Details about Bruce E. Hansen

Access statistics for papers by Bruce E. Hansen.

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Short-id: pha79

Working Papers

2000

1. Non-Parametric Data Dependent Bootstrap for Conditional Moment Model
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1999

2. How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy
   Boston College Working Papers in Economics, Boston College Department of Economics
   See Also Journal Article in Journal of Public Economics (2004)
3. Testing for linearity
   Working papers, Wisconsin Madison - Social Systems View citations
   See Also Journal Article in Journal of Economic Surveys (1999)

1998

4. Sample Splitting and Threshold Estimation
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See Also Journal Article in Econometrica (2000)
5. Testing for Structural Change in Conditional Models
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See Also Journal Article in Journal of Econometrics (2000)
6. The grid bootstrap and the autoregressive model
   Working papers, Wisconsin Madison - Social Systems View citations
   See Also Journal Article in The Review of Economics and Statistics (1999)
7. Threshold Autoregressions with a Near Unit Root
   Departmental Working Papers, Bilkent University, Department of Economics View citations
   Also in
   Working papers, Wisconsin Madison - Social Systems (1998) View citations

1997

8. Threshold Autoregressions with a Unit Root
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See Also Journal Article in Econometrica (2001)
9. Threshold effects in non-dynamic panels: Estimation, testing and inference
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See Also Journal Article in Journal of Econometrics (1999)

1996

10. Estimation of TAR Models
    Boston College Working Papers in Economics, Boston College Department of Economics

1995

11. Approximate Asymptotic P-Values for Structural Change Tests
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See Also Journal Article in Journal of Business & Economic Statistics (1997)
12. Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See Also Journal Article in Journal of Applied Econometrics (1996)
13. Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
14. Review Article Methodology: Alchemy or Science?
    Boston College Working Papers in Economics, Boston College Department of Economics

1994

15. Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
    Boston College Working Papers in Economics, Boston College Department of Economics

1992

16. Autoregressive Conditional Density Estimation
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    See Also Journal Article in International Economic Review (1994)
17. Regression with Non-Stationary Variances
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
18. Residual-Based Tests for Cointegration in Models with Regime Shifts
    Working Papers, Queen's University, Department of Economics View citations
    Also in
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1992) View citations
    See Also Journal Article in Journal of Econometrics (1996)

1991

19. Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    See Also Journal Article in Econometrica (1996)
20. The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations

1990

21. A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
22. REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1989

23. Statistical Inference in Instrumental Variables
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1988

24. Estimation and Inference in Models of Cointegration: A Simulation Study
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

Journal Articles

2007

1. Least Squares Model Averaging
   Econometrica, 2007, 75, (4), 1175-1189 View citations

2006

2. Interval forecasts and parameter uncertainty
   Journal of Econometrics, 2006, 135, (1-2), 377-398 View citations

2005

3. CHALLENGES FOR ECONOMETRIC MODEL SELECTION
   Econometric Theory, 2005, 21, (01), 60-68 View citations
4. EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
   Econometric Theory, 2005, 21, (06), 1031-1057 View citations

2004

5. How responsive are private transfers to income? Evidence from a laissez-faire economy
   Journal of Public Economics, 2004, 88, (9-10), 2193-2219 View citations
   See Also Working Paper (1999)
6. INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
   Econometric Theory, 2004, 20, (05), 813-843 View citations

2003

7. Recounts From Undervotes: Evidence From the 2000 Presidential Election
   Journal of the American Statistical Association, 2003, 98, 292-298

2002

8. Generalized Method of Moments and Macroeconomics
   Journal of Business & Economic Statistics, 2002, 20, (4), 460-69 View citations
9. Testing for two-regime threshold cointegration in vector error-correction models
   Journal of Econometrics, 2002, 110, (2), 293-318 View citations
10. Tests for Parameter Instability in Regressions with I(1) Processes
    Journal of Business & Economic Statistics, 2002, 20, (1), 45-59 View citations
    Also in
    Journal of Business & Economic Statistics, 1992, 10, (3), 321-35 (1992) View citations

2001

11. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity
    Journal of Economic Perspectives, 2001, 15, (4), 117-128 View citations
12. Threshold Autoregression with a Unit Root
    Econometrica, 2001, 69, (6), 1555-1596 View citations
    See Also Working Paper (1997)

2000

13. Sample Splitting and Threshold Estimation
    Econometrica, 2000, 68, (3), 575-604 View citations
    See Also Working Paper (1998)
14. Testing for structural change in conditional models
    Journal of Econometrics, 2000, 97, (1), 93-115 View citations
    See Also Working Paper (1998)

1999

15. Discussion of 'Data mining reconsidered'
    Econometrics Journal, 1999, 2, (2), 192-201 View citations
16. Testing for Linearity
    Journal of Economic Surveys, 1999, 13, (5), 551-76 View citations
    See Also Working Paper (1999)
17. The Grid Bootstrap And The Autoregressive Model
    The Review of Economics and Statistics, 1999, 81, (4), 594-607 View citations
    See Also Working Paper (1998)
18. Threshold effects in non-dynamic panels: Estimation, testing, and inference
    Journal of Econometrics, 1999, 93, (2), 345-368 View citations
    See Also Working Paper (1997)

1997

19. Approximate Asymptotic P Values for Structural-Change Tests
    Journal of Business & Economic Statistics, 1997, 15, (1), 60-67 View citations
    See Also Working Paper (1995)
20. Inference in TAR Models
    Studies in Nonlinear Dynamics & Econometrics, 1997, 2, (1), 1-14 View citations

1996

21. Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP
    Journal of Applied Econometrics, 1996, 11, (2), 195-98 View citations
    See Also Working Paper (1995)
22. Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis
    Econometrica, 1996, 64, (2), 413-30 View citations
    See Also Working Paper (1991)
23. Methodology: Alchemy or Science: Review Article
    Economic Journal, 1996, 106, (438), 1398-1413
24. Residual-based tests for cointegration in models with regime shifts
    Journal of Econometrics, 1996, 70, (1), 99-126 View citations
    See Also Working Paper (1992)
25. Tests for Cointegration in Models with Regime and Trend Shifts
    Oxford Bulletin of Economics and Statistics, 1996, 58, (3), 555-60 View citations

1995

26. Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
    Journal of Business & Economic Statistics, 1995, 13, (3), 237-52 View citations
27. Regression with Nonstationary Volatility
    Econometrica, 1995, 63, (5), 1113-32 View citations

1994

28. Autoregressive Conditional Density Estimation
    International Economic Review, 1994, 35, (3), 705-30 View citations
    See Also Working Paper (1992)

1993

29. Testing for Common Features: Comment
    Journal of Business & Economic Statistics, 1993, 11, (4), 385-86

1992

30. Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
    Econometrica, 1992, 60, (4), 967-72 View citations
31. Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
    Journal of Econometrics, 1992, 53, (1-3), 87-121 View citations
32. Heteroskedastic cointegration
    Journal of Econometrics, 1992, 54, (1-3), 139-158 View citations
33. Testing for parameter instability in linear models
    Journal of Policy Modeling, 1992, 14, (4), 517-533 View citations
34. The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP
    Journal of Applied Econometrics, 1992, 7, (S), S61-82 View citations

1991

35. GARCH(1, 1) processes are near epoch dependent
    Economics Letters, 1991, 36, (2), 181-186 View citations

1990

36. Statistical Inference in Instrumental Variables Regression with I(1) Processes
    Review of Economic Studies, 1990, 57, (1), 99-125 View citations