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 15 1,101
Approximate Asymptotic P-Values for Structural Change Tests 1 2 5 686 2 8 35 1,978
Autoregressive Conditional Density Estimation 0 0 0 4 5 8 39 839
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 3 462 2 5 14 1,788
Estimation and Inference in Models of Cointegration: A Simulation Study 4 6 10 369 6 13 29 922
Estimation of TAR Models 1 2 7 1,616 2 9 38 3,726
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 1 1 2 142 2 2 10 173
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 0 16 0 0 2 106
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 1 2 12 357 1 8 34 1,880
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 4 15 41 775
Minimun mean squared error model averaging in likelihood models 0 0 2 15 1 1 13 50
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 1 221 0 2 10 830
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 2 13 210
Purchasing power parity and the Taylor rule 0 0 0 50 2 3 8 96
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 1 282
Regression with Non-Stationary Variances 0 0 0 0 1 1 4 260
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 1 4 24 1,182
Residual-based Tests For Cointegration In Models With Regime Shifts 0 2 11 160 4 16 49 2,312
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 1 1 4 4 1 2 15 1,786
Review Article Methodology: Alchemy or Science? 0 0 5 712 0 1 13 2,750
Sample Splitting and Threshold Estimation 0 1 8 1,532 6 18 55 4,423
Statistical Inference in Instrumental Variables 0 0 3 233 2 4 16 907
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 211 1 1 6 1,001
Testing for Structural Change in Conditional Models 0 0 4 759 6 8 33 2,475
Testing for linearity 0 0 5 471 4 11 33 1,535
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 1 1 8 338
The grid bootstrap and the autoregressive model 0 0 0 218 3 5 15 706
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 0 7 517
Threshold Autoregressions with a Unit Root 0 0 3 725 0 0 12 2,515
Threshold autoregression with a near unit root 0 0 2 306 1 1 7 616
Threshold effects in non-dynamic panels: Estimation, testing and inference 1 4 18 1,279 4 20 75 3,617
Uncovering the Relationship between Real Interest Rates and Economic Growth 2 4 21 84 5 15 61 180
Total Working Papers 12 25 126 10,714 68 186 735 41,876


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 2 88
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 1 3 26 664
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 4 26 793
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 3 7 18 110 6 16 43 299
Autoregressive Conditional Density Estimation 2 4 51 1,145 5 18 147 2,898
Averaging estimators for autoregressions with a near unit root 0 1 1 26 0 1 8 105
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 2 101 0 1 10 267
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 94 0 1 8 439
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 4 33 0 2 19 108
Discussion of 'Data mining reconsidered' 0 0 0 0 1 1 3 337
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 40 0 0 1 147
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 2 2 5 148 2 4 32 395
Efficient shrinkage in parametric models 0 0 3 28 0 1 12 98
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 167 0 0 5 540
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 5 30 4 7 27 126
GARCH(1, 1) processes are near epoch dependent 0 0 0 52 0 0 4 143
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 1 1 3 38
Generalized Method of Moments and Macroeconomics 0 0 0 0 2 2 8 440
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 0 52 0 0 4 139
Heteroskedastic cointegration 0 0 0 93 0 0 3 229
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 3 8 153 1 8 33 530
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 3 9 332 3 13 54 799
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 4 19 942 1 21 78 2,395
Inference in TAR Models 0 6 14 458 0 12 43 1,051
Interval forecasts and parameter uncertainty 0 1 2 50 0 1 4 143
Jackknife model averaging 1 1 14 74 2 5 46 272
Least Squares Model Averaging 0 1 6 225 3 7 24 754
Least-squares forecast averaging 0 0 2 94 0 2 19 431
Methodology: Alchemy or Science: Review Article 0 0 0 54 0 0 2 278
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 2 7 46
Purchasing Power Parity and the Taylor Rule 0 1 3 35 1 3 13 120
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 1 10 0 0 1 55
Regression with Nonstationary Volatility 0 1 5 80 4 7 20 301
Residual-based tests for cointegration in models with regime shifts 7 27 107 2,070 26 97 394 4,496
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 4 80 2 4 15 247
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 4 1 1 5 31
Sample Splitting and Threshold Estimation 0 0 0 9 5 13 53 1,603
Statistical Inference in Instrumental Variables Regression with I(1) Processes 2 10 59 1,053 14 46 240 2,641
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 1 3 57
Strong Laws for Dependent Heterogeneous Processes 0 0 2 15 0 0 5 56
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 2 2 2 5 32
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 2 10 138 2,532 8 38 347 5,889
Testing for Common Features: Comment 0 0 0 0 0 0 2 121
Testing for parameter instability in linear models 2 14 52 825 6 35 148 1,889
Testing for structural change in conditional models 1 1 12 287 3 7 43 662
Testing for two-regime threshold cointegration in vector error-correction models 1 4 16 972 7 18 88 2,321
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 1 9 65 1,457
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 2 6 15 874
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 2 5 13 1,196
The Grid Bootstrap And The Autoregressive Model 0 1 4 330 1 4 21 1,385
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 2 2 7 737 3 4 17 2,022
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 4 739 2 4 28 1,817
The Risk of James--Stein and Lasso Shrinkage 0 0 0 3 0 0 2 23
Threshold Autoregression with a Unit Root 0 0 2 570 2 3 32 1,483
Threshold effects in non-dynamic panels: Estimation, testing, and inference 4 32 144 1,468 26 121 474 3,614
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 2 66 0 0 8 171
Total Journal Articles 30 136 726 16,451 150 561 2,758 49,555
1 registered items for which data could not be found


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 1 1 1 1 5 8 15
Total Chapters 0 1 1 1 1 5 8 15


Statistics updated 2020-09-04