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~person:"Hansen, Bruce E."
~source:"econis"
~subject:"Cointegration"
~subject:"Regression analysis"
~subject:"Theory"
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Hansen, Bruce E.
Phillips, Peter C. B.
43
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The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
Saved in:
2
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
3
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
4
Asymptotic theory for the GARCH (1,1) quasi-maximum likelihood estimator
Yi, Sang-wŏn
- In:
Econometric theory
10
(
1994
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10001163339
Saved in:
5
Instrumental variable estimation of a threshold model
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 813-843
Persistent link: https://www.econbiz.de/10002265229
Saved in:
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