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Author ID: hansen.bruce-e Recent zbMATH articles by "Hansen, Bruce E."
Published as: Hansen, Bruce E.

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 2,220 times in 1,577 Documents Cited by Year
Inference when a nuisance parameter is not identified under the null hypothesis. Zbl 0862.62090
Hansen, Bruce E.
241
1996
Least squares model averaging. Zbl 1133.91051
Hansen, Bruce E.
206
2007
Autoregressive conditional density estimation. Zbl 0807.62090
Hansen, Bruce E.
203
1994
Statistical inference in instrumental variables regression with \(I(1)\) processes. Zbl 0703.62098
Phillips, Peter C. B.; Hansen, Bruce E.
195
1990
Uniform convergence rates for kernel estimation with dependent data. Zbl 1284.62252
Hansen, Bruce E.
165
2008
Sample splitting and threshold estimation. Zbl 1056.62528
Hansen, Bruce E.
162
2000
Jackknife model averaging. Zbl 1441.62721
Hansen, Bruce E.; Racine, Jeffrey S.
150
2012
Threshold autoregression with a unit root. Zbl 1018.62064
Caner, Mehmet; Hansen, Bruce E.
96
2001
Testing for structural change in conditional models. Zbl 1122.62326
Hansen, Bruce E.
79
2000
Least-squares forecast averaging. Zbl 1429.62421
Hansen, Bruce E.
68
2008
Threshold effects in non-dynamic panels: Estimation, testing, and inference. Zbl 0941.62127
Hansen, Bruce E.
56
1999
Consistent covariance matrix estimation for dependent heterogeneous processes. Zbl 0746.62088
Hansen, Bruce E.
54
1992
Residual-based tests for cointegration in models with regime shifts. Zbl 0834.62082
Gregory, Allan W.; Hansen, Bruce E.
50
1996
Testing for two-regime threshold cointegration in vector error-correction models. Zbl 1044.62092
Hansen, Bruce E.; Seo, Byeongseon
48
2002
Inference in TAR models. Zbl 1078.91558
Hansen, Bruce E.
48
1997
Model averaging, asymptotic risk, and regressor groups. Zbl 1398.62181
Hansen, Bruce E.
39
2014
Instrumental variable estimation of a threshold model. Zbl 1071.62115
Caner, Mehmet; Hansen, Bruce E.
37
2004
Regression with nonstationary volatility. Zbl 0836.62062
Hansen, Bruce E.
36
1995
Forecasting with factor-augmented regression: a frequentist model averaging approach. Zbl 1332.62357
Cheng, Xu; Hansen, Bruce E.
36
2015
Econometric theory and practice. Frontiers of analysis and applied research. Zbl 1100.62624
24
2006
GARCH (1,1) processes are near epoch dependent. Zbl 0806.62069
Hansen, Bruce E.
24
1991
Efficient shrinkage in parametric models. Zbl 1419.62041
Hansen, Bruce E.
23
2016
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. Zbl 0746.62105
Hansen, Bruce E.
19
1992
Challenges for econometric model selection. Zbl 1072.62116
Hansen, Bruce E.
17
2005
Exact mean integrated squared error of higher order kernel estimators. Zbl 1083.62032
Hansen, Bruce E.
17
2005
Averaging estimators for regressions with a possible structural break. Zbl 1179.62119
Hansen, Bruce E.
17
2009
Averaging estimators for autoregressions with a near unit root. Zbl 1431.62382
Hansen, Bruce E.
15
2010
Asymptotic theory for clustered samples. Zbl 1452.62915
Hansen, Bruce E.; Lee, Seojeong
14
2019
The risk of James-Stein and Lasso shrinkage. Zbl 1491.62067
Hansen, Bruce E.
13
2016
Heteroskedastic cointegration. Zbl 0755.62085
Hansen, Bruce E.
12
1992
Minimum mean squared error model averaging in likelihood models. Zbl 1356.62034
Charkhi, Ali; Claeskens, Gerda; Hansen, Bruce E.
11
2016
Stein-like 2SLS estimator. Zbl 1524.62578
Hansen, Bruce E.
9
2017
Discussion of ‘Data mining reconsidered’. Zbl 0960.91060
Hansen, Bruce E.
6
1999
Econometrics. Zbl 1510.62006
Hansen, Bruce E.
6
2022
Inference for iterated GMM under misspecification. Zbl 1481.62026
Hansen, Bruce E.; Lee, Seojeong
6
2021
Interval forecasts and parameter uncertainty. Zbl 1418.62327
Hansen, Bruce E.
5
2006
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality. Zbl 1442.62085
Hansen, Bruce E.
4
2015
Shrinkage efficiency bounds. Zbl 1442.62740
Hansen, Bruce E.
3
2015
A modern Gauss-Markov theorem. Zbl 07689191
Hansen, Bruce E.
2
2022
Recounts from undervotes: Evidence from the 2000 presidential election. Zbl 1041.62097
Hansen, Bruce E.
1
2003
Probability and statistics for economists. Zbl 1502.60001
Hansen, Bruce E.
1
2022
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk. Zbl 1453.62632
Hansen, Bruce E.
1
2014
Guest editors introduction: The special 18th meeting of the New Zealand econometric study group in honor of Peter C. B. Phillips. Zbl 1314.00102
1
2014
Econometrics. Zbl 1510.62006
Hansen, Bruce E.
6
2022
A modern Gauss-Markov theorem. Zbl 07689191
Hansen, Bruce E.
2
2022
Probability and statistics for economists. Zbl 1502.60001
Hansen, Bruce E.
1
2022
Inference for iterated GMM under misspecification. Zbl 1481.62026
Hansen, Bruce E.; Lee, Seojeong
6
2021
Asymptotic theory for clustered samples. Zbl 1452.62915
Hansen, Bruce E.; Lee, Seojeong
14
2019
Stein-like 2SLS estimator. Zbl 1524.62578
Hansen, Bruce E.
9
2017
Efficient shrinkage in parametric models. Zbl 1419.62041
Hansen, Bruce E.
23
2016
The risk of James-Stein and Lasso shrinkage. Zbl 1491.62067
Hansen, Bruce E.
13
2016
Minimum mean squared error model averaging in likelihood models. Zbl 1356.62034
Charkhi, Ali; Claeskens, Gerda; Hansen, Bruce E.
11
2016
Forecasting with factor-augmented regression: a frequentist model averaging approach. Zbl 1332.62357
Cheng, Xu; Hansen, Bruce E.
36
2015
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality. Zbl 1442.62085
Hansen, Bruce E.
4
2015
Shrinkage efficiency bounds. Zbl 1442.62740
Hansen, Bruce E.
3
2015
Model averaging, asymptotic risk, and regressor groups. Zbl 1398.62181
Hansen, Bruce E.
39
2014
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk. Zbl 1453.62632
Hansen, Bruce E.
1
2014
Guest editors introduction: The special 18th meeting of the New Zealand econometric study group in honor of Peter C. B. Phillips. Zbl 1314.00102
1
2014
Jackknife model averaging. Zbl 1441.62721
Hansen, Bruce E.; Racine, Jeffrey S.
150
2012
Averaging estimators for autoregressions with a near unit root. Zbl 1431.62382
Hansen, Bruce E.
15
2010
Averaging estimators for regressions with a possible structural break. Zbl 1179.62119
Hansen, Bruce E.
17
2009
Uniform convergence rates for kernel estimation with dependent data. Zbl 1284.62252
Hansen, Bruce E.
165
2008
Least-squares forecast averaging. Zbl 1429.62421
Hansen, Bruce E.
68
2008
Least squares model averaging. Zbl 1133.91051
Hansen, Bruce E.
206
2007
Econometric theory and practice. Frontiers of analysis and applied research. Zbl 1100.62624
24
2006
Interval forecasts and parameter uncertainty. Zbl 1418.62327
Hansen, Bruce E.
5
2006
Challenges for econometric model selection. Zbl 1072.62116
Hansen, Bruce E.
17
2005
Exact mean integrated squared error of higher order kernel estimators. Zbl 1083.62032
Hansen, Bruce E.
17
2005
Instrumental variable estimation of a threshold model. Zbl 1071.62115
Caner, Mehmet; Hansen, Bruce E.
37
2004
Recounts from undervotes: Evidence from the 2000 presidential election. Zbl 1041.62097
Hansen, Bruce E.
1
2003
Testing for two-regime threshold cointegration in vector error-correction models. Zbl 1044.62092
Hansen, Bruce E.; Seo, Byeongseon
48
2002
Threshold autoregression with a unit root. Zbl 1018.62064
Caner, Mehmet; Hansen, Bruce E.
96
2001
Sample splitting and threshold estimation. Zbl 1056.62528
Hansen, Bruce E.
162
2000
Testing for structural change in conditional models. Zbl 1122.62326
Hansen, Bruce E.
79
2000
Threshold effects in non-dynamic panels: Estimation, testing, and inference. Zbl 0941.62127
Hansen, Bruce E.
56
1999
Discussion of ‘Data mining reconsidered’. Zbl 0960.91060
Hansen, Bruce E.
6
1999
Inference in TAR models. Zbl 1078.91558
Hansen, Bruce E.
48
1997
Inference when a nuisance parameter is not identified under the null hypothesis. Zbl 0862.62090
Hansen, Bruce E.
241
1996
Residual-based tests for cointegration in models with regime shifts. Zbl 0834.62082
Gregory, Allan W.; Hansen, Bruce E.
50
1996
Regression with nonstationary volatility. Zbl 0836.62062
Hansen, Bruce E.
36
1995
Autoregressive conditional density estimation. Zbl 0807.62090
Hansen, Bruce E.
203
1994
Consistent covariance matrix estimation for dependent heterogeneous processes. Zbl 0746.62088
Hansen, Bruce E.
54
1992
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. Zbl 0746.62105
Hansen, Bruce E.
19
1992
Heteroskedastic cointegration. Zbl 0755.62085
Hansen, Bruce E.
12
1992
GARCH (1,1) processes are near epoch dependent. Zbl 0806.62069
Hansen, Bruce E.
24
1991
Statistical inference in instrumental variables regression with \(I(1)\) processes. Zbl 0703.62098
Phillips, Peter C. B.; Hansen, Bruce E.
195
1990
all top 5

Cited by 2,029 Authors

54 Zhang, Xinyu
33 Phillips, Peter Charles Bonest
31 Zou, Guohua
27 Cavaliere, Giuseppe
23 Taylor, A. M. Robert
21 Su, Liangjun
18 Wan, Alan T. K.
17 Hansen, Bruce E.
16 Hong, Yongmiao
16 Shin, Dongwan
13 Park, Joon Y.
12 Zhao, Shangwei
11 Cho, Jin Seo
11 Gao, Jiti
11 Gerlach, Richard H.
11 Linton, Oliver Bruce
11 Perron, Pierre
11 Rahbek, Anders
11 Seo, Myunghwan
11 Wang, Shouyang
10 Kurozumi, Eiji
10 Li, Degui
10 Lu, Zudi
10 White, Halbert Lynn jun.
9 Kapetanios, George
9 Liao, Jun
9 Ling, Shiqing
9 Nielsen, Morten Ørregaard
9 Shin, Yongcheol
9 Wagner, Martin Franz-Xaver
9 Xiao, Zhijie
8 Chen, Cathy W. S.
8 Corradi, Valentina
8 Fang, Fang
8 Li, Jialiang
8 Stengos, Thanasis
8 Tu, Yundong
7 Cai, Zongwu
7 Georgiev, Iliyan
7 Hill, Jonathan B.
7 Horváth, Lajos
7 Jawadi, Fredj
7 Lee, Tae-Hwy
7 Li, Qi
7 Liang, Hua
7 Medeiros, Marcelo C.
7 Sun, Yiguo
7 Teräsvirta, Timo
7 Tjøstheim, Dag B.
7 Ullah, Aman
7 Yu, Ping
7 Zakoïan, Jean-Michel
6 Chang, Yoosoon
6 Chen, Bin
6 Escanciano, Juan Carlos
6 Gao, Yan
6 Hall, Alastair R.
6 Jin, Sainan
6 Kao, Chihwa
6 Kristensen, Dennis
6 Lee, Oesook
6 Li, Dong
6 Lu, Xun
6 Olmo, Jose
6 Saikkonen, Pentti
6 Wang, Qihua
6 Wang, Qiying
5 Caner, Mehmet
5 Chambers, Marcus J.
5 Chen, Haiqiang
5 Dufour, Jean-Marie
5 Francq, Christian
5 Hirukawa, Masayuki
5 Juhl, Ted
5 Khalaf, Lynda
5 Kiliç, Rehim
5 Lee, Sokbae
5 Leybourne, Stephen J.
5 Li, Haiqi
5 Liu, Chuan
5 Magnus, Jan R.
5 McDonald, James B.
5 Neumeyer, Natalie
5 Patton, Andrew J.
5 Pitarakis, Jean-Yves
5 Robinson, Peter Michael
5 Rockinger, Michael
5 Smeekes, Stephan
5 Sun, Yixiao
5 Swanson, Norman Rasmus
5 Todem, David
5 Vogelsang, Timothy J.
5 Wied, Dominik
5 Xu, Keli
4 Anatolyev, Stanislav
4 Ando, Tomohiro
4 Andreou, Elena
4 Arai, Yoichi
4 Aue, Alexander
4 Boswijk, H. Peter
...and 1,929 more Authors
all top 5

Cited in 149 Serials

370 Journal of Econometrics
113 Econometric Theory
109 Econometric Reviews
88 Economics Letters
54 Computational Statistics and Data Analysis
47 Journal of Time Series Analysis
44 Studies in Nonlinear Dynamics and Econometrics
30 Journal of Statistical Planning and Inference
27 Communications in Statistics. Theory and Methods
27 Quantitative Finance
25 Journal of Economic Dynamics & Control
23 Journal of Statistical Computation and Simulation
21 The Econometrics Journal
19 Scandinavian Journal of Statistics
19 Annals of Operations Research
18 Journal of Applied Statistics
18 Electronic Journal of Statistics
17 The Annals of Statistics
17 Journal of Multivariate Analysis
17 Communications in Statistics. Simulation and Computation
17 Journal of Forecasting
16 Journal of the American Statistical Association
16 Statistics & Probability Letters
15 Econometrica
15 Mathematics and Computers in Simulation
14 Statistical Papers
14 Statistica Sinica
13 Bernoulli
12 European Journal of Operational Research
12 Journal of Nonparametric Statistics
10 Metrika
10 Journal of Business and Economic Statistics
9 The Canadian Journal of Statistics
9 Annals of the Institute of Statistical Mathematics
9 Journal of Systems Science and Complexity
9 Quantitative Economics
8 Statistics
8 Computational Statistics
8 Open Economies Review
8 Statistical Methods and Applications
7 Biometrics
7 International Economic Review
7 Journal of the Korean Statistical Society
7 Bulletin of Economic Research
6 Insurance Mathematics & Economics
6 Australian & New Zealand Journal of Statistics
6 Macroeconomic Dynamics
6 Review of Derivatives Research
5 Asia-Pacific Financial Markets
5 Statistics and Computing
5 Journal of Time Series Econometrics
5 Statistical Theory and Related Fields
4 Psychometrika
4 Journal of Computational and Applied Mathematics
4 Test
4 Methodology and Computing in Applied Probability
4 Applied Stochastic Models in Business and Industry
4 The Annals of Applied Statistics
3 Physica A
3 Statistica Neerlandica
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal of Inequalities and Applications
3 International Journal of Theoretical and Applied Finance
3 Journal of Statistical Theory and Practice
3 AStA. Advances in Statistical Analysis
3 Science China. Mathematics
3 Journal of Computational and Graphical Statistics
3 Stat
2 Journal of the Franklin Institute
2 International Statistical Review
2 Metron
2 Naval Research Logistics
2 Statistica
2 Revista Colombiana de Estadística
2 Computers & Operations Research
2 Neural Computation
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Statistical Inference for Stochastic Processes
2 Journal of Economic Growth
2 Optimization and Engineering
2 Brazilian Journal of Probability and Statistics
2 Kragujevac Journal of Mathematics
2 Journal of Machine Learning Research (JMLR)
2 North American Actuarial Journal
2 Computational Management Science
2 Statistical Methodology
2 Journal of Probability and Statistics
2 Journal of Econometric Methods
2 Journal of the Japan Statistical Society. Japanese Issue
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Mathematical Notes
1 Rocky Mountain Journal of Mathematics
1 Chaos, Solitons and Fractals
1 Automatica
1 Journal of Economic Theory
1 Kybernetes
1 Kybernetika
1 Metroeconomica
...and 49 more Serials

Citations by Year