Hansen, Bruce E. Probability and statistics for economists. (English) Zbl 1502.60001 Princeton, NJ: Princeton University Press (ISBN 978-0-691-23594-3/hbk; 978-0-691-23614-8/ebook). xxiii, 385 p. (2022). MSC: 60-01 62-01 00A06 91-06 PDFBibTeX XMLCite \textit{B. E. Hansen}, Probability and statistics for economists. Princeton, NJ: Princeton University Press (2022; Zbl 1502.60001)
Hansen, Bruce E. Econometrics. (English) Zbl 1510.62006 Princeton, NJ: Princeton University Press (ISBN 978-0-691-23589-9/hbk; 978-0-691-23615-5/ebook). xxiii, 1044 p. (2022). MSC: 62-01 62P20 91-01 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrics. Princeton, NJ: Princeton University Press (2022; Zbl 1510.62006)
Hansen, Bruce E.; Lee, Seojeong Inference for iterated GMM under misspecification. (English) Zbl 1481.62026 Econometrica 89, No. 3, 1419-1447 (2021). MSC: 62H12 62J10 62P20 91B62 PDFBibTeX XMLCite \textit{B. E. Hansen} and \textit{S. Lee}, Econometrica 89, No. 3, 1419--1447 (2021; Zbl 1481.62026) Full Text: DOI
Hansen, Bruce E.; Lee, Seojeong Asymptotic theory for clustered samples. (English) Zbl 1452.62915 J. Econom. 210, No. 2, 268-290 (2019). MSC: 62P20 62E20 62H12 62M10 PDFBibTeX XMLCite \textit{B. E. Hansen} and \textit{S. Lee}, J. Econom. 210, No. 2, 268--290 (2019; Zbl 1452.62915) Full Text: DOI arXiv
Hansen, Bruce E. Stein-like 2SLS estimator. (English) Zbl 1524.62578 Econom. Rev. 36, No. 6-9, 840-852 (2017). MSC: 62P20 62J07 62E20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Rev. 36, No. 6--9, 840--852 (2017; Zbl 1524.62578) Full Text: DOI
Hansen, Bruce E. The risk of James-Stein and Lasso shrinkage. (English) Zbl 1491.62067 Econom. Rev. 35, No. 8-10, 1456-1470 (2016). MSC: 62J07 62J05 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Rev. 35, No. 8--10, 1456--1470 (2016; Zbl 1491.62067) Full Text: DOI
Hansen, Bruce E. Efficient shrinkage in parametric models. (English) Zbl 1419.62041 J. Econom. 190, No. 1, 115-132 (2016). MSC: 62F10 62J07 62F12 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 190, No. 1, 115--132 (2016; Zbl 1419.62041) Full Text: DOI
Hansen, Bruce E. Shrinkage efficiency bounds. (English) Zbl 1442.62740 Econom. Theory 31, No. 4, 860-879 (2015). MSC: 62P20 62H12 62C15 62C20 62J07 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Theory 31, No. 4, 860--879 (2015; Zbl 1442.62740) Full Text: DOI
Cheng, Xu; Hansen, Bruce E. Forecasting with factor-augmented regression: a frequentist model averaging approach. (English) Zbl 1332.62357 J. Econom. 186, No. 2, 280-293 (2015). MSC: 62M20 62J05 62H25 62P20 PDFBibTeX XMLCite \textit{X. Cheng} and \textit{B. E. Hansen}, J. Econom. 186, No. 2, 280--293 (2015; Zbl 1332.62357) Full Text: DOI Link
Hansen, Bruce E. The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality. (English) Zbl 1442.62085 Econom. Theory 31, No. 2, 337-361 (2015). MSC: 62G08 60E15 62G20 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Theory 31, No. 2, 337--361 (2015; Zbl 1442.62085) Full Text: DOI
Hansen, Bruce E. (ed.); Park, Joon (ed.) Guest editors introduction: The special 18th meeting of the New Zealand econometric study group in honor of Peter C. B. Phillips. (English) Zbl 1314.00102 Econom. Theory 30, No. 4, 715-718 (2014). MSC: 00B25 62-06 91-06 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen} (ed.) and \textit{J. Park} (ed.), Econom. Theory 30, No. 4, 715--718 (2014; Zbl 1314.00102) Full Text: DOI
Hansen, Bruce E.; Racine, Jeffrey S. Jackknife model averaging. (English) Zbl 1441.62721 J. Econom. 167, No. 1, 38-46 (2012). MSC: 62P20 62J05 62G08 PDFBibTeX XMLCite \textit{B. E. Hansen} and \textit{J. S. Racine}, J. Econom. 167, No. 1, 38--46 (2012; Zbl 1441.62721) Full Text: DOI
Corbae, Dean (ed.); Durlauf, Steven N. (ed.); Hansen, Bruce E. (ed.) Econometric theory and practice. Frontiers of analysis and applied research. Reprint of the 2006 hardback ed. (English) Zbl 1256.62074 Cambridge: Cambridge University Press (ISBN 978-0-521-18430-4/pbk). x, 372 p. (2012). MSC: 62P20 62-06 00B15 PDFBibTeX XMLCite \textit{D. Corbae} (ed.) et al., Econometric theory and practice. Frontiers of analysis and applied research. Reprint of the 2006 hardback ed. Cambridge: Cambridge University Press (2012; Zbl 1256.62074) Full Text: DOI
Hansen, Bruce E. Averaging estimators for autoregressions with a near unit root. (English) Zbl 1431.62382 J. Econom. 158, No. 1, 142-155 (2010). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 158, No. 1, 142--155 (2010; Zbl 1431.62382) Full Text: DOI
Hansen, Bruce E. Averaging estimators for regressions with a possible structural break. (English) Zbl 1179.62119 Econom. Theory 25, No. 6, 1498-1514 (2009). MSC: 62M10 62E20 62H12 62J05 62P20 65C60 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Theory 25, No. 6, 1498--1514 (2009; Zbl 1179.62119) Full Text: DOI
Hansen, Bruce E. Least squares model averaging. (English) Zbl 1133.91051 Econometrica 75, No. 4, 1175-1189 (2007). MSC: 91B70 91B60 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrica 75, No. 4, 1175--1189 (2007; Zbl 1133.91051) Full Text: DOI
Hansen, Bruce E. Interval forecasts and parameter uncertainty. (English) Zbl 1418.62327 J. Econom. 135, No. 1-2, 377-398 (2006). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 135, No. 1--2, 377--398 (2006; Zbl 1418.62327) Full Text: DOI
Corbae, Dean (ed.); Durlauf, Steven N. (ed.); Hansen, Bruce E. (ed.) Econometric theory and practice. Frontiers of analysis and applied research. (English) Zbl 1100.62624 Cambridge: Cambridge University Press (ISBN 0-521-80723-9/hbk). x, 372 p. (2006). MSC: 62P20 62-06 00B15 PDFBibTeX XMLCite \textit{D. Corbae} (ed.) et al., Econometric theory and practice. Frontiers of analysis and applied research. Cambridge: Cambridge University Press (2006; Zbl 1100.62624) Full Text: DOI
Hansen, Bruce E. Challenges for econometric model selection. (English) Zbl 1072.62116 Econom. Theory 21, No. 1, 60-68 (2005). MSC: 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Theory 21, No. 1, 60--68 (2005; Zbl 1072.62116) Full Text: DOI
Caner, Mehmet; Hansen, Bruce E. Instrumental variable estimation of a threshold model. (English) Zbl 1071.62115 Econom. Theory 20, No. 5, 813-843 (2004). MSC: 62P20 62L12 62E20 65C05 62J05 62F05 PDFBibTeX XMLCite \textit{M. Caner} and \textit{B. E. Hansen}, Econom. Theory 20, No. 5, 813--843 (2004; Zbl 1071.62115) Full Text: DOI
Hansen, Bruce E.; Seo, Byeongseon Testing for two-regime threshold cointegration in vector error-correction models. (English) Zbl 1044.62092 J. Econom. 110, No. 2, 293-318 (2002). MSC: 62M10 62P05 65C05 62E20 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen} and \textit{B. Seo}, J. Econom. 110, No. 2, 293--318 (2002; Zbl 1044.62092) Full Text: DOI
Caner, Mehmet; Hansen, Bruce E. Threshold autoregression with a unit root. (English) Zbl 1018.62064 Econometrica 69, No. 6, 1555-1596 (2001). MSC: 62M10 62P20 62E20 PDFBibTeX XMLCite \textit{M. Caner} and \textit{B. E. Hansen}, Econometrica 69, No. 6, 1555--1596 (2001; Zbl 1018.62064) Full Text: DOI
Hansen, Bruce E. Sample splitting and threshold estimation. (English) Zbl 1056.62528 Econometrica 68, No. 3, 575-603 (2000). MSC: 62M10 62E20 62F12 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrica 68, No. 3, 575--603 (2000; Zbl 1056.62528) Full Text: DOI
Hansen, Bruce E. Testing for structural change in conditional models. (English) Zbl 1122.62326 J. Econom. 97, No. 1, 93-115 (2000). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 97, No. 1, 93--115 (2000; Zbl 1122.62326) Full Text: DOI
Hansen, Bruce E. Threshold effects in non-dynamic panels: Estimation, testing, and inference. (English) Zbl 0941.62127 J. Econom. 93, No. 2, 345-368 (1999). MSC: 62P20 62E20 62F03 62J05 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 93, No. 2, 345--368 (1999; Zbl 0941.62127) Full Text: DOI
Hansen, Bruce E. Inference when a nuisance parameter is not identified under the null hypothesis. (English) Zbl 0862.62090 Econometrica 64, No. 2, 413-430 (1996). MSC: 62P20 62E20 62J02 62F03 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrica 64, No. 2, 413--430 (1996; Zbl 0862.62090) Full Text: DOI Link
Gregory, Allan W.; Hansen, Bruce E. Residual-based tests for cointegration in models with regime shifts. (English) Zbl 0834.62082 J. Econom. 70, No. 1, 99-126 (1996). MSC: 62M10 62P20 62M99 PDFBibTeX XMLCite \textit{A. W. Gregory} and \textit{B. E. Hansen}, J. Econom. 70, No. 1, 99--126 (1996; Zbl 0834.62082) Full Text: DOI Link
Hansen, Bruce E. Regression with nonstationary volatility. (English) Zbl 0836.62062 Econometrica 63, No. 5, 1113-1132 (1995). MSC: 62M10 62P20 62G05 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrica 63, No. 5, 1113--1132 (1995; Zbl 0836.62062) Full Text: DOI
Hansen, Bruce E. Autoregressive conditional density estimation. (English) Zbl 0807.62090 Int. Econ. Rev. 35, No. 3, 705-730 (1994). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{B. E. Hansen}, Int. Econ. Rev. 35, No. 3, 705--730 (1994; Zbl 0807.62090) Full Text: DOI
Hansen, Bruce E. Consistent covariance matrix estimation for dependent heterogeneous processes. (English) Zbl 0746.62088 Econometrica 60, No. 4, 967-972 (1992). MSC: 62M10 62P20 62M09 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econometrica 60, No. 4, 967--972 (1992; Zbl 0746.62088) Full Text: DOI
Hansen, Bruce E. Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. (English) Zbl 0746.62105 J. Econom. 53, No. 1-3, 87-121 (1992). MSC: 62P20 62M10 62E20 62H15 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 53, No. 1--3, 87--121 (1992; Zbl 0746.62105) Full Text: DOI
Hansen, Bruce E. Heteroskedastic cointegration. (English) Zbl 0755.62085 J. Econom. 54, No. 1-3, 139-158 (1992). MSC: 62P20 62M10 62J05 62F12 62F05 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 54, No. 1--3, 139--158 (1992; Zbl 0755.62085) Full Text: DOI
Phillips, Peter C. B.; Hansen, Bruce E. Statistical inference in instrumental variables regression with \(I(1)\) processes. (English) Zbl 0703.62098 Rev. Econ. Stud. 57, No. 1, 99-125 (1990). MSC: 62M10 62P20 62H15 62E20 62H12 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{B. E. Hansen}, Rev. Econ. Stud. 57, No. 1, 99--125 (1990; Zbl 0703.62098) Full Text: DOI