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 0 8 1,132
Approximate Asymptotic P-Values for Structural Change Tests 0 1 1 699 0 4 6 2,030
Asymptotic Theory for Clustered Samples 0 0 0 73 0 5 25 111
Asymptotic Theory for Clustered Samples 0 1 1 25 0 3 4 46
Autoregressive Conditional Density Estimation 0 0 0 4 0 2 6 916
Bootstrap Model Averaging Unit Root Inference 0 0 4 109 1 1 6 163
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 6 418 1 4 24 1,071
Estimation of TAR Models 1 2 9 1,661 2 4 24 3,884
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 1 2 194
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 1 2 2 18 1 2 3 116
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 366 1 1 5 1,927
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 0 2 4 837
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 2 219
Purchasing power parity and the Taylor rule 0 0 0 55 0 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 1 2 3 1,226
Residual-based Tests For Cointegration In Models With Regime Shifts 0 0 1 186 0 2 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 0 1 2,769
Sample Splitting and Threshold Estimation 0 1 3 1,622 1 5 21 4,670
Statistical Inference in Instrumental Variables 0 0 1 236 0 0 5 939
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 0 1 1,016
Testing for Structural Change in Conditional Models 0 1 1 765 0 6 10 2,540
Testing for linearity 0 0 0 478 0 5 10 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 0 1 754
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 8 2,564
Threshold autoregression with a near unit root 0 0 1 310 0 1 3 635
Threshold effects in non-dynamic panels: Estimation, testing and inference 2 2 12 1,350 7 14 52 4,047
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 1 104 0 4 16 260
Total Working Papers 4 10 49 11,373 15 69 269 44,219
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 1 3 7 736
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 1 3 12 867
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 3 144 0 0 8 396
Asymptotic theory for clustered samples 0 0 1 20 0 0 6 98
Autoregressive Conditional Density Estimation 1 2 12 1,269 3 8 45 3,302
Averaging estimators for autoregressions with a near unit root 0 0 1 29 0 2 5 118
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 1 1 3 109 1 2 7 302
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 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 1 2 159
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 2 164 0 1 10 441
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 0 0 1 44 0 0 4 172
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 1 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 2 2 21
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 0 54 0 1 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 4 4 6 179 6 6 11 610
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 2 5 386 3 7 17 997
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 2 2 11 1,015 3 9 28 2,712
Inference in TAR Models 2 2 8 505 3 6 27 1,222
Interval forecasts and parameter uncertainty 1 1 3 53 1 1 3 153
Jackknife model averaging 1 3 8 138 2 6 18 417
Johansen’s Reduced Rank Estimator Is GMM 0 0 1 13 1 1 6 77
Least Squares Model Averaging 1 1 1 242 2 2 4 822
Least-squares forecast averaging 0 0 0 112 0 1 8 494
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 1 2 3 157
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 0 0 58
Regression Kink With an Unknown Threshold 1 1 3 39 2 6 24 176
Regression with Nonstationary Volatility 0 0 0 83 0 1 1 326
Residual-based tests for cointegration in models with regime shifts 1 2 21 2,282 6 10 73 5,272
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 85 0 1 4 285
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 0 0 1 36
Sample Splitting and Threshold Estimation 0 0 0 9 0 4 35 1,893
Statistical Inference in Instrumental Variables Regression with I(1) Processes 0 7 41 1,294 8 26 110 3,389
Stein-like 2SLS estimator 0 0 0 5 0 2 3 54
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 1 1 64
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 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 2 2,565 0 2 5 5,996
Testing for Common Features: Comment 0 0 0 0 0 0 0 124
Testing for parameter instability in linear models 0 0 6 918 0 2 15 2,172
Testing for structural change in conditional models 0 1 2 303 1 6 9 725
Testing for two-regime threshold cointegration in vector error-correction models 1 4 10 1,064 3 10 30 2,626
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 6 25 1,602
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 8 933
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 5 1,227
The Grid Bootstrap And The Autoregressive Model 0 1 2 346 0 3 6 1,450
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 2 747 2 3 9 2,066
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 1 750 1 5 13 1,879
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 1 2 33
Threshold Autoregression with a Unit Root 0 0 0 570 1 2 7 1,543
Threshold effects in non-dynamic panels: Estimation, testing, and inference 3 9 49 1,776 16 42 196 4,802
Time series econometrics for the 21st century 0 0 1 13 1 2 9 48
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 80 0 1 4 211
Total Journal Articles 20 44 209 18,156 72 202 844 56,482

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 0 2 9 31 0 5 39 196
Total Software Items 0 2 9 31 0 5 39 196

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