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Information about:
Michael Jansson

Personal Details | Affiliation | Works
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Personal Details

First Name: Michael
Middle Name:
Last Name: Jansson
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RePEc Short-ID: pja19

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Homepage: http://www.econ.berkeley.edu/~mjansson
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers 2009-37, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  2. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Michael Jansson, 2007. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers 2007-12, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  4. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, School of Economics and Management, University of Aarhus. [Downloadable!]

  5. Niels Haldrup & Michael Jansson, 2005. "Improving Size and Power in Unit Root Testing," Economics Working Papers 2005-2, School of Economics and Management, University of Aarhus. [Downloadable!]

  6. Graham Elliott & Michael Jansson & Elena Pesavento, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series 2004-08, Department of Economics, UC San Diego. [Downloadable!]

  7. Michael Jansson & Marcelo J. Moreira, 2004. "Optimal Inference in Regression Models with Nearly Integrated Regressors," NBER Technical Working Papers 0303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  8. Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics 0303, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  9. Graham Elliott & Michael Jansson, . "Testing for Unit Roots with Stationary Covariates," Economics Working Papers 2000-6, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    Published as:

  10. Niels Haldrup & Michael Jansson, . "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Economics Working Papers 1999-3, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

Articles

  1. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Admissible Invariant Similar Tests For Instrumental Variables Regression," Econometric Theory, Cambridge University Press, vol. 25(03), pages 806-818, June. [Downloadable!]

  2. Chioda, Laura & Jansson, Michael, 2009. "Optimal Invariant Inference When The Number Of Instruments Is Large," Econometric Theory, Cambridge University Press, vol. 25(03), pages 793-805, June. [Downloadable!]

  3. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October. [Downloadable!] (restricted)

  4. Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, 09. [Downloadable!] (restricted)
    Other versions:

  5. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2007. "Inference approaches for instrumental variable quantile regression," Economics Letters, Elsevier, vol. 95(2), pages 272-277, May. [Downloadable!] (restricted)

  6. Michael Jansson & Marcelo J. Moreira, 2006. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, vol. 74(3), pages 681-714, 05. [Downloadable!] (restricted)
    Other versions:

  7. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January. [Downloadable!] (restricted)
    Other versions:

  8. Jansson, Michael, 2005. "Point optimal tests of the null hypothesis of cointegration," Journal of Econometrics, Elsevier, vol. 124(1), pages 187-201, January. [Downloadable!] (restricted)

  9. Jansson, Michael, 2004. "03.6.2. Unbiasedness of the OLS Estimator with Random Regressors Solution," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1263-1264, December. [Downloadable!]

  10. Jansson, Michael, 2004. "Stationarity Testing With Covariates," Econometric Theory, Cambridge University Press, vol. 20(01), pages 56-94, February. [Downloadable!]

  11. Michael Jansson, 2004. "The Error in Rejection Probability of Simple Autocorrelation Robust Tests," Econometrica, Econometric Society, vol. 72(3), pages 937-946, 05. [Downloadable!] (restricted)

  12. Jansson, Michael, 2003. "03.6.2. Unbiasedness of the OLS Estimator with Random Regressors," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1195-1195, December. [Downloadable!]

  13. Elliott, Graham & Jansson, Michael, 2003. "Testing for unit roots with stationary covariates," Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July. [Downloadable!] (restricted)
    Other versions:

  14. Jansson, Michael & Haldrup, Niels, 2002. "Regression Theory For Nearly Cointegrated Time Series," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1309-1335, December. [Downloadable!]

  15. Jansson, Michael, 2002. "Consistent Covariance Matrix Estimation For Linear Processes," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1449-1459, December. [Downloadable!]

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (10) 1999-05-03 2000-10-05 2000-10-05 2003-06-09 2004-10-21 2004-11-22 2008-06-27 2008-06-27 2008-06-27 2009-09-19 Author is listed
  2. NEP-ETS: Econometric Time Series (9) 1999-05-03 2000-10-05 2000-10-05 2003-06-04 2004-10-21 2004-11-22 2008-06-27 2008-06-27 2009-09-19 Author is listed
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This page was last updated on 2009-11-21.

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