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Least-squares forecast averaging
Hansen, Bruce E. - In: Journal of econometrics 146 (2008) 2, pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
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Interval forecasts and parameter uncertainty
Hansen, Bruce E. - In: Journal of econometrics 135 (2006) 1/2, pp. 377-398
Persistent link: https://www.econbiz.de/10003376090
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Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E. - In: Journal of econometrics 158 (2010) 1, pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
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Testing for structural change in conditional models
Hansen, Bruce E. - In: Journal of econometrics 97 (2000) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001487315
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Efficient shrinkage in parametric models
Hansen, Bruce E. - In: Journal of econometrics 190 (2016) 1, pp. 115-132
Persistent link: https://www.econbiz.de/10011591625
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Full- versus limited-information estimation of a rational-expectations model : some numerical comparisons
West, Kenneth D. - In: Journal of econometrics 33 (1986) 3, pp. 367-385
Persistent link: https://www.econbiz.de/10003705662
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - In: Journal of econometrics 171 (2012) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
West, Kenneth D. - In: Journal of econometrics 76 (1997) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10001211363
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Encompassing tests when no model is encompassing
West, Kenneth D. - In: Journal of econometrics 105 (2001) 1, pp. 287-308
Persistent link: https://www.econbiz.de/10001617169