Michael Jansson

University of California, Berkeley - Department of Economics

549 Evans Hall #3880

Berkeley, CA 94720-3880

United States

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 7,853

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41

CROSSREF CITATIONS

128

Scholarly Papers (15)

1.

Finite Sample Inference for Quantile Regression Models

MIT Department of Economics Working Paper No. 06-03
Number of pages: 39 Posted: 03 Feb 2006
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 518 (67,578)
Citation 2

Abstract:

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Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression

2.

Improving Size and Power in the Unit Root Testing

Aarhus University Economics Paper No. 2005-02
Number of pages: 34 Posted: 18 Jun 2008
Niels Haldrup and Michael Jansson
Aarhus University, School of Economics and Management and University of California, Berkeley - Department of Economics
Downloads 388 (95,407)
Citation 11

Abstract:

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Unit roots, optimal tests, power envelope

3.

Admissible Invariant Similar Tests for Instrumental Variables Regression

MIT Department of Economics Working Paper No. 07-09
Number of pages: 21 Posted: 03 Apr 2007
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 170 (218,040)
Citation 6

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Instrumental Variables, Regression, Inference

Optimal Inference in Regression Models with Nearly Integrated Regressors

Number of pages: 58 Posted: 09 Nov 2004
Michael Jansson and Marcelo J. Moreira
University of California, Berkeley - Department of Economics and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 71 (405,161)

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Optimal Inference in Regression Models with Nearly Integrated Regressors

NBER Working Paper No. t0303
Number of pages: 59 Posted: 14 Nov 2004 Last Revised: 02 May 2021
Michael Jansson and Marcelo J. Moreira
University of California, Berkeley - Department of Economics and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 25 (619,670)
Citation 10

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5.

Testing for Unit Roots with Stationary Covariates

UCSD Economics Discussion Paper No. 2000-06
Number of pages: 34 Posted: 23 Nov 2000
Graham Elliott and Michael Jansson
University of California, San Diego (UCSD) - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 91 (346,163)
Citation 10

Abstract:

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Unit Roots, Structural VAR

6.

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives

CREATES Research Paper 2008-24
Number of pages: 34 Posted: 25 Jun 2008
Matias D. Cattaneo, Richard K. Crump and Michael Jansson
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 44 (500,156)
Citation 9

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Semiparametric estimation, density-weighted average derivatives

7.

Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis

CREATES Research Paper No. 2009-37
Number of pages: 18 Posted: 04 Sep 2009
Michael Jansson and Morten Ørregaard Nielsen
University of California, Berkeley - Department of Economics and Queen's University - Department of Economics
Downloads 41 (513,794)
Citation 2

Abstract:

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Likelihood Ratio Test, Unit Root Hypothesis

8.

Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

CREATES Research Paper 2009-55
Number of pages: 19 Posted: 28 Nov 2009
University of California, Berkeley - Department of Economics, Queen's University - Department of Economics and School of Economics and Management, University of Aarhus
Downloads 32 (559,562)

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Likelihood Ratio Test, Seasonal Unit Root Hypothesis

9.

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model

Tinbergen Institute Discussion Paper 12-097/III
Number of pages: 23 Posted: 22 Sep 2012
Amsterdam School of Economics, University of California, Berkeley - Department of Economics and Queen's University - Department of Economics
Downloads 25 (601,840)
Citation 3

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Cointegration rank, efficiency, likelihood ratio test, vector autoregression

10.

Bootstrapping Density-Weighted Average Derivatives

University of Aarhus Economics Working Paper Series
Number of pages: 32 Posted: 21 May 2010
Matias D. Cattaneo, Richard K. Crump and Michael Jansson
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 25 (601,840)
Citation 5

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Averaged derivatives, Bootstrap, Small bandwidth asymptotics

11.

Optimal Inference for Instrumental Variables Regression with Non-Gaussian Errors

CREATES Research Paper 2007-11
Number of pages: 45 Posted: 23 Jun 2008
Matias D. Cattaneo, Richard K. Crump and Michael Jansson
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 24 (608,558)
Citation 11

Abstract:

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Instrumental variables regression, weak instruments, adaptive estimation

12.

Some Large Sample Results for the Method of Regularized Estimators

Number of pages: 79 Posted: 20 Dec 2017
Michael Jansson and Demian Pouzo
University of California, Berkeley - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 23 (615,265)

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Regularization; Large Sample Theory; Influence Functions; Non-parametric Methods

13.

Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis

CREATES Research Paper 2007-12
Number of pages: 52 Posted: 23 Jun 2008
Michael Jansson
University of California, Berkeley - Department of Economics
Downloads 17 (657,567)
Citation 16

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Unit root testing, semiparametric efficiency

14.

Robust Data-Driven Inference for Density-Weighted Average Derivatives

Number of pages: 38 Posted: 02 Oct 2009
Matias D. Cattaneo, Richard K. Crump and Michael Jansson
Princeton University, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 11 (703,174)
Citation 3

Abstract:

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Average derivatives, Bandwidth selection, Robust inference, Small bandwidth asymptotics

15.

Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach

University of Aarhus, Department of Economics Working Paper No. 1999-3
Posted: 15 Mar 1999
Niels Haldrup and Michael Jansson
Aarhus University, School of Economics and Management and University of California, Berkeley - Department of Economics

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