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Information about:
Michael Jansson

Personal Details | Affiliation | Works
This is information that was supplied by Michael Jansson in registering through RePEc. If you are Michael Jansson , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

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

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

(in no particular order)

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. 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!]

  2. 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:

  3. 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!]

  4. 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!]

  5. 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!]

  6. 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:

  7. 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:

  8. 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:

  9. 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. 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:

  2. 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)

  3. 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:

  4. 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:

  5. 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)

  6. 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!]

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

  8. 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)

  9. 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!]

  10. 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:

  11. 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!]

  12. 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

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (9) 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 Author is listed
  2. NEP-ETS: Econometric Time Series (8) 1999-05-03 2000-10-05 2000-10-05 2003-06-04 2004-10-21 2004-11-22 2008-06-27 2008-06-27 Author is listed
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This page was last updated on 2009-7-3.

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