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 1 3 11 1,143
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 4 8 8
Approximate Asymptotic P-Values for Structural Change Tests 0 0 0 699 4 6 21 2,051
Asymptotic Theory for Clustered Samples 0 0 0 25 1 1 10 56
Asymptotic Theory for Clustered Samples 0 0 0 73 2 6 34 145
Autoregressive Conditional Density Estimation 0 0 0 4 7 9 38 954
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 1 2 11 174
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 2 10 19 1,824
Estimation and Inference in Models of Cointegration: A Simulation Study 1 1 7 425 3 4 17 1,088
Estimation of TAR Models 1 1 4 1,665 5 10 25 3,909
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 5 18 212
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 0 18 2 3 10 126
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 4 12 29 1,956
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 1 3 22 112
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 10 14 26 863
Minimun mean squared error model averaging in likelihood models 0 0 0 15 1 2 9 63
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 2 4 13 864
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 1 5 224
Purchasing power parity and the Taylor rule 0 0 0 55 1 2 12 126
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 6 291
Regression with Non-Stationary Variances 0 0 0 0 0 2 6 267
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 9 10 21 1,247
Residual-based Tests For Cointegration In Models With Regime Shifts 0 3 5 191 15 23 46 2,452
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 1 2 11 1,827
Review Article Methodology: Alchemy or Science? 0 0 0 718 4 5 10 2,779
Sample Splitting and Threshold Estimation 0 3 6 1,628 10 20 57 4,727
Statistical Inference in Instrumental Variables 0 0 0 236 2 2 9 948
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 3 5 15 1,031
Testing for Structural Change in Conditional Models 0 1 1 766 4 8 23 2,563
Testing for linearity 0 0 0 478 1 22 35 1,631
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 2 3 5 350
The grid bootstrap and the autoregressive model 0 0 0 224 2 6 15 769
Threshold Autoregressions with a Near Unit Root 0 0 0 0 5 7 12 542
Threshold Autoregressions with a Unit Root 0 0 0 736 2 7 32 2,596
Threshold autoregression with a near unit root 0 0 0 310 1 7 24 659
Threshold effects in non-dynamic panels: Estimation, testing and inference 3 4 12 1,362 16 29 114 4,161
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 3 107 7 12 36 296
Total Working Papers 5 13 43 11,416 134 271 815 45,034

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 2 11 108
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 2 5 36 772
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 5 8 29 896
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 1 4 148 7 12 27 423
Asymptotic theory for clustered samples 0 0 0 20 2 2 14 112
Autoregressive Conditional Density Estimation 1 4 10 1,279 10 21 62 3,364
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 1 8 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 1 2 111 1 5 22 324
Comment 0 0 0 0 1 2 6 31
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 2 6 18 475
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 2 8 16 154
Discussion of 'Data mining reconsidered' 0 0 0 0 3 3 7 350
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 1 7 166
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 2 2 3 167 2 5 14 455
Efficient shrinkage in parametric models 0 0 1 39 2 8 17 144
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 0 1 14 571
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 3 47 1 4 20 192
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 4 4 12 167
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 2 7 48
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 9 459
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 2 6 10 31
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 3 57 1 1 8 156
Heteroskedastic cointegration 0 0 0 94 0 1 6 243
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 1 1 180 1 4 15 625
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 3 389 4 10 43 1,040
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 0 3 1,018 9 16 40 2,752
Inference in TAR Models 0 1 14 519 7 12 47 1,269
Interval forecasts and parameter uncertainty 0 0 0 53 3 3 7 160
Jackknife model averaging 0 0 5 143 5 9 41 458
Johansen’s Reduced Rank Estimator Is GMM 0 0 3 16 0 2 15 92
Least Squares Model Averaging 1 1 4 246 5 11 28 850
Least-squares forecast averaging 0 0 1 113 7 11 23 517
Methodology: Alchemy or Science: Review Article 0 0 0 57 1 5 6 297
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 1 2 12 63
Purchasing Power Parity and the Taylor Rule 0 0 2 52 1 1 10 167
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 4 43 5 9 23 199
Regression with Nonstationary Volatility 0 0 0 83 3 5 9 335
Residual-based tests for cointegration in models with regime shifts 0 1 11 2,293 13 23 85 5,357
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 1 4 10 295
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 1 3 10 46
Sample Splitting and Threshold Estimation 0 0 0 9 21 30 63 1,956
Statistical Inference in Instrumental Variables Regression with I(1) Processes 3 7 17 1,311 10 23 86 3,475
Stein-like 2SLS estimator 0 0 0 5 5 7 9 63
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 1 2 15 79
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 3 13 23 86
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 1 1 6 45
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 1 1 2 2,567 2 3 15 6,011
Testing for Common Features: Comment 0 0 0 0 0 1 4 128
Testing for parameter instability in linear models 0 1 4 922 0 2 26 2,198
Testing for structural change in conditional models 0 0 2 305 3 5 18 743
Testing for two-regime threshold cointegration in vector error-correction models 1 1 3 1,067 8 14 36 2,662
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 12 44 1,646
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 7 9 19 1,246
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 11 21 36 969
The Grid Bootstrap And The Autoregressive Model 0 0 1 347 0 5 20 1,470
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 3 750 3 6 22 2,088
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 1 1 751 4 9 32 1,911
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 2 9 42
Threshold Autoregression with a Unit Root 0 0 0 570 3 5 19 1,562
Threshold effects in non-dynamic panels: Estimation, testing, and inference 5 12 45 1,821 39 84 300 5,102
Time series econometrics for the 21st century 0 0 2 15 1 1 11 59
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 3 6 23 234
Total Journal Articles 14 35 164 18,320 244 502 1,644 58,126

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 2 3 10 33
Total Chapters 0 0 1 3 2 3 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 8 39 4 11 46 242
Total Software Items 0 0 8 39 4 11 46 242

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