paper

2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

Full description at Econpapers || Download paper

2020On rank estimators in increasing dimensions. (2020). Fan, Yanqin ; Zhou, Xiao-Hua ; Li, Wei ; Han, Fang. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:379-412.

Full description at Econpapers || Download paper

2020Robust estimation with many instruments. (2020). Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:495-512.

Full description at Econpapers || Download paper

2019Balanced predictive regressions. (2019). Ren, Yu ; Yi, Yanping ; Tu, Yundong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:118-142.

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

2019Parental leave policies and socio-economic gaps in child development: Evidence from a substantial benefit reform using administrative data. (2019). Huebener, Mathias ; Spiess, Katharina C ; Kuehnle, Daniel. In: Labour Economics. RePEc:eee:labeco:v:61:y:2019:i:c:s0927537119300806.

Full description at Econpapers || Download paper

2019A simple method to estimate large fixed effects models applied to wage determinants. (2019). Mittag, Nikolas. In: Labour Economics. RePEc:eee:labeco:v:61:y:2019:i:c:s0927537119300922.

Full description at Econpapers || Download paper

2020Perform better, or else: Academic probation, public praise, and students decision-making. (2020). Wright, Nicholas. In: Labour Economics. RePEc:eee:labeco:v:62:y:2020:i:c:s0927537119301095.

Full description at Econpapers || Download paper

2019Should I stay of should I go? Neighbors effects on university enrollment. (2019). Barrios-Fernandez, Andres. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103426.

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

2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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

2019Intended and unintended effects of public incentives for innovation. Quasi-experimental evidence from Italy. (2019). Ventura, Marco ; Mellace, Giovanni. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_009.

Full description at Econpapers || Download paper

2020Early Skill Effects on Types of Parental Investments and Long-Run Outcomes. (2020). Gallegos, Sebastian ; Celhay, Pablo. In: Working Papers. RePEc:hka:wpaper:2020-014.

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

2018Non-asymptotic inference in instrumental variables estimation. (2018). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:52/18.

Full description at Econpapers || Download paper

2019Double debiased machine learning nonparametric inference with continuous treatments. (2019). Lee, Ying-Ying ; Colangelo, Kyle. In: CeMMAP working papers. RePEc:ifs:cemmap:54/19.

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:69/18.

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

2019The Mental Health Effects of Retirement. (2019). Picchio, Matteo ; van Ours, Jan C. In: IZA Discussion Papers. RePEc:iza:izadps:dp12791.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018A New Test In A Predictive Regression with Structural Breaks. (2018). Chang, Seong Yeon ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201811.

Full description at Econpapers || Download paper

2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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]
paper67
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: 67
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: 67
paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
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]
paper11
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: 11
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]
paper8
2014SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2009Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper11
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
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
2009Robust Data-Driven Inference for Density-Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper12
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: 12
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]
paper7
2014BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2011Generalized Jackknife Estimators of Weighted Average Derivatives In: CREATES Research Papers.
[Full Text][Citation analysis]
paper13
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: 13
article
2012Alternative Asymptotics and the Partially Linear Model with Many Regressors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2015Alternative Asymptotics and the Partially Linear Model with Many Regressors.(2015) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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: 9
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: 9
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]
paper4
2015Treatment effects with many covariates and heteroskedasticity.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
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]
paper20
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: 20
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: 20
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
2019Towards a general large sample theory for regularized estimators.(2019) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Two-Step Estimation and Inference with Possibly Many Included Covariates In: Papers.
[Full Text][Citation analysis]
paper4
2019Two-Step Estimation and Inference with Possibly Many Included Covariates.(2019) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Two-Step Estimation and Inference with Possibly Many Included Covariates.(2019) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2019Simple Local Polynomial Density Estimators In: Papers.
[Full Text][Citation analysis]
paper4
2019Simple Local Polynomial Density Estimators.(2019) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Average Density Estimators: Efficiency and Bootstrap Consistency In: Papers.
[Full Text][Citation analysis]
paper2
2019lpdensity: Local Polynomial Density Estimation and Inference In: Papers.
[Full Text][Citation analysis]
paper0
2005Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article22
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]
article53
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]
article7
2009ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article7
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]
article49
2006Optimal Inference in Regression Models with Nearly Integrated Regressors In: Econometrica.
[Full Text][Citation analysis]
article85
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: 85
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: 85
paper
2007Inference approaches for instrumental variable quantile regression In: Economics Letters.
[Full Text][Citation analysis]
article20
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
2010Bootstrapping density-weighted average derivatives In: Staff Reports.
[Full Text][Citation analysis]
paper9
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]
article35
2018Kernel†Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency In: Econometrica.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team