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 7 1,135
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 699 4 5 11 2,036
Asymptotic Theory for Clustered Samples 0 0 0 73 0 3 31 125
Asymptotic Theory for Clustered Samples 0 0 1 25 0 1 5 48
Autoregressive Conditional Density Estimation 0 0 0 4 4 12 17 929
Bootstrap Model Averaging Unit Root Inference 1 1 3 110 2 2 6 165
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 1 467 1 1 3 1,806
Estimation and Inference in Models of Cointegration: A Simulation Study 0 1 4 419 0 2 14 1,073
Estimation of TAR Models 0 0 5 1,661 0 2 15 3,886
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 0 0 3 195
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 0 1 3 117
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 0 1 5 1,930
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 0 0 1 91
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 0 0 5 838
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 1 2 5 855
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 0 219
Purchasing power parity and the Taylor rule 0 0 0 55 0 0 1 114
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 2 286
Regression with Non-Stationary Variances 0 0 0 0 0 0 1 262
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 2 3 7 1,230
Residual-based Tests For Cointegration In Models With Regime Shifts 1 2 3 188 2 5 10 2,411
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 7 0 0 1 1,816
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 1 4 2,772
Sample Splitting and Threshold Estimation 0 1 3 1,623 2 6 18 4,677
Statistical Inference in Instrumental Variables 0 0 0 236 0 1 4 940
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 0 1 1 1,017
Testing for Structural Change in Conditional Models 0 0 1 765 0 2 10 2,542
Testing for linearity 0 0 0 478 0 0 8 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 1 3 756
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 0 2 530
Threshold Autoregressions with a Unit Root 0 0 0 736 3 7 11 2,571
Threshold autoregression with a near unit root 0 0 0 310 0 2 4 637
Threshold effects in non-dynamic panels: Estimation, testing and inference 0 2 11 1,354 3 14 59 4,072
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 1 2 106 2 4 15 266
Total Working Papers 2 8 38 11,385 26 79 292 44,342
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 1 36 0 1 3 99
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 1 4 9 741
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 0 5 14 873
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 0 1 145 0 0 4 398
Asymptotic theory for clustered samples 0 0 0 20 0 1 3 100
Autoregressive Conditional Density Estimation 0 0 8 1,271 1 8 30 3,316
Averaging estimators for autoregressions with a near unit root 0 0 0 29 0 1 5 119
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 3 110 1 1 7 305
Comment 0 0 0 0 0 0 1 25
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 1 6 8 464
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 1 1 344
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 0 0 1 159
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 0 164 1 2 6 444
Efficient shrinkage in parametric models 0 0 0 38 0 0 1 127
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 2 2 172 0 3 3 560
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 0 2 46 0 1 7 177
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 0 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 3 3 44
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 0 0 450
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 0 1 4 23
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 1 2 56 0 2 6 152
Heteroskedastic cointegration 0 0 0 94 0 1 2 239
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 179 0 2 9 613
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 6 388 0 0 21 1,006
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 2 7 1,017 2 4 26 2,721
Inference in TAR Models 1 2 11 512 2 6 27 1,236
Interval forecasts and parameter uncertainty 0 0 2 53 0 0 2 153
Jackknife model averaging 0 0 7 139 0 3 19 424
Johansen’s Reduced Rank Estimator Is GMM 0 2 2 15 3 7 11 84
Least Squares Model Averaging 0 0 1 242 0 0 6 825
Least-squares forecast averaging 0 0 0 112 0 1 4 496
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 1 1 2 52 1 2 5 160
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 0 0 58
Regression Kink With an Unknown Threshold 0 0 2 39 1 3 16 180
Regression with Nonstationary Volatility 0 0 0 83 0 0 2 327
Residual-based tests for cointegration in models with regime shifts 1 2 12 2,287 5 13 63 5,299
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 0 85 0 1 4 286
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 0 1 1 37
Sample Splitting and Threshold Estimation 0 0 0 9 0 6 31 1,903
Statistical Inference in Instrumental Variables Regression with I(1) Processes 0 3 26 1,300 3 13 99 3,419
Stein-like 2SLS estimator 0 0 0 5 0 1 3 55
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 0 5 6 69
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 0 0 1 63
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 1 1 40
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 0 5 9 6,003
Testing for Common Features: Comment 0 0 0 0 0 1 1 125
Testing for parameter instability in linear models 0 1 2 919 5 8 13 2,181
Testing for structural change in conditional models 0 0 3 304 1 1 9 727
Testing for two-regime threshold cointegration in vector error-correction models 0 1 7 1,065 0 5 28 2,631
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 3 18 1,606
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 3 9 936
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 0 3 1,227
The Grid Bootstrap And The Autoregressive Model 0 0 2 347 0 2 7 1,453
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 1 3 748 0 5 11 2,071
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 0 750 1 2 12 1,883
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 0 2 4 35
Threshold Autoregression with a Unit Root 0 0 0 570 0 5 10 1,548
Threshold effects in non-dynamic panels: Estimation, testing, and inference 4 13 50 1,797 20 64 218 4,898
Time series econometrics for the 21st century 0 0 1 14 0 1 9 51
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 0 80 0 4 6 215
Total Journal Articles 7 31 170 18,222 51 221 845 56,838

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 0 23
Total Chapters 0 0 0 2 0 0 0 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 1 3 11 38 6 9 41 214
Total Software Items 1 3 11 38 6 9 41 214

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