Access Statistics for Bruce E. Hansen

Author contact details at EconPapers.

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 3 12 1,147
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 0 0 10 10
Approximate Asymptotic P-Values for Structural Change Tests 0 1 1 700 0 3 23 2,055
Asymptotic Theory for Clustered Samples 0 0 0 73 7 10 33 158
Asymptotic Theory for Clustered Samples 0 0 0 25 16 18 26 74
Autoregressive Conditional Density Estimation 0 0 0 4 0 3 33 958
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 0 1 14 177
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 3 23 1,828
Estimation and Inference in Models of Cointegration: A Simulation Study 0 1 8 427 3 5 26 1,099
Estimation of TAR Models 0 0 5 1,666 0 4 33 3,919
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 1 19 214
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 19 0 1 11 128
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 367 0 0 29 1,959
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 1 22 113
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 3 4 30 868
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 0 9 63
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 0 0 11 865
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 1 6 225
Purchasing power parity and the Taylor rule 0 0 0 55 2 3 15 129
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 5 291
Regression with Non-Stationary Variances 0 0 0 0 0 0 5 267
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 1 2 21 1,249
Residual-based Tests For Cointegration In Models With Regime Shifts 1 2 6 193 3 7 53 2,462
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 0 0 11 1,827
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 1 10 2,782
Sample Splitting and Threshold Estimation 0 1 6 1,629 4 10 64 4,739
Statistical Inference in Instrumental Variables 0 0 0 236 1 3 11 951
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 2 4 18 1,035
Testing for Structural Change in Conditional Models 0 0 1 766 1 3 25 2,567
Testing for linearity 0 0 0 478 0 2 42 1,638
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 0 0 7 352
The grid bootstrap and the autoregressive model 0 0 0 224 0 1 16 772
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 1 15 545
Threshold Autoregressions with a Unit Root 0 0 0 736 2 2 32 2,600
Threshold autoregression with a near unit root 0 0 0 310 1 1 23 660
Threshold effects in non-dynamic panels: Estimation, testing and inference 1 3 14 1,368 4 18 119 4,188
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 1 107 1 1 33 297
Total Working Papers 2 8 47 11,430 57 117 895 45,211

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 0 36 0 0 11 110
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 0 1 35 775
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 1 5 28 901
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 3 6 151 0 6 32 430
Asymptotic theory for clustered samples 1 1 1 21 25 26 39 139
Autoregressive Conditional Density Estimation 0 1 9 1,280 2 9 67 3,382
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 0 7 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 1 111 0 1 21 325
Comment 0 0 0 0 0 1 7 32
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 1 13 476
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 0 16 154
Discussion of 'Data mining reconsidered' 0 0 0 0 0 0 6 350
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 1 1 10 169
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 3 167 0 0 13 456
Efficient shrinkage in parametric models 0 0 1 39 1 3 20 147
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 1 173 0 3 15 575
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 47 4 6 21 198
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 1 14 169
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 0 0 4 48
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 11 461
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 0 1 9 32
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 1 57 0 1 5 157
Heteroskedastic cointegration 0 0 0 94 0 1 7 246
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 2 4 183 2 6 19 632
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 2 2 3 391 3 12 50 1,056
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 1 3 1,020 2 8 42 2,761
Inference in TAR Models 1 2 10 521 2 8 45 1,279
Interval forecasts and parameter uncertainty 0 0 0 53 0 2 10 163
Jackknife model averaging 0 1 5 144 0 2 37 461
Johansen’s Reduced Rank Estimator Is GMM 0 0 1 16 0 0 12 93
Least Squares Model Averaging 0 0 4 246 0 1 35 860
Least-squares forecast averaging 0 0 1 113 2 2 24 520
Methodology: Alchemy or Science: Review Article 0 0 0 57 0 0 7 298
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 0 12 63
Purchasing Power Parity and the Taylor Rule 0 0 1 52 2 2 11 170
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 2 6 64
Regression Kink With an Unknown Threshold 0 0 4 43 2 5 29 208
Regression with Nonstationary Volatility 0 0 0 83 0 0 9 336
Residual-based tests for cointegration in models with regime shifts 1 2 11 2,297 4 7 77 5,371
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 1 2 11 297
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 0 0 9 46
Sample Splitting and Threshold Estimation 0 0 0 9 6 14 70 1,973
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 4 18 1,318 7 23 93 3,509
Stein-like 2SLS estimator 0 0 0 5 0 0 10 65
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 0 10 79
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 0 23 86
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 1 1 7 47
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 2 3 2,569 1 5 13 6,016
Testing for Common Features: Comment 0 0 0 0 0 0 3 128
Testing for parameter instability in linear models 0 0 3 922 0 2 24 2,200
Testing for structural change in conditional models 0 0 1 305 2 4 21 747
Testing for two-regime threshold cointegration in vector error-correction models 1 2 5 1,070 1 8 41 2,672
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 4 48 1,652
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 20 1,247
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 3 4 41 977
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 1 4 25 1,478
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 2 4 752 5 12 31 2,102
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 2 752 3 6 37 1,919
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 0 7 42
Threshold Autoregression with a Unit Root 0 0 0 570 19 20 37 1,585
Threshold effects in non-dynamic panels: Estimation, testing, and inference 2 10 39 1,832 20 139 398 5,276
Time series econometrics for the 21st century 0 0 1 15 0 3 11 62
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 1 2 22 237
Total Journal Articles 11 36 151 18,366 127 379 1,848 58,635

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 0 1 3 0 0 10 33
Total Chapters 0 0 1 3 0 0 10 33

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 1 4 41 0 1 38 246
Total Software Items 0 1 4 41 0 1 38 246

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