Michael Jansson

Available identifiers

zbMath Open jansson.michaelMaRDI QIDQ261890

List of research outcomes

Publication	Date of Publication	Type
Bootstrap-assisted inference for generalized Grenander-type estimators	2024-10-18	Paper
Boundary adaptive local polynomial conditional density estimators	2024-08-20	Paper
Local regression distribution estimators	2024-03-21	Paper
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2022-12-23	Paper
Two-Step Estimation and Inference with Possibly Many Included Covariates	2021-12-03	Paper
Bootstrap‐Based Inference for Cube Root Asymptotics	2021-06-07	Paper
Simple Local Polynomial Density Estimators	2020-09-15	Paper
Average Density Estimators: Efficiency and Bootstrap Consistency	2019-04-19	Paper
Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency	2019-03-29	Paper
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity	2018-12-04	Paper
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS	2018-04-25	Paper
Optimal inference for instrumental variables regression with non-Gaussian errors	2016-08-15	Paper
Point optimal tests of the null hypothesis of cointegration	2016-03-24	Paper
Robust Data-Driven Inference for Density-Weighted Average Derivatives	2015-06-16	Paper
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES	2015-01-07	Paper
Improved likelihood ratio tests for cointegration rank in the VAR model	2014-11-24	Paper
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES	2014-06-20	Paper
Generalized Jackknife Estimators of Weighted Average Derivatives	2014-04-01	Paper
Rejoinder	2014-04-01	Paper
Nearly efficient likelihood ratio tests of the unit root hypothesis	2013-11-08	Paper
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots	2013-06-14	Paper
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE	2009-09-30	Paper
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis	2008-11-14	Paper
Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root	2007-10-09	Paper
Optimal Inference in Regression Models with Nearly Integrated Regressors	2006-11-30	Paper
The Error in Rejection Probability of Simple Autocorrelation Robust Tests	2006-06-16	Paper
STATIONARITY TESTING WITH COVARIATES	2004-09-07	Paper
Testing for unit roots with stationary covariates	2003-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q4807334	2003-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4807340	2003-05-18	Paper

Research outcomes over time

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