Michael Jansson

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	1.35	1.01	0.00	2.35	61%
Last 10 Years	9.42	1.35	3.03	0.00	13.79	94%
All Time	9.42	11.44	15.81	0.34	37.00	97%

Publication Statistics

Raw Publications 26

Coauthorship-Adjusted Count 24.57

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