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 1 2 11 1,144
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 2 5 10 10
Approximate Asymptotic P-Values for Structural Change Tests 0 0 0 699 1 6 22 2,052
Asymptotic Theory for Clustered Samples 0 0 0 25 0 1 9 56
Asymptotic Theory for Clustered Samples 0 0 0 73 3 6 26 148
Autoregressive Conditional Density Estimation 0 0 0 4 1 8 38 955
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 2 4 13 176
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 4 20 1,825
Estimation and Inference in Models of Cointegration: A Simulation Study 1 2 8 426 6 10 23 1,094
Estimation of TAR Models 1 2 5 1,666 6 14 31 3,915
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 5 19 213
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 1 1 1 19 1 4 11 127
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 3 11 32 1,959
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 3 22 112
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 1 11 26 864
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 1 3 13 865
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 0 1 12 126
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 2 5 267
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 10 21 1,247
Residual-based Tests For Cointegration In Models With Regime Shifts 0 1 5 191 3 22 49 2,455
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 2 7 10 2,781
Sample Splitting and Threshold Estimation 0 1 6 1,628 2 16 58 4,729
Statistical Inference in Instrumental Variables 0 0 0 236 0 2 9 948
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 3 15 1,031
Testing for Structural Change in Conditional Models 0 0 1 766 1 5 24 2,564
Testing for linearity 0 0 0 478 5 16 40 1,636
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 2 4 7 352
The grid bootstrap and the autoregressive model 0 0 0 224 2 5 16 771
Threshold Autoregressions with a Near Unit Root 0 0 0 0 2 7 14 544
Threshold Autoregressions with a Unit Root 0 0 0 736 2 5 34 2,598
Threshold autoregression with a near unit root 0 0 0 310 0 2 24 659
Threshold effects in non-dynamic panels: Estimation, testing and inference 3 7 15 1,365 9 34 120 4,170
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 3 107 0 11 35 296
Total Working Papers 6 14 49 11,422 60 252 849 45,094

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 2 2 12 110
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 2 5 38 774
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 6 28 896
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 1 3 148 1 12 26 424
Asymptotic theory for clustered samples 0 0 0 20 1 3 15 113
Autoregressive Conditional Density Estimation 0 3 10 1,279 9 26 69 3,373
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 0 8 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 2 111 0 2 21 324
Comment 0 0 0 0 0 1 6 31
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 4 18 475
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 4 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 2 2 9 168
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 2 3 167 1 4 14 456
Efficient shrinkage in parametric models 0 0 1 39 0 5 17 144
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 1 1 15 572
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 3 47 0 2 19 192
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 1 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 3 9 31
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 3 57 0 1 8 156
Heteroskedastic cointegration 0 0 0 94 2 2 7 245
How responsive are private transfers to income? Evidence from a laissez-faire economy 1 1 2 181 1 3 15 626
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 2 389 4 11 41 1,044
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 1 1 4 1,019 1 16 38 2,753
Inference in TAR Models 0 1 10 519 2 14 45 1,271
Interval forecasts and parameter uncertainty 0 0 0 53 1 4 8 161
Jackknife model averaging 0 0 4 143 1 7 40 459
Johansen’s Reduced Rank Estimator Is GMM 0 0 3 16 1 2 16 93
Least Squares Model Averaging 0 1 4 246 9 16 35 859
Least-squares forecast averaging 0 0 1 113 1 10 23 518
Methodology: Alchemy or Science: Review Article 0 0 0 57 1 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 2 52 1 2 11 168
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 0 4 62
Regression Kink With an Unknown Threshold 0 0 4 43 4 10 26 203
Regression with Nonstationary Volatility 0 0 0 83 1 5 10 336
Residual-based tests for cointegration in models with regime shifts 2 3 10 2,295 7 26 82 5,364
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 0 1 10 295
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 0 2 10 46
Sample Splitting and Threshold Estimation 0 0 0 9 3 28 63 1,959
Statistical Inference in Instrumental Variables Regression with I(1) Processes 3 7 19 1,314 11 25 88 3,486
Stein-like 2SLS estimator 0 0 0 5 2 9 11 65
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 2 15 79
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 5 23 86
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 1 2 7 46
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 1 2 2,567 0 2 15 6,011
Testing for Common Features: Comment 0 0 0 0 0 0 4 128
Testing for parameter instability in linear models 0 1 4 922 0 1 25 2,198
Testing for structural change in conditional models 0 0 2 305 0 4 18 743
Testing for two-regime threshold cointegration in vector error-correction models 1 2 4 1,068 2 15 38 2,664
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 7 46 1,648
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 8 20 1,247
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 4 22 40 973
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 4 7 23 1,474
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 3 750 2 7 24 2,090
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 1 2 2 752 2 7 33 1,913
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 3 7 22 1,565
Threshold effects in non-dynamic panels: Estimation, testing, and inference 1 10 41 1,822 35 104 316 5,137
Time series econometrics for the 21st century 0 0 1 15 0 1 9 59
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 1 4 24 235
Total Journal Articles 10 36 155 18,330 130 495 1,697 58,256

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 1 9 40 3 9 49 245
Total Software Items 1 1 9 40 3 9 49 245

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Statistics updated 2026-06-04