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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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Regression theory when variances are non-stationary
Hansen, Bruce E. - 1990
Persistent link: https://www.econbiz.de/10000787793
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A powerful, simple test for cointegration using Cochrane-Orcutt
Hansen, Bruce E. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000791443
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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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Regression with non-stationary variances
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000846448
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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 likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E. - 1991
Persistent link: https://www.econbiz.de/10000814458
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Residual-based tests for cointegration in models with regime shifts
Gregory, Allan W.; Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000846440