lpdensity : Local Polynomial Density Estimation and Inference
Cattaneo, Matias D., Jansson, Michael, Ma, Xinwei
Published in Journal of statistical software (2022)
Published in Journal of statistical software (2022)
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Journal Article
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
Cattaneo, Matias D., Crump, Richard K., Jansson, Michael
Published in Econometric theory (01.02.2014)
Published in Econometric theory (01.02.2014)
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Journal Article
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
Cattaneo, Matias D., Crump, Richard K., Jansson, Michael
Published in Econometric theory (01.12.2014)
Published in Econometric theory (01.12.2014)
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Journal Article
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Chernozhukov, Victor, Hansen, Christian, Jansson, Michael
Published in Econometric theory (01.06.2009)
Published in Econometric theory (01.06.2009)
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Journal Article
Simple Local Polynomial Density Estimators
Cattaneo, Matias D., Jansson, Michael, Ma, Xinwei
Published in Journal of the American Statistical Association (02.07.2020)
Published in Journal of the American Statistical Association (02.07.2020)
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Journal Article
Two-Step Estimation and Inference with Possibly Many Included Covariates
CATTANEO, MATIAS D., JANSSON, MICHAEL, MA, XINWEI
Published in The Review of economic studies (01.05.2019)
Published in The Review of economic studies (01.05.2019)
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Journal Article
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
Cattaneo, Matias D., Jansson, Michael, Newey, Whitney K.
Published in Econometric theory (01.04.2018)
Published in Econometric theory (01.04.2018)
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Journal Article
Generalized Jackknife Estimators of Weighted Average Derivatives
Cattaneo, Matias D, Crump, Richard K, Jansson, Michael
Published in Journal of the American Statistical Association (01.12.2013)
Published in Journal of the American Statistical Association (01.12.2013)
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Journal Article
Finite sample inference for quantile regression models
Chernozhukov, Victor, Hansen, Christian, Jansson, Michael
Published in Journal of econometrics (01.10.2009)
Published in Journal of econometrics (01.10.2009)
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Journal Article
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, H. Peter, Jansson, Michael, Nielsen, Morten Ørregaard
Published in Journal of econometrics (01.01.2015)
Published in Journal of econometrics (01.01.2015)
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