UB Paderborn / Katalog / Suche / in CDI

A Modern Gauss–Markov Theorem

Econometrica, 2022-05, Vol.90 (3), p.1283-1294

Hansen, Bruce E.

2022

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Threshold effects in non-dynamic panels: Estimation, testing, and inference

Journal of econometrics, 1999-12, Vol.93 (2), p.345-368

Hansen, Bruce E.

1999

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Regression Kink With an Unknown Threshold

Journal of business & economic statistics, 2017-04, Vol.35 (2), p.228-240

Hansen, Bruce E.

2017

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The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

The Journal of economic perspectives, 2001-10, Vol.15 (4), p.117-128

Hansen, Bruce E.

2001

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Testing for two-regime threshold cointegration in vector error-correction models

Journal of econometrics, 2002-10, Vol.110 (2), p.293-318

2002

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Reply to: Comment on “A Modern Gauss–Markov Theorem”

Econometrica, 2024-05, Vol.92 (3), p.925-928

Hansen, Bruce E.

2024

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INFERENCE FOR ITERATED GMM UNDER MISSPECIFICATION

Econometrica, 2021-05, Vol.89 (3), p.1419-1447

2021

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Least Squares Model Averaging

Econometrica, 2007-07, Vol.75 (4), p.1175-1189

Hansen, Bruce E.

2007

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Asymptotic theory for clustered samples

Journal of econometrics, 2019-06, Vol.210 (2), p.268-290

2019

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SHRINKAGE EFFICIENCY BOUNDS

Econometric theory, 2015-08, Vol.31 (4), p.860-879

Hansen, Bruce E.

2015

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Efficient shrinkage in parametric models

Journal of econometrics, 2016-01, Vol.190 (1), p.115-132

Hansen, Bruce E.

2016

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Forecasting with factor-augmented regression: A frequentist model averaging approach

Journal of econometrics, 2015-06, Vol.186 (2), p.280-293

2015

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Least-squares forecast averaging

Journal of econometrics, 2008-10, Vol.146 (2), p.342-350

Hansen, Bruce E.

2008

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Johansen’s Reduced Rank Estimator Is GMM

Econometrics, 2018-06, Vol.6 (2), p.26

Hansen, Bruce

2018

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UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Econometric theory, 2008-06, Vol.24 (3), p.726-748

Hansen, Bruce E.

2008

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Testing for structural change in conditional models

Journal of econometrics, 2000-07, Vol.97 (1), p.93-115

Hansen, Bruce E.

2000

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Model averaging, asymptotic risk, and regressor groups

Quantitative economics, 2014-11, Vol.5 (3), p.495-530

Hansen, Bruce E

2014

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The Risk of James-Stein and Lasso Shrinkage

Econometric reviews, 2016-11, Vol.35 (8-10), p.1456-1470

Hansen, Bruce E.

2016

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Purchasing Power Parity and the Taylor Rule

Journal of applied econometrics (Chichester, England), 2015-09, Vol.30 (6), p.874-903

2015

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Stein-like 2SLS estimator

Econometric reviews, 2017-10, Vol.36 (6-9), p.840-852

Hansen, Bruce E.

2017

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Approximate Asymptotic P Values for Structural-Change Tests

Journal of business & economic statistics, 1997-01, Vol.15 (1), p.60-67

Hansen, Bruce E.

1997

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Sample Splitting and Threshold Estimation

Econometrica, 2000-05, Vol.68 (3), p.575-603

Hansen, Bruce E.

2000

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THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY

Econometric theory, 2015-04, Vol.31 (2), p.337-361

Hansen, Bruce E.

2015

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INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

Econometric theory, 2004-10, Vol.20 (5), p.813-843

2004

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Threshold Autoregression with a Unit Root

Econometrica, 2001-11, Vol.69 (6), p.1555-1596

2001

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A Modern Gauss–Markov Theorem

Threshold effects in non-dynamic panels: Estimation, testing, and inference

Regression Kink With an Unknown Threshold

The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

Testing for two-regime threshold cointegration in vector error-correction models

Reply to: Comment on “A Modern Gauss–Markov Theorem”

INFERENCE FOR ITERATED GMM UNDER MISSPECIFICATION

Least Squares Model Averaging

Asymptotic theory for clustered samples

SHRINKAGE EFFICIENCY BOUNDS

Efficient shrinkage in parametric models

Forecasting with factor-augmented regression: A frequentist model averaging approach

Least-squares forecast averaging

Johansen’s Reduced Rank Estimator Is GMM

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Testing for structural change in conditional models

Model averaging, asymptotic risk, and regressor groups

The Risk of James-Stein and Lasso Shrinkage

Purchasing Power Parity and the Taylor Rule

Stein-like 2SLS estimator

Approximate Asymptotic P Values for Structural-Change Tests

Sample Splitting and Threshold Estimation

THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY

INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

Threshold Autoregression with a Unit Root

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