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Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E. - 1994
Persistent link: https://www.econbiz.de/10000889579
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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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Inference when a nuisance parameter is not identified under the null hypothesis
Hansen, Bruce E. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000824188
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168271
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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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Uniform convergence rates for Kernel estimation with dependent data
Hansen, Bruce E. - In: Econometric theory 24 (2008) 3, pp. 726-748
Persistent link: https://www.econbiz.de/10003894294
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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
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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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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