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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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The ET interview : Professor Hashem Pesaran
Pesaran, M. Hashem (interviewee);  … - In: Econometric theory 35 (2019) 4, pp. 685-728
Persistent link: https://www.econbiz.de/10012386850
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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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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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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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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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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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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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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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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