Bruce E. Hansen

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Peter C. B. PhillipsYale UniversityEmail verificata su yale.edu
Allan W. GregoryQueen's UniversityEmail verificata su econ.queensu.ca
Mehmet CanerNorth Carolina State UniversityEmail verificata su ncsu.edu
Byeongseon Seo - 서병선Korea UniversityEmail verificata su korea.ac.kr
fabio canovaBI Norwegian Business SchoolEmail verificata su bi.no
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityEmail verificata su mcmaster.ca
Seojeong (Jay) LeeDepartment of Economics, Seoul National UniversityEmail verificata su snu.ac.kr
Donald CoxBoston CollegeEmail verificata su bc.edu
Xu ChengUniversity of PennsylvaniaEmail verificata su econ.upenn.edu
Kenneth D. WestUniversity of Wisconsin - MadisonEmail verificata su wisc.edu
Masao OgakiProfessor, Faculty of Economics, Doshisha UniversityEmail verificata su econ.keio.ac.jp
Dean CorbaeUniversity of Wisconsin - MadisonEmail verificata su ssc.wisc.edu
Harold D ChiangUniversity of Wisconsin-MadisonEmail verificata su wisc.edu
Joel HorowitzProfessor of Economics, Northwestern UniversityEmail verificata su northwestern.edu

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Bruce E. Hansen

Professor of Economics, University of Wisconsin

Email verificata su wisc.edu - Home page

econometrics statistics economics time series


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Statistical inference in instrumental variables regression with I (1) processes PCB Phillips, BE Hansen The review of economic studies 57 (1), 99-125, 1990	6417	1990
Threshold effects in non-dynamic panels: Estimation, testing, and inference BE Hansen Journal of econometrics 93 (2), 345-368, 1999	6128	1999
Sample splitting and threshold estimation BE Hansen Econometrica 68 (3), 575-603, 2000	3841	2000
Residual-based tests for cointegration in models with regime shifts AW Gregory, BE Hansen Journal of econometrics 70 (1), 99-126, 1996	3709	1996
Inference when a nuisance parameter is not identified under the null hypothesis BE Hansen Econometrica: Journal of the econometric society, 413-430, 1996	3222	1996
Autoregressive conditional density estimation BE Hansen International Economic Review, 705-730, 1994	2185	1994
Tests for parameter instability in regressions with I (1) processes BE Hanson Journal of Business & Economic Statistics 20 (1), 45-59, 2002	1890	2002
Inference in TAR models BE Hansen Studies in nonlinear dynamics & econometrics 2 (1), 1-14, 1997	1806*	1997
The likelihood ratio test under nonstandard conditions: testing the Markov switching model of GNP BE Hansen Journal of applied Econometrics 7 (S1), S61-S82, 1992	1270*	1992
The new econometrics of structural change: Dating breaks in US labor productivity BE Hansen Journal of Economic perspectives 15 (4), 117-128, 2001	1265	2001
Testing for two-regime threshold cointegration in vector error-correction models BE Hansen, B Seo Journal of Econometrics 110 (2), 293-318, 2002	1236	2002
Threshold autoregression with a unit root M Caner, BE Hansen Econometrica 69 (6), 1555-1596, 2001	1123	2001
Testing for parameter instability in linear models BE Hansen Journal of policy Modeling 14 (4), 517-533, 1992	1058	1992
Least squares model averaging BE Hansen Econometrica 75 (4), 1175-1189, 2007	994	2007
Approximate Asymptotic P Values for StructuraS-Change Tests BE Hansen Journal of Business & Economic Statistics 15 (1), 60-67, 1997	986	1997
Instrumental variable estimation of a threshold model M Caner, BE Hansen Econometric theory 20 (5), 813-843, 2004	984	2004
Practitioners corner: tests for cointegration in models with regime and trend shifts AW Gregory, BE Hansen Oxford bulletin of Economics and Statistics 58 (3), 555-560, 1996	896	1996
Asymptotic theory for the GARCH (1, 1) quasi-maximum likelihood estimator SW Lee, BE Hansen Econometric theory 10 (1), 29-52, 1994	878	1994
Are seasonal patterns constant over time? A test for seasonal stability F Canova, BE Hansen Journal of Business & Economic Statistics 13 (3), 237-252, 1995	693	1995
Testing for linearity B Hansen Journal of economic surveys 13 (5), 551-576, 1999	647	1999

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