Michael Jansson

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i10-indeks	32	27

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Na temelju uvjeta financiranja

Suautori

Matias D. CattaneoPrinceton UniversityPotvrđena adresa e-pošte na princeton.edu
Xinwei MaAssistant Professor of Economics, University of California San DiegoPotvrđena adresa e-pošte na ucsd.edu
Richard K. CrumpFederal Reserve Bank of New YorkPotvrđena adresa e-pošte na ny.frb.org
Whitney NeweyProfessor of Economics, MITPotvrđena adresa e-pošte na mit.edu
Graham ElliottUniversity of California, San DiegoPotvrđena adresa e-pošte na ucsd.edu
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;Potvrđena adresa e-pošte na mit.edu
Christian B HansenProfessor of Econometrics and Statistics, University of Chicago, Booth School of BusinessPotvrđena adresa e-pošte na chicagobooth.edu
Morten Ørregaard NielsenDNRF Chair and Professor of Economics, Aarhus UniversityPotvrđena adresa e-pošte na econ.au.dk
Marcelo J. MoreiraFGVPotvrđena adresa e-pošte na fgv.br
Elena PesaventoEmory UniversityPotvrđena adresa e-pošte na emory.edu
Kenichi NagasawaUniversity of WarwickPotvrđena adresa e-pošte na warwick.ac.uk
Rajita ChandakEPFLPotvrđena adresa e-pošte na epfl.ch
H. Peter BoswijkProfessor of Financial Econometrics, University of AmsterdamPotvrđena adresa e-pošte na uva.nl
Joel SlemrodProfessor of Economics, University of MichiganPotvrđena adresa e-pošte na umich.edu
Ricardo MasiniUniversity of California, DavisPotvrđena adresa e-pošte na ucdavis.edu
Max H. FarrellUniversity of California, Santa BarbaraPotvrđena adresa e-pošte na ucsb.edu
Niels HaldrupCREATES, Aarhus University

Prati

Michael Jansson

Professor of Economics, UC Berkeley

Potvrđena adresa e-pošte na berkeley.edu - Početna stranica

Econometrics


Naslov Poredaj po navodima Poredaj po godini Poredaj po naslovu	Citirano Citirano	Godina
Simple local polynomial density estimators MD Cattaneo, M Jansson, X Ma Journal of the American Statistical Association 115 (531), 1449-1455, 2020	967*	2020
Manipulation testing based on density discontinuity MD Cattaneo, M Jansson, X Ma The Stata Journal 18 (1), 234-261, 2018	915	2018
Optimal inference in regression models with nearly integrated regressors M Jansson, MJ Moreira Econometrica 74 (3), 681-714, 2006	290	2006
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	167	2018
Testing for unit roots with stationary covariates G Elliott, M Jansson Journal of Econometrics 115 (1), 75-89, 2003	147	2003
Consistent covariance matrix estimation for linear processes M Jansson Econometric Theory 18 (6), 1449-1459, 2002	143	2002
The error in rejection probability of simple autocorrelation robust tests M Jansson Econometrica 72 (3), 937-946, 2004	136	2004
Finite sample inference for quantile regression models V Chernozhukov, C Hansen, M Jansson Journal of Econometrics 152 (2), 93-103, 2009	105	2009
Improving size and power in unit root testing N Haldrup, M Jansson Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, 252-277, 2006	104	2006
Alternative asymptotics and the partially linear model with many regressors MD Cattaneo, M Jansson, WK Newey Econometric Theory 34 (2), 277-301, 2018	92	2018
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	76	2019
Kernel-based semiparametric estimators: Small bandwidth asymptotics and bootstrap consistency MD Cattaneo, M Jansson Econometrica 86 (3), 955-995, 2018	66	2018
Small bandwidth asymptotics for density-weighted average derivatives MD Cattaneo, RK Crump, M Jansson Econometric Theory 30 (1), 176-200, 2014	56	2014
Inference approaches for instrumental variable quantile regression V Chernozhukov, C Hansen, M Jansson Economics Letters 95 (2), 272-277, 2007	56	2007
Semiparametric power envelopes for tests of the unit root hypothesis M Jansson Econometrica 76 (5), 1103-1142, 2008	52	2008
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	52	2005
Generalized jackknife estimators of weighted average derivatives MD Cattaneo, RK Crump, M Jansson Journal of the American Statistical Association 108 (504), 1243-1256, 2013	50	2013
Stationarity testing with covariates M Jansson Econometric Theory 20 (1), 56-94, 2004	47	2004
Local regression distribution estimators MD Cattaneo, M Jansson, X Ma Journal of Econometrics 240 (2), 105074, 2024	41	2024
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	40	2010

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