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Michael Jansson

Global rank #2325 97%

Institution: University of California-Berkeley

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/berkeley.edu/michael-jansson/

First Publication: 2002

Most Recent: 2024

RePEc ID: pja19 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 1.01 0.00 2.35
Last 10 Years 2.35 0.67 4.02 0.00 14.75
All Time 2.35 5.70 16.76 0.00 37.87

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 25.58

Publications (26)

Year Article Journal Tier Authors
2024 Local regression distribution estimators Journal of Econometrics A 3
2022 AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY Econometric Theory B 2
2020 Simple Local Polynomial Density Estimators Journal of the American Statistical Association B 3
2020 Bootstrap‐Based Inference for Cube Root Asymptotics Econometrica S 3
2019 Two-Step Estimation and Inference with Possibly Many Included Covariates Review of Economic Studies S 3
2018 ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS Econometric Theory B 3
2018 Inference in Linear Regression Models with Many Covariates and Heteroscedasticity Journal of the American Statistical Association B 3
2018 Kernel‐Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency Econometrica S 2
2018 SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION Econometric Theory B 2
2015 Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics A 3
2014 SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES Econometric Theory B 3
2014 BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES Econometric Theory B 3
2013 Generalized Jackknife Estimators of Weighted Average Derivatives Journal of the American Statistical Association B 3
2013 Rejoinder Journal of the American Statistical Association B 3
2012 Optimal inference for instrumental variables regression with non-Gaussian errors Journal of Econometrics A 3
2009 ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION Econometric Theory B 3
2009 Finite sample inference for quantile regression models Journal of Econometrics A 3
2009 OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE Econometric Theory B 2
2007 Inference approaches for instrumental variable quantile regression Economics Letters C 3
2005 Point optimal tests of the null hypothesis of cointegration Journal of Econometrics A 1
2004 STATIONARITY TESTING WITH COVARIATES Econometric Theory B 1
2004 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution Econometric Theory B 1
2003 Testing for unit roots with stationary covariates Journal of Econometrics A 2
2003 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors Econometric Theory B 1
2002 REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES Econometric Theory B 2
2002 CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES Econometric Theory B 1