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 0 2 9 1,144
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 0 3 10 10
Approximate Asymptotic P-Values for Structural Change Tests 1 1 1 700 2 7 23 2,054
Asymptotic Theory for Clustered Samples 0 0 0 25 2 3 11 58
Asymptotic Theory for Clustered Samples 0 0 0 73 1 6 27 149
Autoregressive Conditional Density Estimation 0 0 0 4 2 10 40 957
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 0 3 13 176
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 4 21 1,826
Estimation and Inference in Models of Cointegration: A Simulation Study 0 2 8 426 1 10 24 1,095
Estimation of TAR Models 0 2 5 1,666 4 15 35 3,919
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 2 18 213
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 1 1 19 0 3 11 127
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 367 0 7 30 1,959
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 1 21 112
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 1 12 27 865
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 1 9 63
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 0 3 12 865
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 5 224
Purchasing power parity and the Taylor rule 0 0 0 55 1 2 13 127
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 1 10 21 1,248
Residual-based Tests For Cointegration In Models With Regime Shifts 1 1 6 192 3 21 52 2,458
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 0 1 11 1,827
Review Article Methodology: Alchemy or Science? 0 0 0 718 1 7 11 2,782
Sample Splitting and Threshold Estimation 0 0 6 1,628 4 16 62 4,733
Statistical Inference in Instrumental Variables 0 0 0 236 2 4 11 950
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 2 5 17 1,033
Testing for Structural Change in Conditional Models 0 0 1 766 1 6 25 2,565
Testing for linearity 0 0 0 478 2 8 42 1,638
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 0 4 7 352
The grid bootstrap and the autoregressive model 0 0 0 224 1 5 17 772
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 7 14 544
Threshold Autoregressions with a Unit Root 0 0 0 736 0 4 34 2,598
Threshold autoregression with a near unit root 0 0 0 310 0 1 24 659
Threshold effects in non-dynamic panels: Estimation, testing and inference 2 8 15 1,367 11 36 123 4,181
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 2 107 0 7 34 296
Total Working Papers 4 15 49 11,426 43 237 874 45,137

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 2 12 110
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 1 5 38 775
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 2 7 30 898
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 3 3 6 151 5 13 31 429
Asymptotic theory for clustered samples 0 0 0 20 0 3 14 113
Autoregressive Conditional Density Estimation 0 1 8 1,279 5 24 70 3,378
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 0 8 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 1 111 1 2 21 325
Comment 0 0 0 0 0 1 6 31
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 2 17 475
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 2 16 154
Discussion of 'Data mining reconsidered' 0 0 0 0 0 3 7 350
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 2 9 168
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 2 3 167 0 3 14 456
Efficient shrinkage in parametric models 0 0 1 39 1 3 18 145
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 1 3 173 2 3 17 574
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 47 2 3 18 194
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 5 13 168
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 7 48
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 1 9 459
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 0 2 9 31
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 2 57 0 1 6 156
Heteroskedastic cointegration 0 0 0 94 1 3 8 246
How responsive are private transfers to income? Evidence from a laissez-faire economy 2 3 4 183 3 5 18 629
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 1 389 7 15 45 1,051
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 1 2 5 1,020 4 14 40 2,757
Inference in TAR Models 0 0 9 519 2 11 43 1,273
Interval forecasts and parameter uncertainty 0 0 0 53 2 6 10 163
Jackknife model averaging 1 1 5 144 1 7 39 460
Johansen’s Reduced Rank Estimator Is GMM 0 0 3 16 0 1 16 93
Least Squares Model Averaging 0 1 4 246 1 15 35 860
Least-squares forecast averaging 0 0 1 113 0 8 23 518
Methodology: Alchemy or Science: Review Article 0 0 0 57 0 2 7 298
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 1 12 63
Purchasing Power Parity and the Taylor Rule 0 0 1 52 0 2 10 168
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 1 1 5 63
Regression Kink With an Unknown Threshold 0 0 4 43 3 12 29 206
Regression with Nonstationary Volatility 0 0 0 83 0 4 9 336
Residual-based tests for cointegration in models with regime shifts 0 2 10 2,295 1 21 79 5,365
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 1 2 11 296
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 0 1 10 46
Sample Splitting and Threshold Estimation 0 0 0 9 7 31 69 1,966
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 8 19 1,316 12 33 92 3,498
Stein-like 2SLS estimator 0 0 0 5 0 7 11 65
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 1 15 79
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 3 23 86
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 2 7 46
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 1 1 2,567 1 3 14 6,012
Testing for Common Features: Comment 0 0 0 0 0 0 4 128
Testing for parameter instability in linear models 0 0 4 922 2 2 27 2,200
Testing for structural change in conditional models 0 0 1 305 1 4 18 744
Testing for two-regime threshold cointegration in vector error-correction models 1 3 5 1,069 5 15 43 2,669
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 1 5 46 1,649
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 16 41 974
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 8 20 1,247
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 1 5 24 1,475
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 1 4 751 5 10 29 2,095
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 1 2 752 3 9 35 1,916
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 1 9 42
Threshold Autoregression with a Unit Root 0 0 0 570 1 7 23 1,566
Threshold effects in non-dynamic panels: Estimation, testing, and inference 6 12 44 1,828 60 134 363 5,197
Time series econometrics for the 21st century 0 0 1 15 3 4 12 62
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 1 5 25 236
Total Journal Articles 18 42 157 18,348 150 524 1,789 58,406

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 2 10 33
Total Chapters 0 0 1 3 0 2 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 1 2 6 41 1 8 41 246
Total Software Items 1 2 6 41 1 8 41 246

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