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 1 7 1,136
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 699 1 6 12 2,037
Asymptotic Theory for Clustered Samples 0 0 1 25 1 2 6 49
Asymptotic Theory for Clustered Samples 0 0 0 73 4 4 35 129
Autoregressive Conditional Density Estimation 0 0 0 4 1 10 18 930
Bootstrap Model Averaging Unit Root Inference 0 1 3 110 0 2 6 165
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 0 1 2 1,806
Estimation and Inference in Models of Cointegration: A Simulation Study 2 2 5 421 2 2 15 1,075
Estimation of TAR Models 0 0 4 1,661 5 7 18 3,891
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 0 3 195
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 0 1 3 117
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 3 3 8 1,933
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 6 6 7 97
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 1 1 5 839
Minimun mean squared error model averaging in likelihood models 0 0 0 15 1 1 1 55
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 0 229 0 2 5 855
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 1 1 220
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 0 2 286
Regression with Non-Stationary Variances 0 0 0 0 0 0 1 262
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 2 4 9 1,232
Residual-based Tests For Cointegration In Models With Regime Shifts 0 2 3 188 1 6 11 2,412
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 1 1 1 8 3 3 3 1,819
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 1 4 2,772
Sample Splitting and Threshold Estimation 1 1 4 1,624 8 11 26 4,685
Statistical Inference in Instrumental Variables 0 0 0 236 2 3 4 942
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 0 1 1,017
Testing for Structural Change in Conditional Models 0 0 1 765 1 2 10 2,543
Testing for linearity 0 0 0 478 2 2 10 1,598
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 1 2 3 757
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 1 3 531
Threshold Autoregressions with a Unit Root 0 0 0 736 2 9 13 2,573
Threshold autoregression with a near unit root 0 0 0 310 1 3 4 638
Threshold effects in non-dynamic panels: Estimation, testing and inference 1 3 11 1,355 6 17 58 4,078
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 1 2 106 0 4 15 266
Total Working Papers 5 11 39 11,390 57 118 330 44,399
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 0 1 36 0 0 3 99
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 4 7 13 745
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 3 7 16 876
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 1 145 2 2 4 400
Asymptotic theory for clustered samples 0 0 0 20 3 4 6 103
Autoregressive Conditional Density Estimation 1 1 8 1,272 7 11 35 3,323
Averaging estimators for autoregressions with a near unit root 0 0 0 29 0 0 4 119
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 2 110 1 2 7 306
Comment 0 0 0 0 0 0 0 25
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 2 8 464
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 1 2 2 345
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 0 1 159
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 0 164 1 2 7 445
Efficient shrinkage in parametric models 0 0 0 38 0 0 0 127
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 2 2 172 0 3 3 560
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 2 46 1 2 8 178
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 2 2 4 157
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 3 44
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 1 1 451
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 0 0 4 23
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 2 56 0 0 6 152
Heteroskedastic cointegration 0 0 0 94 0 0 2 239
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 179 3 4 12 616
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 1 7 389 10 10 31 1,016
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 2 5 1,017 3 7 25 2,724
Inference in TAR Models 3 5 13 515 4 8 30 1,240
Interval forecasts and parameter uncertainty 0 0 2 53 1 1 3 154
Jackknife model averaging 1 1 8 140 5 6 24 429
Johansen’s Reduced Rank Estimator Is GMM 0 2 2 15 0 5 11 84
Least Squares Model Averaging 1 1 2 243 3 3 9 828
Least-squares forecast averaging 1 1 1 113 2 2 5 498
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 1 1 1 52
Purchasing Power Parity and the Taylor Rule 0 1 2 52 1 2 6 161
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 2 2 2 60
Regression Kink With an Unknown Threshold 0 0 1 39 1 4 14 181
Regression with Nonstationary Volatility 0 0 0 83 0 0 2 327
Residual-based tests for cointegration in models with regime shifts 0 1 10 2,287 9 17 65 5,308
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 1 1 1 86 1 2 3 287
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 2 2 3 39
Sample Splitting and Threshold Estimation 0 0 0 9 4 7 31 1,907
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 4 24 1,302 6 15 97 3,425
Stein-like 2SLS estimator 0 0 0 5 0 0 3 55
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 4 6 69
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 1 1 2 64
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 1 1 40
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 1 4 10 6,004
Testing for Common Features: Comment 0 0 0 0 0 0 1 125
Testing for parameter instability in linear models 0 1 2 919 2 10 15 2,183
Testing for structural change in conditional models 0 0 3 304 2 3 11 729
Testing for two-regime threshold cointegration in vector error-correction models 1 2 7 1,066 5 10 28 2,636
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 4 6 22 1,610
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 3 3 4 1,230
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 6 8 15 942
The Grid Bootstrap And The Autoregressive Model 0 0 2 347 5 5 12 1,458
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 3 748 1 5 12 2,072
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 0 750 0 1 10 1,883
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 2 5 36
Threshold Autoregression with a Unit Root 0 0 0 570 2 6 10 1,550
Threshold effects in non-dynamic panels: Estimation, testing, and inference 1 10 44 1,798 31 73 228 4,929
Time series econometrics for the 21st century 0 0 1 14 1 1 10 52
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 0 80 0 3 6 215
Total Journal Articles 13 36 163 18,235 149 292 922 56,987

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 0 23
Total Chapters 0 0 0 2 0 0 0 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 1 2 10 39 7 13 43 221
Total Software Items 1 2 10 39 7 13 43 221

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