Bruce E. Hansen

Q: What Schools Are Affiliated With Bruce E. Hansen

Bruce E. Hansen is affiliated with the following schools: Yale University, University of California, San Diego

Bruce E. Hansen's AcademicInfluence.com Rankings

Bruce E. Hansen

Economics

#2209

World Rank

#2524

Historical Rank

Econometrics

#50

World Rank

#52

Historical Rank

economics Degrees

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Economics

Bruce E. Hansen's Degrees

PhD Economics University of California, San Diego
Masters Economics University of California, San Diego
Bachelors Economics University of California, San Diego

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Bruce E. Hansen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990) (3889)
Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999) (2861)
Residual-based tests for cointegration in models with regime shifts (1996) (2498)
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis (1996) (2358)
Sample Splitting and Threshold Estimation (2000) (2340)
Autoregressive Conditional Density Estimation (1994) (1542)
Tests for Parameter Instability in Regressions with I(1) Processes (1992) (1172)
Testing for two-regime threshold cointegration in vector error-correction models (2002) (869)
Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (1996) (820)
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity (2001) (816)
Testing for parameter instability in linear models (1992) (743)
Approximate Asymptotic P Values for Structural-Change Tests (1997) (731)
THRESHOLD AUTOREGRESSION WITH A UNIT ROOT (2001) (712)
Inference in TAR Models (1997) (704)
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator (1994) (667)
Least Squares Model Averaging (2007) (649)
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (2004) (595)
Tests for Cointegration in Models with Regime and Trend Shifts (2009) (508)
Testing for structural change in conditional models (2000) (455)
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (2008) (444)
Testing for linearity (1999) (437)
Jackknife model averaging (2012) (381)
The Grid Bootstrap and the Autoregressive Model (1999) (373)
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power (1995) (339)
Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability (1995) (330)
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes (1992) (303)
Least-squares forecast averaging (2008) (278)
HOW RESPONSIVE ARE PRIVATE TRANSFERS TO INCOME? EVIDENCE FROM A LAISSEZ-FAIRE ECONOMY (2004) (216)
Threshold autoregression in economics (2011) (216)
Statistical Inference in Instrumental Variables (1989) (215)
Estimation and Inference in Models of Cointegration: A Simulation Study (1988) (180)
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (1992) (173)
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (1992) (171)
Regression Kink With an Unknown Threshold (2017) (162)
CHALLENGES FOR ECONOMETRIC MODEL SELECTION (2005) (114)
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach (2012) (110)
Generalized Method of Moments and Macroeconomics (2002) (90)
REGRESSION WITH NONSTATIONARY VOLATILITY (1995) (87)
Econometric theory and practice : frontiers of analysis and applied research (2006) (81)
Model averaging, asymptotic risk, and regressor groups (2014) (81)
Strong Laws for Dependent Heterogeneous Processes (1991) (78)
GARCH(1, 1) processes are near epoch dependent (1991) (72)
Efficient shrinkage in parametric models (2016) (72)
Threshold Autoregressions with a Near Unit Root (1998) (68)
Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (2008) (67)
A Powerful, Simple Test For Cointegration Using Cochrane- Orcutt (1990) (65)
Averaging estimators for autoregressions with a near unit root (2010) (63)
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP (1991) (62)
Asymptotic Theory for Clustered Samples (2017) (59)
Extracting Cycles from Nonstationary Data (2006) (59)
AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (2009) (55)
Discussion of 'Data mining reconsidered' (1999) (50)
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays (1996) (48)
Interval forecasts and parameter uncertainty (2006) (48)
On the Issue of Functional Form Choice in Hedonic Price Functions: Further Evidence (1997) (48)
The Risk of James–Stein and Lasso Shrinkage (2016) (47)
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS (2005) (43)
Nonparametric Sieve Regression: Least Squares, Averaging Least Squares, and Cross-Validation (2012) (40)
Bandwidth Selection for Nonparametric Distribution Estimation (2004) (38)
Nonparametric Estimation of Smooth Conditional Distributions (2004) (36)
Multi-Step Forecast Model Selection (2010) (32)
Uncovering the Relationship between Real Interest Rates and Economic Growth (2013) (31)
Stein-like 2SLS estimator (2017) (29)
Minimum Mean Squared Error Model Averaging in Likelihood Models (2015) (26)
Econometric Theory and Practice: Edgeworth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions (2006) (24)
Inference for Iterated GMM Under Misspecification (2021) (20)
Econometric Theory and Practice (2011) (19)
Methodology: Alchemy or Science: Review Article (1996) (19)
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY (2014) (18)
A Unified Asymptotic Distribution Theory for Parametric and Non-Parametric Least Squares (2015) (17)
Guest Editors’ Introduction: Regime Switching and Threshold Models (2017) (14)
Testing for Threshold Cointegration in Vector Error Correction Models (2001) (13)
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version (2013) (12)
SHRINKAGE EFFICIENCY BOUNDS (2015) (11)
Inference for Iterated GMM Under Misspecification and Clustering (2018) (10)
Estimation of TAR Models (1996) (10)
TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994 (1995) (10)
Non-Parametric Dependent Data Bootstrap for Conditional Moment Models (1999) (9)
A Modern Gauss–Markov Theorem (2022) (9)
Methodology: Alchemy or Science (1996) (9)
Spurious Regressions and Panel IV Estimation: Revisiting the Causes of Conflict (2021) (8)
Purchasing Power Parity and the Taylor Rule (2013) (8)
Handbook of Econometrics , vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 (1997) (7)
Assessing non-linear estimation procedures for human growth models (2003) (6)
Bootstrap Model Averaging Unit Root Inference (2018) (5)
The strucchange Package (2006) (5)
Review Article Methodology: Alchemy or Science? (1995) (5)
Time series econometrics for the 21st century (2017) (4)
Recounts From Undervotes (2003) (4)
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model (2000) (3)
Johansen’s Reduced Rank Estimator Is GMM (2018) (3)
Regression Theory When Variances Are Non-Stationary (1990) (2)
Regression with Non-Stationary Variances (1992) (2)
Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (2014) (2)
Information Criteria for Selecting Instrumental Variables in Conditional Moment Restriction Models (2011) (2)
A Stein-Like 2 SLS Estimator (2014) (2)
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong (2011) (2)
THRESHOLD AUTOREGRESSION WITH A UNIT ROOT BY MEHMET CANER (2001) (1)
Nonparametric Sieve Regression (2014) (1)
GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS (2014) (1)
Standard errors for two-way clustering with serially correlated time effects (2022) (1)
Testing for Common Features: Comment (1993) (1)
Econometric Theory and Practice: Preface: In Praise of a Remarkable Teacher (2006) (1)
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL MEHMET CANER (2004) (1)
SEMIPARAMETRIC EFFICIENT ESTIMATION IN STRUCTURAL TIME SERIES CROSS (2007) (0)
DEPENDENT HETEROGENEOUS PROCESSES (1992) (0)
An Integral over a Matrix Space (1988) (0)
Least Squares Forecast Averaging Supplement (2007) (0)
Editorial Collaborators (1999) (0)
Weight choice by minimizing MSE for general likelihood averaging (2014) (0)
Shrinkage E ffi ciency Bounds (2014) (0)
Comment (2016) (0)
Session A8: Passage Effectiveness Monitoring In Small Streams II (2013) (0)
Econometric Theory and Practice: Introduction (2006) (0)
Robust Inference (2014) (0)
Handbook of Econometrics, volume 4: Econometric Theory (1997) (0)
Session A9: Passage Effectiveness Monitoring in Small Streams III (2013) (0)
The Asymptotic Risk of the Least Squares Averaging Estimator (2008) (0)
Econometric Theory II: NonLinear Models Spring 1996 (1996) (0)
A Weak Law of Large Numbers Under Weak Mixing (2019) (0)
Convergence to a Stochastic Integral (1990) (0)
Alike and Different: A Concept/Vocabulary Development Strategy. (1991) (0)
Perpendicular Least Squares (1990) (0)
Cumulative Index, Volume 8, 1992 (1992) (0)
Aluminum Metal Matrix Composite Liner Testing (2015) (0)
The Asymptotic IMSE of Averaging Series Regression (2014) (0)

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What Schools Are Affiliated With Bruce E. Hansen?

Bruce E. Hansen is affiliated with the following schools:

Bruce E. Hansen's Academic­Influence.com Rankings