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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
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2
Challenges for econometric model selection
Hansen, Bruce E.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10002674564
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3
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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4
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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5
Exact mean integrated squared error of higher order Kernel estimators
Hansen, Bruce E.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1031-1057
Persistent link: https://www.econbiz.de/10003193538
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6
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
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7
Shrinkage efficiency bounds
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
4
,
pp. 860-879
Persistent link: https://www.econbiz.de/10011341925
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8
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
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9
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
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10
Guest editors introduction: The special 18th meeting of the New Zealand Econometric Study Group in honor of Peter C. B. Phillips
Hansen, Bruce E.
;
Park, Joon Y.
- In:
Econometric theory
30
(
2014
)
4
,
pp. 715-718
Persistent link: https://www.econbiz.de/10010500876
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