Bruce E. Hansen

Available identifiers

zbMath Open hansen.bruce-eMaRDI QIDQ291857

List of research outcomes

Publication	Date of Publication	Type
A Modern Gauss–Markov Theorem	2023-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q5083165	2022-06-21	Paper
Stein-like 2SLS estimator	2022-06-08	Paper
The Risk of James–Stein and Lasso Shrinkage	2022-06-07	Paper
Inference for Iterated GMM Under Misspecification	2021-11-18	Paper
Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk	2020-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q3295345	2020-07-08	Paper
Asymptotic theory for clustered samples	2019-07-01	Paper
Model averaging, asymptotic risk, and regressor groups	2018-09-12	Paper
Jackknife model averaging	2016-08-15	Paper
Averaging estimators for autoregressions with a near unit root	2016-08-04	Paper
Least-squares forecast averaging	2016-06-22	Paper
Interval forecasts and parameter uncertainty	2016-06-10	Paper
Minimum Mean Squared Error Model Averaging in Likelihood Models	2016-03-30	Paper
Efficient shrinkage in parametric models	2015-12-02	Paper
SHRINKAGE EFFICIENCY BOUNDS	2015-11-03	Paper
Forecasting with factor-augmented regression: a frequentist model averaging approach	2015-08-31	Paper
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY	2015-04-24	Paper
Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong	2011-08-19	Paper
AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK	2009-12-15	Paper
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA	2009-06-11	Paper
Least Squares Model Averaging	2008-02-11	Paper
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS	2006-03-22	Paper
Inference in TAR Models	2006-01-27	Paper
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL	2005-10-18	Paper
CHALLENGES FOR ECONOMETRIC MODEL SELECTION	2005-10-18	Paper
Recounts From Undervotes	2004-06-10	Paper
Testing for two-regime threshold cointegration in vector error-correction models.	2003-02-17	Paper
Sample Splitting and Threshold Estimation	2002-05-28	Paper
Threshold Autoregression with a Unit Root	2002-05-28	Paper
Discussion of ‘Data mining reconsidered’	2000-10-26	Paper
Testing for structural change in conditional models	2000-09-13	Paper
Threshold effects in non-dynamic panels: Estimation, testing, and inference	2000-08-13	Paper
Threshold effects in non-dynamic panels: Estimation, testing, and inference	1999-12-01	Paper
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis	1997-06-02	Paper
Residual-based tests for cointegration in models with regime shifts	1996-04-08	Paper
Regression with Nonstationary Volatility	1996-02-01	Paper
Autoregressive Conditional Density Estimation	1995-03-01	Paper
Heteroskedastic cointegration	1993-02-04	Paper
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends	1992-09-27	Paper
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes	1992-09-27	Paper
GARCH (1,1) processes are near epoch dependent	1992-06-25	Paper
Statistical Inference in Instrumental Variables Regression with I(1) Processes	1990-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bruce E. Hansen