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 2 4 13 1,149
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 2 12 12
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 700 1 2 20 2,057
Asymptotic Theory for Clustered Samples 0 0 0 73 3 14 36 165
Asymptotic Theory for Clustered Samples 0 0 0 25 2 19 28 77
Autoregressive Conditional Density Estimation 0 0 0 4 4 5 33 963
Bootstrap Model Averaging Unit Root Inference 0 0 0 110 1 1 13 178
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 1 468 2 4 25 1,831
Estimation and Inference in Models of Cointegration: A Simulation Study 0 1 7 428 2 9 30 1,105
Estimation of TAR Models 0 0 5 1,666 5 5 33 3,924
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 1 19 214
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 1 19 1 1 12 129
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 367 1 2 28 1,961
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 0 16 113
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 2 5 31 870
Minimun mean squared error model averaging in likelihood models 0 0 0 15 4 4 12 67
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 1 1 11 866
Purchasing Power Parity and the Taylor Rule 0 0 0 75 3 4 8 228
Purchasing power parity and the Taylor rule 0 0 0 55 4 7 20 134
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 5 5 10 296
Regression with Non-Stationary Variances 0 0 0 0 4 4 9 271
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 7 8 24 1,256
Residual-based Tests For Cointegration In Models With Regime Shifts 0 2 6 194 4 9 56 2,468
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 8 4 4 12 1,831
Review Article Methodology: Alchemy or Science? 0 0 0 718 2 2 12 2,784
Sample Splitting and Threshold Estimation 0 1 6 1,630 4 12 62 4,747
Statistical Inference in Instrumental Variables 0 0 0 236 3 6 14 956
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 2 18 1,035
Testing for Structural Change in Conditional Models 0 0 1 766 6 7 30 2,573
Testing for linearity 0 0 0 478 0 0 40 1,638
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 1 2 9 354
The grid bootstrap and the autoregressive model 0 0 0 224 2 4 19 776
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 2 15 546
Threshold Autoregressions with a Unit Root 0 0 0 736 4 8 33 2,606
Threshold autoregression with a near unit root 0 0 0 310 2 4 25 663
Threshold effects in non-dynamic panels: Estimation, testing and inference 2 6 18 1,373 23 36 142 4,220
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 1 107 5 6 36 302
Total Working Papers 2 11 49 11,439 116 211 966 45,365

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 13 112
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 0 1 31 776
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 5 6 30 906
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 6 151 4 4 34 434
Asymptotic theory for clustered samples 0 1 1 21 3 30 41 144
Autoregressive Conditional Density Estimation 0 0 8 1,280 6 9 66 3,389
Averaging estimators for autoregressions with a near unit root 0 0 1 30 5 5 12 131
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 1 2 112 0 1 20 326
Comment 0 0 0 0 1 1 8 33
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 1 1 13 477
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 2 2 18 156
Discussion of 'Data mining reconsidered' 0 0 0 0 3 3 8 353
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 1 1 42 1 5 14 173
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 3 167 3 3 14 459
Efficient shrinkage in parametric models 0 0 1 39 4 5 24 151
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 1 173 1 1 16 576
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 47 2 8 24 202
GARCH(1, 1) processes are near epoch dependent 1 1 1 56 3 4 16 173
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 5 49
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 2 11 462
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 1 1 10 33
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 1 57 1 1 6 158
Heteroskedastic cointegration 0 0 0 94 0 0 7 246
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 183 4 9 23 639
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 3 3 392 1 7 44 1,060
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 2 3 6 1,023 10 14 49 2,773
Inference in TAR Models 0 1 6 521 8 12 49 1,289
Interval forecasts and parameter uncertainty 0 0 0 53 1 1 10 164
Jackknife model averaging 0 0 4 144 3 3 35 464
Johansen’s Reduced Rank Estimator Is GMM 1 1 2 17 4 5 14 98
Least Squares Model Averaging 0 0 3 246 2 3 35 863
Least-squares forecast averaging 0 0 0 113 1 3 23 521
Methodology: Alchemy or Science: Review Article 0 0 0 57 1 1 8 299
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 1 1 12 64
Purchasing Power Parity and the Taylor Rule 0 0 0 52 3 6 13 174
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 1 1 5 65
Regression Kink With an Unknown Threshold 0 0 4 43 6 9 34 215
Regression with Nonstationary Volatility 0 0 0 83 3 4 13 340
Residual-based tests for cointegration in models with regime shifts 2 4 13 2,300 15 25 84 5,392
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 86 2 3 12 299
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 1 1 8 47
Sample Splitting and Threshold Estimation 0 0 0 9 7 18 78 1,985
Statistical Inference in Instrumental Variables Regression with I(1) Processes 1 5 19 1,321 19 35 112 3,537
Stein-like 2SLS estimator 0 0 0 5 1 1 11 66
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 1 1 11 80
Strong Laws for Dependent Heterogeneous Processes 1 1 1 17 1 1 23 87
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 1 2 8 48
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 3 2,569 0 1 12 6,016
Testing for Common Features: Comment 0 0 0 0 1 1 4 129
Testing for parameter instability in linear models 1 2 5 924 3 5 22 2,205
Testing for structural change in conditional models 0 0 1 305 2 4 20 749
Testing for two-regime threshold cointegration in vector error-correction models 0 2 5 1,071 5 7 42 2,678
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 4 8 48 1,658
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 5 37 979
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 2 3 20 1,250
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 3 4 23 1,481
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 4 752 4 9 34 2,106
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 2 752 1 4 37 1,920
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 1 7 43
Threshold Autoregression with a Unit Root 0 0 0 570 2 22 38 1,588
Threshold effects in non-dynamic panels: Estimation, testing, and inference 5 15 47 1,845 49 100 427 5,356
Time series econometrics for the 21st century 0 0 1 15 2 3 13 65
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 1 3 24 239
Total Journal Articles 15 42 162 18,397 227 442 1,963 58,950

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 1 1 11 34
Total Chapters 0 0 1 3 1 1 11 34

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 0 2 41 3 4 29 250
Total Software Items 0 0 2 41 3 4 29 250

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