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 4 10 1,142
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 2 7 7 7
Approximate Asymptotic P-Values for Structural Change Tests 0 0 0 699 1 8 17 2,047
Asymptotic Theory for Clustered Samples 0 0 0 73 1 9 32 143
Asymptotic Theory for Clustered Samples 0 0 0 25 0 2 9 55
Autoregressive Conditional Density Estimation 0 0 0 4 0 8 31 947
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 1 4 11 173
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 14 17 1,822
Estimation and Inference in Models of Cointegration: A Simulation Study 0 1 6 424 1 4 15 1,085
Estimation of TAR Models 0 1 4 1,664 3 9 22 3,904
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 3 11 17 211
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 18 1 6 9 124
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 4 15 26 1,952
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 2 8 21 111
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 0 9 16 853
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 6 8 62
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 0 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 0 9 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 2 4 6 267
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 1 2 13 1,238
Residual-based Tests For Cointegration In Models With Regime Shifts 1 3 5 191 4 15 31 2,437
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 0 4 10 1,826
Review Article Methodology: Alchemy or Science? 0 0 0 718 1 3 6 2,775
Sample Splitting and Threshold Estimation 1 3 6 1,628 4 20 48 4,717
Statistical Inference in Instrumental Variables 0 0 0 236 0 3 7 946
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 9 12 1,028
Testing for Structural Change in Conditional Models 0 1 1 766 0 14 19 2,559
Testing for linearity 0 0 0 478 10 30 34 1,630
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 0 2 3 348
The grid bootstrap and the autoregressive model 0 0 0 224 1 8 13 767
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 5 7 537
Threshold Autoregressions with a Unit Root 0 0 0 736 1 13 30 2,594
Threshold autoregression with a near unit root 0 0 0 310 1 13 23 658
Threshold effects in non-dynamic panels: Estimation, testing and inference 1 1 11 1,359 9 35 105 4,145
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 3 107 4 14 29 289
Total Working Papers 3 10 42 11,411 58 340 696 44,900

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 0 7 11 108
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 1 7 35 770
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 1 8 25 891
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 1 1 4 148 4 10 20 416
Asymptotic theory for clustered samples 0 0 0 20 0 5 12 110
Autoregressive Conditional Density Estimation 2 6 10 1,278 7 22 55 3,354
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 3 8 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 1 3 111 1 9 22 323
Comment 0 0 0 0 0 3 5 30
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 2 8 16 473
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 2 9 14 152
Discussion of 'Data mining reconsidered' 0 0 0 0 0 1 4 347
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 3 7 166
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 1 165 1 4 12 453
Efficient shrinkage in parametric models 0 0 1 39 3 12 15 142
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 0 8 14 571
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 3 47 1 10 19 191
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 5 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 0 1 6 47
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 6 8 458
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 1 5 8 29
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 0 2 6 243
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 1 5 180 1 6 20 624
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 4 389 3 15 42 1,036
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 1 5 1,018 6 13 34 2,743
Inference in TAR Models 1 1 16 519 5 13 43 1,262
Interval forecasts and parameter uncertainty 0 0 1 53 0 2 5 157
Jackknife model averaging 0 0 6 143 1 8 38 453
Johansen’s Reduced Rank Estimator Is GMM 0 0 3 16 1 2 16 92
Least Squares Model Averaging 0 1 4 245 2 8 25 845
Least-squares forecast averaging 0 0 1 113 2 9 16 510
Methodology: Alchemy or Science: Review Article 0 0 0 57 0 5 5 296
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 10 11 62
Purchasing Power Parity and the Taylor Rule 0 0 2 52 0 2 10 166
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 1 4 62
Regression Kink With an Unknown Threshold 0 0 5 43 1 6 20 194
Regression with Nonstationary Volatility 0 0 0 83 1 4 6 332
Residual-based tests for cointegration in models with regime shifts 1 2 12 2,293 6 25 78 5,344
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 0 7 9 294
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 1 4 9 45
Sample Splitting and Threshold Estimation 0 0 0 9 4 16 42 1,935
Statistical Inference in Instrumental Variables Regression with I(1) Processes 1 4 14 1,308 4 23 84 3,465
Stein-like 2SLS estimator 0 0 0 5 2 2 4 58
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 1 7 14 78
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 2 16 20 83
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 3 5 44
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 0 5 13 6,009
Testing for Common Features: Comment 0 0 0 0 0 3 4 128
Testing for parameter instability in linear models 1 2 4 922 1 7 26 2,198
Testing for structural change in conditional models 0 0 2 305 1 8 16 740
Testing for two-regime threshold cointegration in vector error-correction models 0 0 3 1,066 5 10 31 2,654
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 3 21 44 1,644
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 2 12 1,239
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 7 13 25 958
The Grid Bootstrap And The Autoregressive Model 0 0 1 347 3 9 20 1,470
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 3 750 2 7 21 2,085
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 1 1 1 751 1 20 29 1,907
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 4 9 41
Threshold Autoregression with a Unit Root 0 0 0 570 1 6 17 1,559
Threshold effects in non-dynamic panels: Estimation, testing, and inference 4 9 43 1,816 30 73 277 5,063
Time series econometrics for the 21st century 0 0 2 15 0 3 11 58
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 0 12 20 231
Total Journal Articles 12 32 170 18,306 121 560 1,472 57,882

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 5 8 31
Total Chapters 0 0 1 3 0 5 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 8 39 2 10 42 238
Total Software Items 0 0 8 39 2 10 42 238

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