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 8 1,135
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 699 1 1 7 2,031
Asymptotic Theory for Clustered Samples 0 0 1 25 0 1 4 47
Asymptotic Theory for Clustered Samples 0 0 0 73 0 11 36 122
Autoregressive Conditional Density Estimation 0 0 0 4 0 1 6 917
Bootstrap Model Averaging Unit Root Inference 0 0 3 109 0 1 5 163
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 1 467 0 0 2 1,805
Estimation and Inference in Models of Cointegration: A Simulation Study 0 0 5 418 0 1 21 1,071
Estimation of TAR Models 0 1 6 1,661 0 2 17 3,884
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 1 3 195
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 1 2 18 0 1 2 116
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 1 1 1 367 2 3 6 1,929
Inference for Iterated GMM Under Misspecification and Clustering 0 0 2 59 1 1 3 91
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 0 1 5 838
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 0 0 54
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 0 229 1 2 3 853
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 1 219
Purchasing power parity and the Taylor rule 0 0 0 55 0 0 1 114
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 1 2 286
Regression with Non-Stationary Variances 0 0 0 0 0 1 1 262
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 1 2 4 1,227
Residual-based Tests For Cointegration In Models With Regime Shifts 0 0 1 186 0 0 7 2,406
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 7 0 0 2 1,816
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 2 3 2,771
Sample Splitting and Threshold Estimation 0 0 3 1,622 0 2 18 4,671
Statistical Inference in Instrumental Variables 0 0 0 236 0 0 4 939
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 0 1 1,016
Testing for Structural Change in Conditional Models 0 0 1 765 0 0 9 2,540
Testing for linearity 0 0 0 478 0 0 9 1,596
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 0 0 0 345
The grid bootstrap and the autoregressive model 0 0 0 224 0 1 2 755
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 0 2 530
Threshold Autoregressions with a Unit Root 0 0 2 736 0 0 6 2,564
Threshold autoregression with a near unit root 0 0 1 310 0 0 3 635
Threshold effects in non-dynamic panels: Estimation, testing and inference 2 4 12 1,352 8 18 54 4,058
Uncovering the Relationship between Real Interest Rates and Economic Growth 1 1 1 105 1 2 14 262
Total Working Papers 4 8 43 11,377 18 59 271 44,263
1 registered items for which data could not be found

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 1 1 36 0 1 2 98
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 1 2 6 737
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 2 13 868
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 1 2 145 0 2 7 398
Asymptotic theory for clustered samples 0 0 1 20 1 1 3 99
Autoregressive Conditional Density Estimation 2 3 11 1,271 4 9 34 3,308
Averaging estimators for autoregressions with a near unit root 0 0 1 29 0 0 5 118
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 1 2 3 110 1 3 8 304
Comment 0 0 0 0 0 0 2 25
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 1 1 2 458
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 0 0 138
Discussion of 'Data mining reconsidered' 0 0 0 0 0 0 0 343
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 0 2 159
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 1 164 0 1 8 442
Efficient shrinkage in parametric models 0 0 1 38 0 0 2 127
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 170 0 0 1 557
Forecasting with factor-augmented regression: A frequentist model averaging approach 2 2 3 46 3 4 8 176
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 0 2 155
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 0 41
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 1 450
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 0 1 3 22
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 1 1 1 55 2 2 4 150
Heteroskedastic cointegration 0 0 0 94 0 1 1 238
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 4 4 179 0 7 8 611
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 3 6 388 3 12 22 1,006
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 2 8 1,015 2 8 27 2,717
Inference in TAR Models 1 7 12 510 4 11 29 1,230
Interval forecasts and parameter uncertainty 0 1 2 53 0 1 2 153
Jackknife model averaging 0 2 8 139 2 6 18 421
Johansen’s Reduced Rank Estimator Is GMM 0 0 0 13 0 1 5 77
Least Squares Model Averaging 0 1 1 242 1 5 7 825
Least-squares forecast averaging 0 0 0 112 0 1 5 495
Methodology: Alchemy or Science: Review Article 0 0 0 57 0 0 0 291
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 0 1 51
Purchasing Power Parity and the Taylor Rule 1 1 2 51 1 2 4 158
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 0 0 58
Regression Kink With an Unknown Threshold 0 1 3 39 0 3 20 177
Regression with Nonstationary Volatility 0 0 0 83 1 1 2 327
Residual-based tests for cointegration in models with regime shifts 0 4 15 2,285 4 20 62 5,286
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 85 0 0 3 285
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 0 0 1 36
Sample Splitting and Threshold Estimation 0 0 0 9 1 4 35 1,897
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 3 29 1,297 8 25 103 3,406
Stein-like 2SLS estimator 0 0 0 5 0 0 2 54
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 0 1 64
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 0 1 63
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 0 0 39
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 1 1 1 2,566 2 2 4 5,998
Testing for Common Features: Comment 0 0 0 0 0 0 0 124
Testing for parameter instability in linear models 0 0 2 918 0 1 8 2,173
Testing for structural change in conditional models 1 1 3 304 1 2 10 726
Testing for two-regime threshold cointegration in vector error-correction models 0 1 10 1,064 0 3 29 2,626
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 1 3 23 1,603
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 4 1,227
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 7 933
The Grid Bootstrap And The Autoregressive Model 0 1 3 347 0 1 6 1,451
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 747 0 2 8 2,066
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 1 750 1 3 15 1,881
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 1 2 33
Threshold Autoregression with a Unit Root 0 0 0 570 0 1 6 1,543
Threshold effects in non-dynamic panels: Estimation, testing, and inference 3 11 46 1,784 13 48 190 4,834
Time series econometrics for the 21st century 0 1 1 14 0 3 9 50
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 0 80 0 0 3 211
Total Journal Articles 16 55 184 18,191 58 207 796 56,617

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 0 2 0 0 1 23
Total Chapters 0 0 0 2 0 0 1 23

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 4 4 9 35 9 9 38 205
Total Software Items 4 4 9 35 9 9 38 205

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