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Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S. - In: Journal of econometrics 216 (2020) 1, pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
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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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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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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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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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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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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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The past and future of empirical finance: some personal comments
Granger, Clive W.J. - In: Journal of econometrics 129 (2005) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10006750362
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Nonlinear stochastic trends
Granger, Clive W.J.; Inoue, Tomoo; Morin, Norman - In: Journal of econometrics 81 (1997) 1, pp. 66-92
Persistent link: https://www.econbiz.de/10006791209
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An introduction to stochastic unit-root processes
Granger, Clive W.J.; Swanson, Norman R. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10006791930