Bruce E. Hansen
Bruce E. Hansen
Professor of Economics, University of Wisconsin
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
Statistical inference in instrumental variables regression with I (1) processes
PCB Phillips, BE Hansen
The Review of Economic Studies 57 (1), 99-125, 1990
41111990
Threshold effects in non-dynamic panels: Estimation, testing, and inference
BE Hansen
Journal of econometrics 93 (2), 345-368, 1999
29011999
Residual-based tests for cointegration in models with regime shifts
AW Gregory, BE Hansen
Institute for Economic Research, Queen's University, 1992
27771992
Sample splitting and threshold estimation
BE Hansen
Econometrica 68 (3), 575-603, 2000
26102000
Inference when a nuisance parameter is not identified under the null hypothesis
BE Hansen
Econometrica: Journal of the econometric society, 413-430, 1996
25921996
Autoregressive conditional density estimation
BE Hansen
International Economic Review, 705-730, 1994
16651994
Inference in TAR models
BE Hansen
Studies in nonlinear dynamics & econometrics 2 (1), 1-14, 1997
1492*1997
Tests for parameter instability in regressions with I (1) processes
BE Hanson
Journal of Business & Economic Statistics 20 (1), 45-59, 2002
14812002
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
10541992
Testing for two-regime threshold cointegration in vector error-correction models
BE Hansen, B Seo
Journal of Econometrics 110 (2), 293-318, 2002
9982002
Threshold autoregression with a unit root
M Caner, BE Hansen
Econometrica 69 (6), 1555-1596, 2001
9362001
The new econometrics of structural change: dating breaks in US labour productivity
BE Hansen
Journal of Economic perspectives 15 (4), 117-128, 2001
9292001
Testing for parameter instability in linear models
BE Hansen
Journal of policy Modeling 14 (4), 517-533, 1992
8801992
Approximate asymptotic p values for structuras-change tests
BE Hansen
Journal of Business & Economic Statistics 15 (1), 60-67, 1997
8271997
Asymptotic theory for the GARCH (1, 1) quasi-maximum likelihood estimator
SW Lee, BE Hansen
Econometric theory 10 (1), 29-52, 1994
7621994
Least squares model averaging
BE Hansen
Econometrica 75 (4), 1175-1189, 2007
6042007
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
6021996
Instrumental variable estimation of a threshold model
M Caner, BE Hansen
Econometric Theory, 813-843, 2004
5652004
Testing for linearity
B Hansen
Journal of economic surveys 13 (5), 551-576, 1999
4801999
Testing for structural change in conditional models
BE Hansen
Journal of Econometrics 97 (1), 93-115, 2000
4762000
The system can't perform the operation now. Try again later.
Articles 1–20