Year |
Citation |
Score |
2018 |
Hansen BE. Johansen’s Reduced Rank Estimator Is GMM Econometrics. 6: 26. DOI: 10.3390/Econometrics6020026 |
0.43 |
|
2017 |
Hansen BE. Stein-like 2SLS estimator Econometric Reviews. 36: 840-852. DOI: 10.1080/07474938.2017.1307579 |
0.395 |
|
2017 |
Hansen BE. Regression Kink With an Unknown Threshold Journal of Business & Economic Statistics. 35: 228-240. DOI: 10.1080/07350015.2015.1073595 |
0.391 |
|
2016 |
Hansen BE. Efficient shrinkage in parametric models Journal of Econometrics. 190: 115-132. DOI: 10.1016/J.Jeconom.2015.09.003 |
0.387 |
|
2015 |
Charkhi A, Claeskens G, Hansen BE. Minimum Mean Squared Error Model Averaging in Likelihood Models Statistica Sinica. 26: 809-840. DOI: 10.2139/Ssrn.2655574 |
0.377 |
|
2015 |
Cheng X, Hansen BE. Forecasting with factor-augmented regression: A frequentist model averaging approach Journal of Econometrics. 186: 280-293. DOI: 10.2139/Ssrn.2180921 |
0.348 |
|
2015 |
Hansen BE. The Risk of James–Stein and Lasso Shrinkage Econometric Reviews. 1-15. DOI: 10.1080/07474938.2015.1092799 |
0.358 |
|
2015 |
Hansen BE. THE INTEGRATED MEAN SQUARED ERROR of SERIES REGRESSION and A ROSENTHAL HILBERT-SPACE INEQUALITY Econometric Theory. 31: 337-361. DOI: 10.1017/S0266466614000322 |
0.378 |
|
2015 |
Kim H, Fujiwara I, Hansen BE, Ogaki M. Purchasing Power Parity and the Taylor Rule Journal of Applied Econometrics. 30: 874-903. DOI: 10.1002/Jae.2391 |
0.364 |
|
2014 |
Hansen BE. Model averaging, asymptotic risk, and regressor groups Quantitative Economics. 5: 495-530. DOI: 10.3982/Qe332 |
0.406 |
|
2014 |
Hansen BE. Shrinkage Efficiency Bounds Econometric Theory. 31: 860-879. DOI: 10.1017/S0266466614000693 |
0.397 |
|
2012 |
Hansen BE, Racine JS. Jackknife model averaging Journal of Econometrics. 167: 38-46. DOI: 10.1016/J.Jeconom.2011.06.019 |
0.39 |
|
2011 |
Hansen BE. Threshold autoregression in economics Statistics and Its Interface. 4: 123-127. DOI: 10.4310/Sii.2011.V4.N2.A4 |
0.308 |
|
2010 |
Hansen BE. Averaging estimators for autoregressions with a near unit root Journal of Econometrics. 158: 142-155. DOI: 10.1016/J.Jeconom.2010.03.022 |
0.426 |
|
2009 |
Gregory AW, Hansen BE. Tests for Cointegration in Models with Regime and Trend Shifts Oxford Bulletin of Economics and Statistics. 58: 555-560. DOI: 10.1111/J.1468-0084.1996.Mp58003008.X |
0.309 |
|
2009 |
Hansen BE. Averaging estimators for regressions with a possible structural break Econometric Theory. 25: 1498-1514. DOI: 10.1017/S0266466609990235 |
0.417 |
|
2008 |
Hansen BE. Uniform convergence rates for kernel estimation with dependent data Econometric Theory. 24: 726-748. DOI: 10.1017/S0266466608080304 |
0.377 |
|
2008 |
Hansen BE. Least-squares forecast averaging Journal of Econometrics. 146: 342-350. DOI: 10.1016/J.Jeconom.2008.08.022 |
0.333 |
|
2007 |
Hansen BE. Least squares model averaging Econometrica. 75: 1175-1189. DOI: 10.1111/J.1468-0262.2007.00785.X |
0.4 |
|
2006 |
Hansen BE. Interval forecasts and parameter uncertainty Journal of Econometrics. 135: 377-398. DOI: 10.1016/J.Jeconom.2005.07.030 |
0.395 |
|
2005 |
Hansen BE. Exact mean integrated squared error of higher order kernel estimators Econometric Theory. 21: 1031-1057. DOI: 10.1017/S0266466605050528 |
0.333 |
|
2005 |
Hansen BE. Challenges for econometric model selection Econometric Theory. 21: 60-68. DOI: 10.1017/S0266466605050048 |
0.32 |
|
2004 |
Caner M, Hansen BE. Instrumental variable estimation of a threshold model Econometric Theory. 20: 813-843. DOI: 10.1017/S0266466604205011 |
0.425 |
|
2003 |
Hansen BE. Recounts from undervotes: Evidence from the 2000 presidential election Journal of the American Statistical Association. 98: 292-298. DOI: 10.1198/016214503000062 |
0.364 |
|
2002 |
Hansen BE, West KD. Generalized method of moments and macroeconomics Journal of Business and Economic Statistics. 20: 460-469. DOI: 10.1198/073500102288618603 |
0.32 |
|
2002 |
Hansen BE, Seo B. Testing for two-regime threshold cointegration in vector error-correction models Journal of Econometrics. 110: 293-318. DOI: 10.1016/S0304-4076(02)00097-0 |
0.387 |
|
2001 |
Caner M, Hansen BE. Threshold Autoregression With A Unit Root Econometrica. 69: 1555-1596. DOI: 10.1111/1468-0262.00257 |
0.374 |
|
2000 |
Hansen BE. Sample Splitting and Threshold Estimation Econometrica. 68: 575-603. DOI: 10.1111/1468-0262.00124 |
0.433 |
|
2000 |
Hansen BE. Testing for structural change in conditional models Journal of Econometrics. 97: 93-115. DOI: 10.1016/S0304-4076(99)00068-8 |
0.338 |
|
1999 |
Hansen BE. The grid bootstrap and the autoregressive model The Review of Economics and Statistics. 81: 594-607. DOI: 10.1162/003465399558463 |
0.328 |
|
1999 |
Hansen BE. Testing for linearity Journal of Economic Surveys. 13: 551-576. DOI: 10.1111/1467-6419.00098 |
0.394 |
|
1999 |
Hansen BE. Threshold effects in non-dynamic panels: Estimation, testing, and inference Journal of Econometrics. 93: 345-368. DOI: 10.1016/S0304-4076(99)00025-1 |
0.376 |
|
1997 |
Hansen BE. Inference in TAR Models Studies in Nonlinear Dynamics and Econometrics. 2: 1-16. DOI: 10.2202/1558-3708.1024 |
0.403 |
|
1996 |
Hansen BE. Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis Econometrica. 64: 413-430. DOI: 10.2307/2171789 |
0.373 |
|
1996 |
Gregory AW, Hansen BE. Residual-based tests for cointegration in models with regime shifts Journal of Econometrics. 70: 99-126. DOI: 10.1016/0304-4076(69)41685-7 |
0.327 |
|
1996 |
Hansen BE. Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP Journal of Applied Econometrics. 11: 195-198. DOI: 10.1002/(Sici)1099-1255(199603)11:2<195::Aid-Jae375>3.0.Co;2-2 |
0.371 |
|
1995 |
Hansen BE. Regression With Nonstationary Volatility Econometrica. 63: 1113-1132. DOI: 10.2307/2171723 |
0.419 |
|
1995 |
Hansen BE. Rethinking the univariate approach to unit root testing: Using covariates to increase power Econometric Theory. 11: 1148-1171. DOI: 10.1017/S0266466600009993 |
0.367 |
|
1994 |
Hansen BE. Autoregressive Conditional Density Estimation International Economic Review. 35: 705-730. DOI: 10.2307/2527081 |
0.311 |
|
1994 |
Lee SW, Hansen BE. Asymptotic theory for the garch(1,1) quasi-maximum likelihood estimator Econometric Theory. 10: 29-52. DOI: 10.1017/S0266466600008215 |
0.388 |
|
1992 |
Hansen BE. Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes Econometrica. 60: 967-972. DOI: 10.2307/2951575 |
0.335 |
|
1992 |
Hansen BE. Tests for parameter instability in regressions with 1(1) processes Journal of Business and Economic Statistics. 10: 321-335. DOI: 10.1080/07350015.1992.10509908 |
0.385 |
|
1992 |
Hansen BE. Convergence to stochastic integrals for dependent heterogeneous processes Econometric Theory. 8: 489-500. DOI: 10.1017/S0266466600013189 |
0.317 |
|
1992 |
Hansen BE. Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends Journal of Econometrics. 53: 87-121. DOI: 10.1016/0304-4076(92)90081-2 |
0.422 |
|
1992 |
Hansen BE. Testing for parameter instability in linear models Journal of Policy Modeling. 14: 517-533. DOI: 10.1016/0161-8938(92)90019-9 |
0.339 |
|
1990 |
Phillips PCB, Hansen BE. Statistical inference in instrumental variables regression with i(1) processes Review of Economic Studies. 57: 99-125. DOI: 10.2307/2297545 |
0.403 |
|
1990 |
Hansen BE. Perpendicular Least Squares Econometric Theory. 6: 485. DOI: 10.1017/S0266466600005491 |
0.312 |
|
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