Bruce E. Hansen
Bruce E. Hansen
Professor of Economics, University of Wisconsin
Verified email at wisc.edu - Homepage
TitleCited byYear
Statistical inference in instrumental variables regression with I (1) processes
PCB Phillips, BE Hansen
The Review of Economic Studies 57 (1), 99-125, 1990
38651990
Threshold effects in non-dynamic panels: Estimation, testing, and inference
BE Hansen
Journal of econometrics 93 (2), 345-368, 1999
26621999
Residual-based tests for cointegration in models with regime shifts
AW Gregory, BE Hansen
Journal of econometrics 70 (1), 99-126, 1996
26321996
Inference when a nuisance parameter is not identified under the null hypothesis
BE Hansen
Econometrica: Journal of the econometric society, 413-430, 1996
24891996
Sample splitting and threshold estimation
BE Hansen
Econometrica 68 (3), 575-603, 2000
24692000
Autoregressive conditional density estimation
BE Hansen
International Economic Review, 705-730, 1994
15991994
Inference in TAR models
BE Hansen
Studies in nonlinear dynamics & econometrics 2 (1), 1-14, 1997
1458*1997
Tests for parameter instability in regressions with I (1) processes
BE Hanson
Journal of Business & Economic Statistics 20 (1), 45-59, 2002
14402002
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
10251992
Testing for two-regime threshold cointegration in vector error-correction models
BE Hansen, B Seo
Journal of Econometrics 110 (2), 293-318, 2002
9432002
The new econometrics of structural change: dating breaks in US labour productivity
BE Hansen
Journal of Economic perspectives 15 (4), 117-128, 2001
8952001
Threshold autoregression with a unit root
M Caner, BE Hansen
Econometrica 69 (6), 1555-1596, 2001
8572001
Testing for parameter instability in linear models
BE Hansen
Journal of policy Modeling 14 (4), 517-533, 1992
8471992
Approximate asymptotic p values for structuras-change tests
BE Hansen
Journal of Business & Economic Statistics 15 (1), 60-67, 1997
7831997
Asymptotic theory for the GARCH (1, 1) quasi-maximum likelihood estimator
SW Lee, BE Hansen
Econometric theory 10 (1), 29-52, 1994
7521994
Least squares model averaging
BE Hansen
Econometrica 75 (4), 1175-1189, 2007
5552007
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
5511996
Instrumental variable estimation of a threshold model
M Caner, BE Hansen
Econometric Theory 20 (5), 813-843, 2004
5212004
Testing for structural change in conditional models
BE Hansen
Journal of Econometrics 97 (1), 93-115, 2000
4612000
Testing for linearity
B Hansen
Journal of economic surveys 13 (5), 551-576, 1999
4581999
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Articles 1–20