The following pages link to Bruce E. Hansen (Q291857):
Displaying 22 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- (Q494162) (redirect page) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong (Q635411) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Jackknife model averaging (Q738132) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Asymptotic theory for clustered samples (Q2000827) (← links)
- Minimum Mean Squared Error Model Averaging in Likelihood Models (Q2796883) (← links)
- (Q3295345) (← links)
- Inference in TAR Models (Q3368203) (← links)
- EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS (Q3377442) (← links)
- A Modern Gauss–Markov Theorem (Q6044992) (← links)
