Follow
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
60811990
Threshold effects in non-dynamic panels: Estimation, testing, and inference
BE Hansen
Journal of econometrics 93 (2), 345-368, 1999
54511999
Sample splitting and threshold estimation
BE Hansen
Econometrica 68 (3), 575-603, 2000
36682000
Residual-based tests for cointegration in models with regime shifts
AW Gregory, BE Hansen
Journal of econometrics 70 (1), 99-126, 1996
36301996
Inference when a nuisance parameter is not identified under the null hypothesis
BE Hansen
Econometrica: Journal of the econometric society, 413-430, 1996
31501996
Autoregressive conditional density estimation
BE Hansen
International Economic Review, 705-730, 1994
21241994
Inference in TAR models
BE Hansen
Studies in nonlinear dynamics & econometrics 2 (1), 1-14, 1997
1845*1997
Tests for parameter instability in regressions with I (1) processes
BE Hanson
Journal of Business & Economic Statistics 20 (1), 45-59, 2002
18262002
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
1250*1992
The new econometrics of structural change: Dating breaks in US labor productivity
BE Hansen
Journal of Economic perspectives 15 (4), 117-128, 2001
12382001
Testing for two-regime threshold cointegration in vector error-correction models
BE Hansen, B Seo
Journal of Econometrics 110 (2), 293-318, 2002
12122002
Threshold autoregression with a unit root
M Caner, BE Hansen
Econometrica 69 (6), 1555-1596, 2001
11082001
Testing for parameter instability in linear models
BE Hansen
Journal of policy Modeling 14 (4), 517-533, 1992
10311992
Approximate Asymptotic P Values for StructuraS-Change Tests
BE Hansen
Journal of Business & Economic Statistics 15 (1), 60-67, 1997
9651997
Least squares model averaging
BE Hansen
Econometrica 75 (4), 1175-1189, 2007
9292007
Instrumental variable estimation of a threshold model
M Caner, BE Hansen
Econometric theory 20 (5), 813-843, 2004
8992004
Asymptotic theory for the GARCH (1, 1) quasi-maximum likelihood estimator
SW Lee, BE Hansen
Econometric theory 10 (1), 29-52, 1994
8731994
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
8661996
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
6821995
Testing for linearity
B Hansen
Journal of economic surveys 13 (5), 551-576, 1999
6121999
The system can't perform the operation now. Try again later.
Articles 1–20