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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael; Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003903502
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433
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Nearly efficient likelihood ration tests of the unit root hypothesis
Jansson, Michael; Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003874172
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Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2011
Persistent link: https://www.econbiz.de/10008986686
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Treatment effects with many covariates and heteroskedasticity
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2015
Persistent link: https://www.econbiz.de/10011327732
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - 2012
Persistent link: https://www.econbiz.de/10009621930
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Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.; Jansson, Michael - 2014
Persistent link: https://www.econbiz.de/10010394581
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Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2012
Persistent link: https://www.econbiz.de/10009423170
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Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi - 2017
Persistent link: https://www.econbiz.de/10011648638