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 0 3 12 1,147
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 1 11 11
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 700 1 2 20 2,056
Asymptotic Theory for Clustered Samples 0 0 0 73 4 13 37 162
Asymptotic Theory for Clustered Samples 0 0 0 25 1 17 27 75
Autoregressive Conditional Density Estimation 0 0 0 4 1 2 30 959
Bootstrap Model Averaging Unit Root Inference 0 0 0 110 0 1 12 177
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 1 1 468 1 3 23 1,829
Estimation and Inference in Models of Cointegration: A Simulation Study 1 2 9 428 4 8 30 1,103
Estimation of TAR Models 0 0 5 1,666 0 0 33 3,919
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 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 1 1 30 1,960
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 0 3 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 10 865
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 6 225
Purchasing power parity and the Taylor rule 0 0 0 55 1 3 16 130
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 0 1 19 1,249
Residual-based Tests For Cointegration In Models With Regime Shifts 1 2 6 194 2 6 53 2,464
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 0 10 2,782
Sample Splitting and Threshold Estimation 1 2 7 1,630 4 10 66 4,743
Statistical Inference in Instrumental Variables 0 0 0 236 2 3 13 953
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 2 18 1,035
Testing for Structural Change in Conditional Models 0 0 1 766 0 2 25 2,567
Testing for linearity 0 0 0 478 0 0 42 1,638
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 1 1 8 353
The grid bootstrap and the autoregressive model 0 0 0 224 2 2 18 774
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 1 15 545
Threshold Autoregressions with a Unit Root 0 0 0 736 2 4 31 2,602
Threshold autoregression with a near unit root 0 0 0 310 1 2 24 661
Threshold effects in non-dynamic panels: Estimation, testing and inference 3 4 17 1,371 9 16 125 4,197
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 1 107 0 1 31 297
Total Working Papers 7 11 52 11,437 38 112 907 45,249

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 1 1 35 776
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 3 28 901
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 6 151 0 1 32 430
Asymptotic theory for clustered samples 0 1 1 21 2 28 41 141
Autoregressive Conditional Density Estimation 0 1 9 1,280 1 5 67 3,383
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 0 7 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 1 1 2 112 1 1 21 326
Comment 0 0 0 0 0 1 7 32
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 1 12 476
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 1 1 1 42 3 4 13 172
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 3 167 0 0 12 456
Efficient shrinkage in parametric models 0 0 1 39 0 2 20 147
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 1 173 0 1 15 575
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 47 2 6 23 200
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 1 2 15 170
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 0 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 0 7 246
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 183 3 6 22 635
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 2 3 391 3 8 53 1,059
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 1 1 4 1,021 2 6 42 2,763
Inference in TAR Models 0 2 9 521 2 8 45 1,281
Interval forecasts and parameter uncertainty 0 0 0 53 0 0 10 163
Jackknife model averaging 0 0 5 144 0 1 37 461
Johansen’s Reduced Rank Estimator Is GMM 0 0 1 16 1 1 10 94
Least Squares Model Averaging 0 0 4 246 1 1 36 861
Least-squares forecast averaging 0 0 1 113 0 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 0 52 1 3 11 171
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 1 6 64
Regression Kink With an Unknown Threshold 0 0 4 43 1 3 29 209
Regression with Nonstationary Volatility 0 0 0 83 1 1 10 337
Residual-based tests for cointegration in models with regime shifts 1 3 11 2,298 6 12 78 5,377
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 0 1 11 297
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 0 0 9 46
Sample Splitting and Threshold Estimation 0 0 0 9 5 12 75 1,978
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 4 20 1,320 9 20 99 3,518
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 0 1 7 47
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 2 3 2,569 0 4 13 6,016
Testing for Common Features: Comment 0 0 0 0 0 0 3 128
Testing for parameter instability in linear models 1 1 4 923 2 2 21 2,202
Testing for structural change in conditional models 0 0 1 305 0 3 20 747
Testing for two-regime threshold cointegration in vector error-correction models 1 2 6 1,071 1 4 42 2,673
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 5 48 1,654
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 4 42 978
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 1 21 1,248
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 0 3 25 1,478
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 4 752 0 7 31 2,102
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 2 752 0 3 36 1,919
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 1 8 43
Threshold Autoregression with a Unit Root 0 0 0 570 1 20 38 1,586
Threshold effects in non-dynamic panels: Estimation, testing, and inference 8 12 43 1,840 31 110 409 5,307
Time series econometrics for the 21st century 0 0 1 15 1 1 12 63
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 1 2 23 238
Total Journal Articles 16 34 160 18,382 88 317 1,885 58,723

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 0 3 41 1 1 33 247
Total Software Items 0 0 3 41 1 1 33 247

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