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 1 5 1,136
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 699 0 5 11 2,037
Asymptotic Theory for Clustered Samples 0 0 1 25 4 5 10 53
Asymptotic Theory for Clustered Samples 0 0 0 73 4 8 30 133
Autoregressive Conditional Density Estimation 0 0 0 4 4 9 21 934
Bootstrap Model Averaging Unit Root Inference 0 1 2 110 1 3 6 166
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 1 2 3 1,807
Estimation and Inference in Models of Cointegration: A Simulation Study 0 2 4 421 4 6 17 1,079
Estimation of TAR Models 1 1 3 1,662 1 6 16 3,892
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 1 1 3 196
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 0 0 3 117
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 2 5 10 1,935
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 3 9 10 100
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 0 1 4 839
Minimun mean squared error model averaging in likelihood models 0 0 0 15 0 1 1 55
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 2 2 2 231 2 3 6 857
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 1 220
Purchasing power parity and the Taylor rule 0 0 0 55 1 1 2 115
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 0 0 1 286
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 3 7 12 1,235
Residual-based Tests For Cointegration In Models With Regime Shifts 0 1 2 188 4 7 14 2,416
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 1 1 8 0 3 3 1,819
Review Article Methodology: Alchemy or Science? 0 0 0 718 0 0 4 2,772
Sample Splitting and Threshold Estimation 0 1 4 1,624 4 14 27 4,689
Statistical Inference in Instrumental Variables 0 0 0 236 0 2 4 942
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 1 1 2 1,018
Testing for Structural Change in Conditional Models 0 0 1 765 1 2 11 2,544
Testing for linearity 0 0 0 478 0 2 9 1,598
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 3 757
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 1 2 531
Threshold Autoregressions with a Unit Root 0 0 0 736 4 9 14 2,577
Threshold autoregression with a near unit root 0 0 0 310 2 3 6 640
Threshold effects in non-dynamic panels: Estimation, testing and inference 2 3 11 1,357 7 16 62 4,085
Uncovering the Relationship between Real Interest Rates and Economic Growth 1 1 3 107 4 6 17 270
Total Working Papers 6 13 38 11,396 58 141 351 44,457
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 2 2 4 101
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 8 13 20 753
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 3 6 18 879
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 1 1 2 146 2 4 6 402
Asymptotic theory for clustered samples 0 0 0 20 2 5 8 105
Autoregressive Conditional Density Estimation 0 1 6 1,272 5 13 38 3,328
Averaging estimators for autoregressions with a near unit root 0 0 0 29 1 1 4 120
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 2 110 1 3 8 307
Comment 0 0 0 0 1 1 1 26
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 0 1 7 464
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 1 1 1 139
Discussion of 'Data mining reconsidered' 0 0 0 0 0 1 2 345
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 2 2 3 161
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 0 0 164 1 3 8 446
Efficient shrinkage in parametric models 0 0 0 38 2 2 2 129
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 1 1 4 561
Forecasting with factor-augmented regression: A frequentist model averaging approach 1 1 3 47 2 3 8 180
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 0 2 4 157
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 3 44
Generalized Method of Moments and Macroeconomics 0 0 0 0 0 1 1 451
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 1 1 5 24
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 0 0 2 56 1 1 7 153
Heteroskedastic cointegration 0 0 0 94 0 0 2 239
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 179 1 4 13 617
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 1 6 389 4 14 34 1,020
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 0 0 5 1,017 3 8 27 2,727
Inference in TAR Models 1 5 13 516 4 10 31 1,244
Interval forecasts and parameter uncertainty 0 0 2 53 1 2 4 155
Jackknife model averaging 1 2 8 141 7 12 29 436
Johansen’s Reduced Rank Estimator Is GMM 0 0 2 15 3 6 13 87
Least Squares Model Averaging 0 1 2 243 1 4 10 829
Least-squares forecast averaging 0 1 1 113 2 4 7 500
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 1 1 52
Purchasing Power Parity and the Taylor Rule 0 1 2 52 2 4 8 163
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 1 3 3 61
Regression Kink With an Unknown Threshold 2 2 3 41 5 7 19 186
Regression with Nonstationary Volatility 0 0 0 83 0 0 2 327
Residual-based tests for cointegration in models with regime shifts 2 3 11 2,289 5 19 64 5,313
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 1 1 86 0 1 3 287
SHRINKAGE EFFICIENCY BOUNDS 0 0 0 4 0 2 3 39
Sample Splitting and Threshold Estimation 0 0 0 9 3 7 32 1,910
Statistical Inference in Instrumental Variables Regression with I(1) Processes 0 2 22 1,302 6 15 88 3,431
Stein-like 2SLS estimator 0 0 0 5 0 0 3 55
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 1 1 7 70
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 1 2 3 65
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 0 0 1 40
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 0 1 10 6,004
Testing for Common Features: Comment 0 0 0 0 0 0 1 125
Testing for parameter instability in linear models 1 1 2 920 2 9 16 2,185
Testing for structural change in conditional models 1 1 4 305 1 4 12 730
Testing for two-regime threshold cointegration in vector error-correction models 0 1 7 1,066 1 6 28 2,637
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 6 12 28 1,616
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 2 5 5 1,232
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 1 7 14 943
The Grid Bootstrap And The Autoregressive Model 0 0 2 347 0 5 12 1,458
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 1 4 749 3 4 15 2,075
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 0 750 1 2 11 1,884
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 1 2 6 37
Threshold Autoregression with a Unit Root 0 0 0 570 1 3 10 1,551
Threshold effects in non-dynamic panels: Estimation, testing, and inference 6 11 46 1,804 22 73 229 4,951
Time series econometrics for the 21st century 0 0 1 14 1 2 10 53
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 0 0 80 1 1 7 216
Total Journal Articles 17 37 167 18,252 129 329 983 57,116

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 1 1 1 24
Total Chapters 0 0 0 2 1 1 1 24

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 10 39 5 18 43 226
Total Software Items 0 2 10 39 5 18 43 226

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