Michael Jansson
Michael Jansson is Professor of Economics at University of California, Berkeley, and has held visiting positions at Harvard University and MIT. He obtained the PhD degree in economics from Aarhus University in 2000. Professor Jansson is a theoretical time series econometrician with particular focus on the optimality in estimation and testing in econometrics. He has published his works in top journals like Econometrica, Journal of Business and Economic Statistics, Econometric Theory, and Journal of Econometrics. He acts as associate editor of Econometric Theory.
Publications
Cattaneo, M. D., Jansson, M. & Nagasawa, K. (2020). Bootstrap-Based Inference for Cube Root Asymptotics. Econometrica, 88(5), 2203-2219. https://doi.org/10.3982/ECTA17950
Cattaneo, M. D., Jansson, M. & Ma, X. (2020). Simple Local Polynomial Density Estimators. Journal of the American Statistical Association, 115(531), 1449-1455. https://doi.org/10.1080/01621459.2019.1635480
Cattaneo, M. D., Jansson, M. & Xinwei, M. A. (2019). Two-step estimation and inference with possibly many included covariates. Review of Economic Studies, 86(3), 1095-1122. https://doi.org/10.1093/restud/rdy053
Cattaneo, M. D., Jansson, M. & Newey, W. K. (2018). Alternative asymptotics and the partially linear model with many regressors. Econometric Theory, 34(2), 277-301. https://doi.org/10.1017/S026646661600013X
Cattaneo, M. D., Jansson, M. & Newey, W. K. (2018). Inference in Linear Regression Models with Many Covariates and Heteroscedasticity. Journal of the American Statistical Association, 113(523), 1350-1361. https://doi.org/10.1080/01621459.2017.1328360
Cattaneo, M. D. & Jansson, M. (2018). Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency. Econometrica, 86(3), 955-995. https://doi.org/10.3982/ECTA12701
Cattaneo, M. D., Jansson, M. & Ma, X. (2018). Manipulation Testing Based on Density Discontinuity. The Stata Journal, 18(1), 234-261. https://doi.org/10.1177/1536867X1801800115
Boswijk, H. P., Jansson, M. & Nielsen, M. Ø. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model. Journal of Econometrics, 184(1), 97-110. https://doi.org/10.1016/j.jeconom.2014.08.007
Cattaneo, M. D., Crump, R. K. & Jansson, M. (2014). Bootstrapping density-weighted average derivatives. Econometric Theory, 30(6), 1135-1164. https://doi.org/10.1017/S0266466614000127
Cattaneo, M. D., Crump, R. K. & Jansson, M. (2014). Small bandwidth asymptotics for density-weighted average derivatives. Econometric Theory, 30(1), 176-200. https://doi.org/10.1017/S0266466613000169
Cattaneo, M. D., Crump, R. K. & Jansson, M. (2013). Generalized Jackknife Estimators of Weighted Average Derivatives. Journal of the American Statistical Association, 108(504), 1243-1268. https://doi.org/10.1080/01621459.2012.745810
Jansson, M. & Nielsen, M. Ø. (2012). Nearly efficient likelihood ratio tests of the unit root hypothesis. Econometrica, 80(5), 2321-2332. https://doi.org/10.3982/ECTA10306
Cattaneo, M. D., Crump, R. K. & Jansson, M. (2012). Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors. Journal of Econometrics, 167(1), 1-15. https://doi.org/10.1016/j.jeconom.2011.04.004
