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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Hansen, Bruce E."
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Hansen, Bruce E.
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4
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ECONIS (ZBW)
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
2
Notes and comments : least squares model averaging
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 1175-1189
Persistent link: https://www.econbiz.de/10003507400
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3
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
4
Sample splitting and threshold estimation
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
3
,
pp. 575-603
Persistent link: https://www.econbiz.de/10001476516
Saved in:
5
Inference when a nuisance parameter is not identified under the null hypothesis
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001196495
Saved in:
6
Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
Saved in:
7
Consistent covariance matrix estimation for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 967-972
Persistent link: https://www.econbiz.de/10001129055
Saved in:
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