Michael Jansson

University of California, Berkeley - Department of Economics

549 Evans Hall #3880

Berkeley, CA 94720-3880

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 32,391

SSRN RANKINGS

Top 32,391

in Total Papers Downloads

1,402

SSRN CITATIONS
Rank 6,476

SSRN RANKINGS

Top 6,476

in Total Papers Citations

27

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 515 (53,874)
Citation 5

Abstract:

Loading...

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 326 (92,827)
Citation 10

Abstract:

Loading...

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 163 (183,809)
Citation 4

Abstract:

Loading...

Instrumental Variables, Regression, Inference

Optimal Inference in Regression Models with Nearly Integrated Regressors

Harvard Institute of Economic Researach Discussion Paper No. 2047
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 68 (341,480)

Abstract:

Loading...

Optimal Inference in Regression Models with Nearly Integrated Regressors

NBER Working Paper No. t0303
Number of pages: 59 Posted: 14 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 24 (519,115)
Citation 3

Abstract:

Loading...

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 89 (288,354)
Citation 8

Abstract:

Loading...

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
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 42 (420,418)
Citation 6

Abstract:

Loading...

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 39 (432,281)
Citation 1

Abstract:

Loading...

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 28 (481,531)

Abstract:

Loading...

Likelihood Ratio Test, Seasonal Unit Root Hypothesis

9.

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
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 24 (503,366)
Citation 3

Abstract:

Loading...

Averaged derivatives, Bootstrap, Small bandwidth asymptotics

10.

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 22 (514,917)
Citation 2

Abstract:

Loading...

Cointegration rank, efficiency, likelihood ratio test, vector autoregression

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
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 22 (514,917)
Citation 13

Abstract:

Loading...

Instrumental variables regression, weak instruments, adaptive estimation

12.

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 (544,326)
Citation 16

Abstract:

Loading...

Unit root testing, semiparametric efficiency

13.

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 12 (574,890)

Abstract:

Loading...

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

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
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Downloads 11 (581,171)
Citation 1

Abstract:

Loading...

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

Abstract:

Loading...