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 1 2 10 1,145
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 0 2 10 10
Approximate Asymptotic P-Values for Structural Change Tests 0 1 1 700 1 4 24 2,055
Asymptotic Theory for Clustered Samples 0 0 0 73 2 6 26 151
Asymptotic Theory for Clustered Samples 0 0 0 25 0 2 11 58
Autoregressive Conditional Density Estimation 0 0 0 4 1 4 38 958
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 1 3 14 177
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 3 22 1,827
Estimation and Inference in Models of Cointegration: A Simulation Study 1 2 8 427 1 8 23 1,096
Estimation of TAR Models 0 1 5 1,666 0 10 35 3,919
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 1 18 213
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 1 1 19 1 2 12 128
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 0 367 0 3 29 1,959
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 1 1 22 113
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 0 2 27 865
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 0 9 63
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 0 2 231 0 1 12 865
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 5 224
Purchasing power parity and the Taylor rule 0 0 0 55 0 1 13 127
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 0 5 267
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 1 20 1,248
Residual-based Tests For Cointegration In Models With Regime Shifts 0 1 6 192 1 7 53 2,459
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 0 0 11 1,827
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 3 11 2,782
Sample Splitting and Threshold Estimation 1 1 6 1,629 2 8 61 4,735
Statistical Inference in Instrumental Variables 0 0 0 236 0 2 11 950
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 2 16 1,033
Testing for Structural Change in Conditional Models 0 0 1 766 1 3 25 2,566
Testing for linearity 0 0 0 478 0 7 42 1,638
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 0 2 7 352
The grid bootstrap and the autoregressive model 0 0 0 224 0 3 17 772
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 2 14 544
Threshold Autoregressions with a Unit Root 0 0 0 736 0 2 34 2,598
Threshold autoregression with a near unit root 0 0 0 310 0 0 24 659
Threshold effects in non-dynamic panels: Estimation, testing and inference 0 5 15 1,367 3 23 123 4,184
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 0 2 107 0 0 34 296
Total Working Papers 2 12 49 11,428 17 120 873 45,154

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 0 2 11 110
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 0 3 37 775
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 2 4 31 900
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 3 6 151 1 7 32 430
Asymptotic theory for clustered samples 0 0 0 20 1 2 15 114
Autoregressive Conditional Density Estimation 1 1 9 1,280 2 16 68 3,380
Averaging estimators for autoregressions with a near unit root 0 0 1 30 0 0 7 126
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 1 111 0 1 21 325
Comment 0 0 0 0 1 1 7 32
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 1 1 14 476
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 0 0 16 154
Discussion of 'Data mining reconsidered' 0 0 0 0 0 0 7 350
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 2 9 168
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 3 167 0 1 13 456
Efficient shrinkage in parametric models 0 0 1 39 1 2 19 146
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 3 173 1 4 18 575
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 1 47 0 2 18 194
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 1 2 14 169
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 5 48
Generalized Method of Moments and Macroeconomics 0 0 0 0 1 1 10 460
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 1 1 9 32
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 1 57 1 1 5 157
Heteroskedastic cointegration 0 0 0 94 0 3 7 246
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 3 4 183 1 5 18 630
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 1 389 2 13 47 1,053
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 2 5 1,020 2 7 42 2,759
Inference in TAR Models 1 1 10 520 4 8 45 1,277
Interval forecasts and parameter uncertainty 0 0 0 53 0 3 10 163
Jackknife model averaging 0 1 5 144 1 3 38 461
Johansen’s Reduced Rank Estimator Is GMM 0 0 3 16 0 1 14 93
Least Squares Model Averaging 0 0 4 246 0 10 35 860
Least-squares forecast averaging 0 0 1 113 0 1 22 518
Methodology: Alchemy or Science: Review Article 0 0 0 57 0 1 7 298
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 0 0 12 63
Purchasing Power Parity and the Taylor Rule 0 0 1 52 0 1 9 168
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 1 2 6 64
Regression Kink With an Unknown Threshold 0 0 4 43 0 7 29 206
Regression with Nonstationary Volatility 0 0 0 83 0 1 9 336
Residual-based tests for cointegration in models with regime shifts 1 3 10 2,296 2 10 76 5,367
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 0 1 11 296
SHRINKAGE EFFICIENCY BOUNDS 0 0 1 5 0 0 9 46
Sample Splitting and Threshold Estimation 0 0 0 9 1 11 67 1,967
Statistical Inference in Instrumental Variables Regression with I(1) Processes 0 5 18 1,316 4 27 92 3,502
Stein-like 2SLS estimator 0 0 0 5 0 2 10 65
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 0 14 79
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 0 23 86
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 1 7 46
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 2 2 3 2,569 3 4 15 6,015
Testing for Common Features: Comment 0 0 0 0 0 0 3 128
Testing for parameter instability in linear models 0 0 4 922 0 2 27 2,200
Testing for structural change in conditional models 0 0 1 305 1 2 19 745
Testing for two-regime threshold cointegration in vector error-correction models 0 2 5 1,069 2 9 45 2,671
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 1 4 46 1,650
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 5 40 974
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 1 20 1,247
The Grid Bootstrap And The Autoregressive Model 0 0 0 347 2 7 24 1,477
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 3 751 2 9 30 2,097
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 1 2 752 0 5 34 1,916
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 0 8 42
Threshold Autoregression with a Unit Root 0 0 0 570 0 4 22 1,566
Threshold effects in non-dynamic panels: Estimation, testing, and inference 2 9 42 1,830 59 154 400 5,256
Time series econometrics for the 21st century 0 0 1 15 0 3 11 62
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 1 81 0 2 24 236
Total Journal Articles 7 35 156 18,355 102 382 1,813 58,508

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 0 10 33
Total Chapters 0 0 1 3 0 0 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 0 2 4 41 0 4 38 246
Total Software Items 0 2 4 41 0 4 38 246

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07