Access Statistics for Bruce E. Hansen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT 0 0 0 2 2 6 10 1,142
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 5 5 5
Approximate Asymptotic P-Values for Structural Change Tests 0 0 0 699 1 9 16 2,046
Asymptotic Theory for Clustered Samples 0 0 0 25 0 2 9 55
Asymptotic Theory for Clustered Samples 0 0 0 73 3 9 31 142
Autoregressive Conditional Density Estimation 0 0 0 4 2 13 32 947
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 0 6 10 172
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 7 14 16 1,821
Estimation and Inference in Models of Cointegration: A Simulation Study 0 3 6 424 0 5 15 1,084
Estimation of TAR Models 0 2 5 1,664 2 9 21 3,901
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 12 15 208
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 18 0 6 8 123
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 4 13 22 1,948
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 9 19 109
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 4 14 17 853
Minimun mean squared error model averaging in likelihood models 0 0 0 15 1 7 8 62
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 2 5 11 862
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 3 4 223
Purchasing power parity and the Taylor rule 0 0 0 55 1 10 11 125
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 5 6 291
Regression with Non-Stationary Variances 0 0 0 0 0 3 4 265
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 2 13 1,237
Residual-based Tests For Cointegration In Models With Regime Shifts 2 2 4 190 4 17 29 2,433
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 1 7 10 1,826
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 2 5 2,774
Sample Splitting and Threshold Estimation 2 3 6 1,627 6 24 46 4,713
Statistical Inference in Instrumental Variables 0 0 0 236 0 4 7 946
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 2 10 12 1,028
Testing for Structural Change in Conditional Models 1 1 1 766 4 15 20 2,559
Testing for linearity 0 0 0 478 11 22 26 1,620
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 1 3 3 348
The grid bootstrap and the autoregressive model 0 0 0 224 3 9 12 766
Threshold Autoregressions with a Near Unit Root 0 0 0 0 2 6 7 537
Threshold Autoregressions with a Unit Root 0 0 0 736 4 16 29 2,593
Threshold autoregression with a near unit root 0 0 0 310 5 17 22 657
Threshold effects in non-dynamic panels: Estimation, testing and inference 0 1 10 1,358 4 51 97 4,136
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 3 107 1 15 27 285
Total Working Papers 5 12 41 11,408 79 385 655 44,842

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK 0 0 1 36 2 7 11 108
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 2 16 34 769
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 2 11 26 890
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 1 3 147 1 10 16 412
Asymptotic theory for clustered samples 0 0 0 20 0 5 12 110
Autoregressive Conditional Density Estimation 1 4 8 1,276 4 19 48 3,347
Averaging estimators for autoregressions with a near unit root 0 1 1 30 1 6 9 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 1 1 3 111 3 15 22 322
Comment 0 0 0 0 1 4 5 30
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 2 7 14 471
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 4 11 12 150
Discussion of 'Data mining reconsidered' 0 0 0 0 0 2 4 347
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 1 5 7 166
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 1 1 165 2 6 11 452
Efficient shrinkage in parametric models 0 1 1 39 3 10 12 139
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 1 10 14 571
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 3 47 2 10 18 190
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 6 8 163
GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS 0 0 0 3 1 3 6 47
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 7 8 458
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 3 4 7 28
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 1 3 57 0 2 7 155
Heteroskedastic cointegration 0 0 0 94 1 4 6 243
How responsive are private transfers to income? Evidence from a laissez-faire economy 1 1 5 180 2 6 19 623
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 4 389 3 13 39 1,033
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 1 5 1,018 1 10 29 2,737
Inference in TAR Models 0 2 15 518 0 13 39 1,257
Interval forecasts and parameter uncertainty 0 0 1 53 0 2 5 157
Jackknife model averaging 0 2 7 143 3 16 38 452
Johansen’s Reduced Rank Estimator Is GMM 0 1 3 16 1 4 15 91
Least Squares Model Averaging 0 2 4 245 4 14 23 843
Least-squares forecast averaging 0 0 1 113 2 8 15 508
Methodology: Alchemy or Science: Review Article 0 0 0 57 4 5 5 296
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 1 10 11 62
Purchasing Power Parity and the Taylor Rule 0 0 2 52 0 3 11 166
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 1 1 4 62
Regression Kink With an Unknown Threshold 0 2 5 43 3 7 21 193
Regression with Nonstationary Volatility 0 0 0 83 1 4 5 331
Residual-based tests for cointegration in models with regime shifts 0 3 11 2,292 4 25 73 5,338
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 3 7 9 294
SHRINKAGE EFFICIENCY BOUNDS 0 1 1 5 1 5 8 44
Sample Splitting and Threshold Estimation 0 0 0 9 5 21 41 1,931
Statistical Inference in Instrumental Variables Regression with I(1) Processes 3 5 15 1,307 9 30 83 3,461
Stein-like 2SLS estimator 0 0 0 5 0 1 2 56
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 7 13 77
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 8 16 18 81
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 4 5 44
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 1 5 13 6,009
Testing for Common Features: Comment 0 0 0 0 1 3 4 128
Testing for parameter instability in linear models 0 1 3 921 1 12 25 2,197
Testing for structural change in conditional models 0 0 3 305 1 9 16 739
Testing for two-regime threshold cointegration in vector error-correction models 0 0 3 1,066 1 12 26 2,649
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 7 25 43 1,641
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 3 8 18 951
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 2 7 12 1,239
The Grid Bootstrap And The Autoregressive Model 0 0 1 347 2 9 18 1,467
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 3 750 1 8 19 2,083
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 0 750 4 22 30 1,906
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 4 9 41
Threshold Autoregression with a Unit Root 0 0 0 570 1 7 16 1,558
Threshold effects in non-dynamic panels: Estimation, testing, and inference 3 8 41 1,812 15 82 261 5,033
Time series econometrics for the 21st century 0 1 2 15 0 5 11 58
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 1 1 81 3 15 20 231
Total Journal Articles 9 42 164 18,294 137 645 1,389 57,761

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk 0 1 1 3 1 7 8 31
Total Chapters 0 1 1 3 1 7 8 31

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 0 9 39 5 10 42 236
Total Software Items 0 0 9 39 5 10 42 236

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