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~subject:"Estimation theory"
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Estimation theory
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West, Kenneth D.
57
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9
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6
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5
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5
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3
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2
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1
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1
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1
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1
Autoregressive conditional density estimation
Hansen, Bruce E.
-
1992
Persistent link: https://www.econbiz.de/10000840704
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2
Regression theory when variances are non-stationary
Hansen, Bruce E.
-
1990
Persistent link: https://www.econbiz.de/10000787793
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3
Approximate asymptotic P values for structural-change tests
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 60-67
Persistent link: https://www.econbiz.de/10001214309
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4
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
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5
Testing for parameter instability in linear models
Hansen, Bruce E.
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
4
,
pp. 517-533
Persistent link: https://www.econbiz.de/10001130451
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6
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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7
GARCH (1,1) processes are near epoch dependent
Hansen, Bruce E.
- In:
Economics letters
36
(
1991
)
2
,
pp. 181-186
Persistent link: https://www.econbiz.de/10001107947
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8
Regression with non-stationary variances
Hansen, Bruce E.
-
1992
Persistent link: https://www.econbiz.de/10000846448
Saved in:
9
The grid bootstrap and the autoregressive model
Hansen, Bruce E.
-
1998
Persistent link: https://www.econbiz.de/10000168271
Saved in:
10
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001639876
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