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 1 8 1,132
Approximate Asymptotic P-Values for Structural Change Tests 1 1 1 699 4 4 8 2,030
Asymptotic Theory for Clustered Samples 1 1 1 25 3 3 4 46
Asymptotic Theory for Clustered Samples 0 0 0 73 5 8 25 111
Autoregressive Conditional Density Estimation 0 0 0 4 1 2 6 915
Bootstrap Model Averaging Unit Root Inference 0 1 4 109 0 2 5 162
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 1 467 0 1 2 1,805
Estimation and Inference in Models of Cointegration: A Simulation Study 0 1 7 418 2 7 28 1,069
Estimation of TAR Models 0 0 7 1,659 0 4 20 3,880
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 0 1 193
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 1 1 1 17 1 1 2 115
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 366 0 1 5 1,926
Inference for Iterated GMM Under Misspecification and Clustering 0 0 3 59 0 0 3 90
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 1 1 3 836
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 0 0 1 851
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 3 219
Purchasing power parity and the Taylor rule 0 0 0 55 1 1 1 114
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 1 285
Regression with Non-Stationary Variances 0 0 0 0 0 0 0 261
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 1 1 1,224
Residual-based Tests For Cointegration In Models With Regime Shifts 0 0 1 186 0 2 5 2,404
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 1 1 2,769
Sample Splitting and Threshold Estimation 0 1 4 1,621 2 5 23 4,667
Statistical Inference in Instrumental Variables 0 0 1 236 0 1 6 939
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 1 215 0 0 2 1,016
Testing for Structural Change in Conditional Models 1 1 1 765 5 6 10 2,539
Testing for linearity 0 0 1 478 3 5 11 1,594
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 0 2 754
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 1 2 530
Threshold Autoregressions with a Unit Root 0 0 2 736 0 1 8 2,564
Threshold autoregression with a near unit root 0 0 1 310 1 1 3 635
Threshold effects in non-dynamic panels: Estimation, testing and inference 0 2 12 1,348 6 16 54 4,039
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 1 104 2 5 15 258
Total Working Papers 4 9 50 11,367 37 81 271 44,187
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 0 35 0 0 1 97
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 2 2 8 735
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 3 10 864
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 6 144 0 0 15 396
Asymptotic theory for clustered samples 0 0 2 20 0 1 10 98
Autoregressive Conditional Density Estimation 1 2 14 1,268 5 9 53 3,299
Averaging estimators for autoregressions with a near unit root 0 0 1 29 1 1 4 117
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 3 108 0 1 7 300
Comment 0 0 0 0 0 0 4 25
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 0 1 457
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 0 2 138
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 1 1 2 159
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 3 164 1 3 12 441
Efficient shrinkage in parametric models 0 0 1 38 0 0 3 127
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 170 0 0 2 557
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 44 0 0 4 172
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 1 2 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 2 2 3 21
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 0 54 1 2 2 148
Heteroskedastic cointegration 0 0 0 94 0 0 0 237
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 175 0 0 8 604
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 2 5 385 4 8 17 994
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 1 12 1,013 5 8 38 2,708
Inference in TAR Models 0 0 8 503 2 5 28 1,218
Interval forecasts and parameter uncertainty 0 1 2 52 0 1 2 152
Jackknife model averaging 1 3 7 136 3 7 17 414
Johansen’s Reduced Rank Estimator Is GMM 0 0 2 13 0 2 6 76
Least Squares Model Averaging 0 0 0 241 0 1 2 820
Least-squares forecast averaging 0 0 0 112 0 0 7 493
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 0 0 1 50 0 0 1 155
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 0 0 58
Regression Kink With an Unknown Threshold 0 0 4 38 2 5 27 172
Regression with Nonstationary Volatility 0 0 0 83 1 1 2 326
Residual-based tests for cointegration in models with regime shifts 1 3 27 2,281 3 16 85 5,265
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 85 1 1 6 285
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 0 0 1 36
Sample Splitting and Threshold Estimation 0 0 0 9 1 12 41 1,890
Statistical Inference in Instrumental Variables Regression with I(1) Processes 5 12 42 1,292 15 35 113 3,378
Stein-like 2SLS estimator 0 0 0 5 2 2 3 54
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 1 1 1 64
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 1 1 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 0 0 3 2,565 2 2 7 5,996
Testing for Common Features: Comment 0 0 0 0 0 0 0 124
Testing for parameter instability in linear models 0 0 8 918 2 3 20 2,172
Testing for structural change in conditional models 0 1 2 302 4 5 9 723
Testing for two-regime threshold cointegration in vector error-correction models 3 4 10 1,063 7 14 37 2,623
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 10 27 1,598
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 6 1,227
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 4 10 933
The Grid Bootstrap And The Autoregressive Model 1 1 3 346 2 3 9 1,449
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 2 2 747 1 4 7 2,064
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 1 750 2 3 14 1,876
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 1 2 32
Threshold Autoregression with a Unit Root 0 0 0 570 1 1 6 1,542
Threshold effects in non-dynamic panels: Estimation, testing, and inference 4 13 48 1,771 12 50 203 4,772
Time series econometrics for the 21st century 0 0 1 13 1 4 8 47
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 80 1 2 4 211
Total Journal Articles 18 45 224 18,130 92 239 922 56,372

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 1 1 9 30 3 11 52 194
Total Software Items 1 1 9 30 3 11 52 194

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