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 2 4 8 1,140
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 4 4 4 4
Approximate Asymptotic P-Values for Structural Change Tests 0 0 1 699 6 8 19 2,045
Asymptotic Theory for Clustered Samples 0 0 1 25 2 6 12 55
Asymptotic Theory for Clustered Samples 0 0 0 73 5 10 33 139
Autoregressive Conditional Density Estimation 0 0 0 4 6 15 31 945
Bootstrap Model Averaging Unit Root Inference 0 0 1 110 3 7 10 172
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 0 467 6 8 9 1,814
Estimation and Inference in Models of Cointegration: A Simulation Study 1 3 6 424 3 9 17 1,084
Estimation of TAR Models 1 3 5 1,664 4 8 19 3,899
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach 0 0 0 142 7 12 14 207
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version 0 0 2 18 5 6 9 123
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy 0 0 1 367 7 11 18 1,944
Inference for Iterated GMM Under Misspecification and Clustering 0 0 0 59 6 12 19 109
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis 0 0 0 1 5 10 14 849
Minimun mean squared error model averaging in likelihood models 0 0 0 15 5 6 7 61
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model 0 2 2 231 3 5 9 860
Purchasing Power Parity and the Taylor Rule 0 0 0 75 3 3 4 223
Purchasing power parity and the Taylor rule 0 0 0 55 8 10 11 124
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY 0 0 0 0 5 5 6 291
Regression with Non-Stationary Variances 0 0 0 0 2 3 4 265
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 1 5 13 1,237
Residual-based Tests For Cointegration In Models With Regime Shifts 0 0 2 188 7 17 25 2,429
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 8 3 6 9 1,825
Review Article Methodology: Alchemy or Science? 0 0 0 718 2 2 5 2,774
Sample Splitting and Threshold Estimation 0 1 4 1,625 10 22 42 4,707
Statistical Inference in Instrumental Variables 0 0 0 236 3 4 7 946
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 215 7 9 10 1,026
Testing for Structural Change in Conditional Models 0 0 1 765 10 12 21 2,555
Testing for linearity 0 0 0 478 9 11 18 1,609
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP 0 0 0 0 1 2 2 347
The grid bootstrap and the autoregressive model 0 0 0 224 4 6 9 763
Threshold Autoregressions with a Near Unit Root 0 0 0 0 3 4 5 535
Threshold Autoregressions with a Unit Root 0 0 0 736 8 16 25 2,589
Threshold autoregression with a near unit root 0 0 0 310 7 14 18 652
Threshold effects in non-dynamic panels: Estimation, testing and inference 0 3 10 1,358 22 54 99 4,132
Uncovering the Relationship between Real Interest Rates and Economic Growth 0 1 3 107 9 18 28 284
Total Working Papers 2 13 40 11,403 203 364 613 44,763

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 5 7 9 106
Approximate Asymptotic P Values for Structural-Change Tests 0 0 0 0 4 22 34 767
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability 0 0 0 0 5 12 24 888
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator 0 2 3 147 5 11 15 411
Asymptotic theory for clustered samples 0 0 0 20 5 7 12 110
Autoregressive Conditional Density Estimation 3 3 8 1,275 11 20 49 3,343
Averaging estimators for autoregressions with a near unit root 0 1 1 30 2 6 9 125
CHALLENGES FOR ECONOMETRIC MODEL SELECTION 0 0 2 110 5 13 19 319
Comment 0 0 0 0 2 4 4 29
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes 0 0 0 100 4 5 12 469
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes 0 0 0 43 3 8 8 146
Discussion of 'Data mining reconsidered' 0 0 0 0 1 2 4 347
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS 0 0 0 41 2 6 7 165
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends 0 1 1 165 1 5 10 450
Efficient shrinkage in parametric models 0 1 1 39 6 9 9 136
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 0 0 2 172 7 10 13 570
Forecasting with factor-augmented regression: A frequentist model averaging approach 0 1 3 47 7 10 16 188
GARCH(1, 1) processes are near epoch dependent 0 0 0 55 5 6 9 163
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 2 5 46
Generalized Method of Moments and Macroeconomics 0 0 0 0 5 6 7 457
Guest Editors’ Introduction: Regime Switching and Threshold Models 0 0 0 2 1 2 6 25
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 1 1 3 57 2 3 8 155
Heteroskedastic cointegration 0 0 0 94 1 3 5 242
How responsive are private transfers to income? Evidence from a laissez-faire economy 0 0 4 179 3 5 17 621
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 5 389 9 14 40 1,030
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis 1 1 5 1,018 6 12 33 2,736
Inference in TAR Models 0 3 15 518 8 17 41 1,257
Interval forecasts and parameter uncertainty 0 0 1 53 2 3 5 157
Jackknife model averaging 0 3 8 143 4 20 38 449
Johansen’s Reduced Rank Estimator Is GMM 0 1 3 16 0 6 14 90
Least Squares Model Averaging 1 2 4 245 2 11 19 839
Least-squares forecast averaging 0 0 1 113 5 8 13 506
Methodology: Alchemy or Science: Review Article 0 0 0 57 1 1 1 292
Model averaging, asymptotic risk, and regressor groups 0 0 0 8 9 9 10 61
Purchasing Power Parity and the Taylor Rule 0 0 2 52 2 5 11 166
Recounts From Undervotes: Evidence From the 2000 Presidential Election 0 0 0 11 0 1 3 61
Regression Kink With an Unknown Threshold 0 4 5 43 2 9 20 190
Regression with Nonstationary Volatility 0 0 0 83 2 3 5 330
Residual-based tests for cointegration in models with regime shifts 1 5 12 2,292 15 26 72 5,334
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power 0 0 1 86 4 4 7 291
SHRINKAGE EFFICIENCY BOUNDS 0 1 1 5 2 4 7 43
Sample Splitting and Threshold Estimation 0 0 0 9 7 19 37 1,926
Statistical Inference in Instrumental Variables Regression with I(1) Processes 0 2 17 1,304 10 27 89 3,452
Stein-like 2SLS estimator 0 0 0 5 0 1 4 56
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays 0 0 0 9 6 8 14 77
Strong Laws for Dependent Heterogeneous Processes 0 0 0 16 6 9 11 73
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY 0 0 0 3 3 4 5 44
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 0 0 1 2,566 4 4 14 6,008
Testing for Common Features: Comment 0 0 0 0 2 2 3 127
Testing for parameter instability in linear models 1 2 3 921 5 13 26 2,196
Testing for structural change in conditional models 0 1 3 305 6 9 19 738
Testing for two-regime threshold cointegration in vector error-correction models 0 0 6 1,066 4 12 32 2,648
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 11 24 38 1,634
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 0 7 10 1,237
Tests for Parameter Instability in Regressions with I(1) Processes 0 0 0 0 3 6 15 948
The Grid Bootstrap And The Autoregressive Model 0 0 2 347 4 7 18 1,465
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP 1 2 4 750 4 10 19 2,082
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity 0 0 0 750 15 19 28 1,902
The Risk of James--Stein and Lasso Shrinkage 0 0 0 4 3 4 8 40
Threshold Autoregression with a Unit Root 0 0 0 570 4 7 16 1,557
Threshold effects in non-dynamic panels: Estimation, testing, and inference 2 11 42 1,809 28 89 258 5,018
Time series econometrics for the 21st century 0 1 2 15 3 6 12 58
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA 0 1 1 81 9 13 18 228
Total Journal Articles 11 50 173 18,285 302 637 1,344 57,624

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 3 4 7 7 30
Total Chapters 0 1 1 3 4 7 7 30

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 10 39 3 10 40 231
Total Software Items 0 0 10 39 3 10 40 231

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