Department of Economics and Business Economics

Michael Jansson

  1. 2019
  2. Published

    Two-step estimation and inference with possibly many included covariates. / Cattaneo, Matias D.; Jansson, Michael; Xinwei, M. A.

    In: Review of Economic Studies, Vol. 86, No. 3, 01.01.2019, p. 1095-1122.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2018
  4. Published

    Inference in Linear Regression Models with Many Covariates and Heteroscedasticity. / Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.

    In: Journal of the American Statistical Association, Vol. 113, No. 523, 03.07.2018, p. 1350-1361.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Published

    Alternative asymptotics and the partially linear model with many regressors. / Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.

    In: Econometric Theory, Vol. 34, No. 2, 2018, p. 277-301.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency. / Cattaneo, Matias D.; Jansson, Michael.

    In: Econometrica, Vol. 86, No. 3, 2018, p. 955-995.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. Published

    Manipulation Testing Based on Density Discontinuity. / Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei.

    In: The Stata Journal, Vol. 18, No. 1, 2018, p. 234-261.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. 2017
  9. Published

    Bootstrap-Based Inference for Cube Root Consistent Estimators. / Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  10. 2015
  11. Published

    Treatment Effects with Many Covariates and Heteroskedasticity. / Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paper/Preprint Working paperResearch

  12. Published

    Improved likelihood ratio tests for cointegration rank in the VAR model. / Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ørregaard.

    In: Journal of Econometrics, Vol. 184, No. 1, 2015, p. 97-110.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2014
  14. Published

    Bootstrapping Kernel-Based Semiparametric Estimators. / Cattaneo, Matias D. ; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper/Preprint Working paperResearch

  15. Published

    Bootstrapping density-weighted average derivatives. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    In: Econometric Theory, Vol. 30, No. 6, 01.01.2014, p. 1135-1164.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  16. Published

    Small bandwidth asymptotics for density-weighted average derivatives. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    In: Econometric Theory, Vol. 30, No. 1, 01.01.2014, p. 176-200.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  17. 2013
  18. Published

    Generalized Jackknife Estimators of Weighted Average Derivatives. / Cattaneo, Matias D. ; Crump, Richard K.; Jansson, Michael.

    In: Journal of the American Statistical Association, Vol. 108, No. 504, 2013, p. 1243-1268.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  19. 2012
  20. Published

    Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model. / Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper/Preprint Working paperResearch

  21. Published

    Nearly efficient likelihood ratio tests of the unit root hypothesis. / Jansson, Michael; Nielsen, Morten Ørregaard.

    In: Econometrica, Vol. 80, No. 5, 01.09.2012, p. 2321-2332.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  22. Published

    Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    In: Journal of Econometrics, Vol. 167, No. 1, 2012, p. 1-15.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  23. 2011
  24. Published

    Generalized Jackknife Estimators of Weighted Average Derivatives. / Cattaneo, Matias D. ; Crump, Richard K.; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: Working paper/Preprint Working paperResearch

  25. 2010
  26. Published

    Bootstrapping Density-Weighted Average Derivatives. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper/Preprint Working paperResearch

  27. 2009
  28. Published

    Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots. / Jansson, Michael; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paper/Preprint Working paperResearch

  29. Published

    Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis. / Jansson, Michael; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paper/Preprint Working paperResearch

  30. Published

    Robust Data-Driven Inference for Density-Weighted Average Derivatives. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paper/Preprint Working paperResearch

  31. 2008
  32. Published

    Small Bandwidth Asymptotics for Density-Weighted Average Derivatives. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper/Preprint Working paperResearch

  33. 2007
  34. Published

    Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors. / Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper/Preprint Working paperResearch

  35. Published

    Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis. / Jansson, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper/Preprint Working paperResearch