Bruce E. Hansen

Best Publications

• Statistical Inference in Instrumental Variables Regression with I(1) Processes

  Peter C. B. Phillips;Bruce E. Hansen

  6361
  Citations

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

  Bruce E. Hansen

  6264
  Citations

• Sample Splitting and Threshold Estimation

  Bruce E. Hansen

  3877
  Citations

• Residual-based tests for cointegration in models with regime shifts

  Allan W. Gregory;Bruce E. Hansen;Bruce E. Hansen

  3561
  Citations

• INFERENCE WHEN A NUISANCE PARAMETER IS NOT IDENTIFIED UNDER THE NULL HYPOTHESIS

  Bruce E. Hansen

  3237
  Citations

• Autoregressive Conditional Density Estimation

  Bruce E. Hansen

  2165
  Citations

• Tests for Parameter Instability in Regressions With I(1) Processes

  Bruce E. Hansen

  1686
  Citations

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

  Bruce E. Hansen;Byeongseon Seo

  1176
  Citations

• Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP

  Bruce E. Hansen

  1099
  Citations

• THRESHOLD AUTOREGRESSION WITH A UNIT ROOT

  Mehmet Caner;Bruce E. Hansen

  1085
  Citations

• Testing for linearity

  Bruce Hansen

  1060
  Citations

• Testing for parameter instability in linear models

  Bruce E. Hansen

  1034
  Citations

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

  Unknown

  990
  Citations

• Least Squares Model Averaging

  Bruce E. Hansen

  969
  Citations

• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

  Mehmet Caner;Bruce E. Hansen

  967
  Citations

• Approximate Asymptotic P Values for StructuraS-Change Tests

  Bruce E. Hansen

  920
  Citations

• Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator

  Sang-Won Lee;Bruce E. Hansen

  858
  Citations

• PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts

  Allan W. Gregory;Bruce E. Hansen

  844
  Citations

• Inference in TAR Models

  Bruce E. Hansen

  842
  Citations

• The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

  Unknown

  622
  Citations